# EDGAR Filing Document

**Accession Number:** 0000319108
**File Stem:** 0002071691-25-007625
**Filing Date:** 2025-11
**Character Count:** 761061
**Document Hash:** 1df808723d40a749c69c771878e28cf7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-007625.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0002071691-25-007625

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03091
- **FILM NUMBER:** 251526946

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $493925683.36

**Total Liabilities:** $14943201.79

**Net Assets:** $478982481.57

**Cash Not Reported:** $7238862.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 92.18000000 | **1-Year:** 2862.98000000 | **5-Year:** 41775.22000000 | **10-Year:** 8759.91000000 | **30-Year:** 12240.52000000

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

- **3-Month:** 328.59000000 | **1-Year:** 261.51000000 | **5-Year:** 5375.87000000 | **10-Year:** 335.36000000 | **30-Year:** 94.07000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010829 | 0.37%                | 2.82%                | 2.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1468724.51              | $192085.98                                 |
| Month 2  | $4120146.42              | $6206920.64                                |
| Month 3  | $3724299.69              | $6671626.73                                |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| National Fuel Gas Co.                                                     | National Fuel Gas Co.                                                                        | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    260000 | PA      | $271144.28    | 0.06%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bestechnic Shanghai Co. Ltd.                                              | Bestechnic Shanghai Co. Ltd., Class A                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      6240 | NS      | $261005.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230455.69    | 0.05%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2535 | NS      | $427096.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                                                           | Nordstrom, Inc.                                                                              | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52692.75     | 0.01%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132M55C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4384 | PA      | $4268.38      | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375000 | PA      | $353385.92    | 0.07%             | 2055-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X4WD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       686 | PA      | $638.56       | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                               | Dick's Sporting Goods, Inc.                                                                  | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19607.38     | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                                                     | Diebold Nixdorf, Inc.                                                                        | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10548.64     | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1432 | PA      | $1382.69      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14496 | PA      | $13800.63     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64537 | PA      | $55650.52     | 0.01%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                   | Credit Acceptance Corp.                                                                      | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30049.80     | 0.01%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4358 | NS      | $1225643.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $25834.59     | 0.01%             | 2055-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12973 | PA      | $12369.29     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126437.77    | 0.03%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc.                                                                             | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    390000 | PA      | $344286.58    | 0.07%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Spirits Ltd.                                                       | United Spirits Ltd.                                                                          | CUSIP: N/A<br>LEI: 3358004YFWQVX2EZDE82       | Long             | EC               | CORP              | IN        |      1787 | NS      | $26649.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       330 | PA      | $320.28       | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410K3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2039 | PA      | $2141.68      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                               | Resorts World Las Vegas LLC                                                                  | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25412.50     | 0.01%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFG26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9474 | PA      | $9189.19      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                         | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    290000 | PA      | $299098.06    | 0.06%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QTW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7182 | PA      | $7465.96      | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tidewater, Inc.                                                           | Tidewater, Inc.                                                                              | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69709.23     | 0.01%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                              | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $743661.25    | 0.16%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                              | Mizuho Financial Group, Inc.                                                                 | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |     50100 | NS      | $1684155.35   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp.                                                    | Monster Beverage Corp.                                                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      5510 | NS      | $370878.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                               | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $35014.53     | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57233 | PA      | $47007.81     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3593 | PA      | $3469.03      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157246.25    | 0.03%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                   | Accenture Capital, Inc.                                                                      | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24655.60     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arcadyan Technology Corp.                                                 | Arcadyan Technology Corp.                                                                    | CUSIP: N/A<br>LEI: 254900R5W61G3GO1Q067       | Long             | EC               | CORP              | TW        |     13000 | NS      | $93950.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                                      | Baldwin Insurance Group Holdings LLC                                                         | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $39445.90     | 0.01%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X83B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27627 | PA      | $25904.61     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     13028 | NS      | $1744449.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WHFL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22923 | PA      | $20893.57     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H0626A0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125000 | PA      | $128377.65    | 0.03%             | 2055-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dr Lal PathLabs Ltd.                                                      | Dr Lal PathLabs Ltd.                                                                         | CUSIP: N/A<br>LEI: 984500E8E9CY102B9718       | Long             | EC               | CORP              | IN        |      2215 | NS      | $77986.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -40000 | PA      | $-34621.88    | -0.01%            | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                          | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     54000 | PA      | $56278.13     | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Budimex SA                                                                | Budimex SA                                                                                   | CUSIP: N/A<br>LEI: 25940093SDJZW2C1V355       | Long             | EC               | CORP              | PL        |        43 | NS      | $6028.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39916.00     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                           | Sinclair Television Group, Inc.                                                              | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9350.00      | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38647 | PA      | $33340.84     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFFP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66114 | PA      | $54301.28     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                                                 | CGI, Inc.                                                                                    | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $457178.26    | 0.10%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class A                                                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     14429 | NS      | $3507689.90   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                                                          | Kroger Co. (The)                                                                             | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105891.42    | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410G4B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5878 | PA      | $6194.24      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82574.92     | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Experian plc                                                              | Experian plc                                                                                 | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |     20066 | NS      | $1007858.43   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                            | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79871.44     | 0.02%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                  | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $134450.98    | 0.03%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp.                                                 | United Therapeutics Corp.                                                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        77 | NS      | $32279.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     34090 | NS      | $3513315.40   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15561 | PA      | $13461.13     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    123000 | PA      | $110249.64    | 0.02%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                           | CME Group, Inc., Class A                                                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       783 | NS      | $211558.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                                           | Interactive Brokers Group, Inc., Class A                                                     | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       612 | NS      | $42111.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis Capital Corp.                                                    | Novartis Capital Corp.                                                                       | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    855000 | PA      | $786038.77    | 0.16%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                              | Santander Holdings USA, Inc.                                                                 | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    780000 | PA      | $813814.25    | 0.17%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1182 | NS      | $261021.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132ADQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29665 | PA      | $27664.48     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                         | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |       800 | NS      | $100944.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5618 | PA      | $5801.23      | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                           | Canadian Natural Resources Ltd.                                                              | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     20495 | NS      | $655333.41    | 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      | $325.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                                           | Grupo Cibest SA                                                                              | CUSIP: N/A<br>LEI: 54930052NWJRPNMP1W58       | Long             | EC               | CORP              | CO        |      4068 | NS      | $62776.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Services, Inc.                                                       | CBRE Services, Inc.                                                                          | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    320000 | PA      | $332095.40    | 0.07%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                                     | MGIC Investment Corp.                                                                        | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    830000 | PA      | $828394.69    | 0.17%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8912 | PA      | $8736.52      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                            | BAWAG Group AG                                                                               | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |      1312 | NS      | $172964.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                                              | AMETEK, Inc.                                                                                 | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     11244 | NS      | $2113872.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                           | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257297.88    | 0.05%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                          | Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-2, Class A2C                   | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8790 | PA      | $6405.00      | 0.00%             | 2037-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36180DSX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6213 | PA      | $5808.42      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30041 | PA      | $29077.03     | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69618 | PA      | $67771.78     | 0.01%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VA Tech Wabag Ltd.                                                        | VA Tech Wabag Ltd.                                                                           | CUSIP: N/A<br>LEI: 335800GM4KXSX7LLLI83       | Long             | EC               | CORP              | IN        |       904 | NS      | $14613.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                 | QIAGEN NV                                                                                    | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |       202 | NS      | $9009.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38814 | PA      | $34666.48     | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    332000 | PA      | $260101.25    | 0.05%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                         | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58979.72     | 0.01%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                 | Fox Corp.                                                                                    | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77888.29     | 0.02%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11386 | PA      | $11020.14     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     84219 | NS      | $15713581.02  | 3.28%             |  |  |  | No            |                  1 | On Loan: No      |
| goeasy Ltd.                                                               | goeasy Ltd.                                                                                  | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $29388.60     | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     34516 | NS      | $7578678.12   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     61000 | PA      | $66412.12     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                       | Public Service Co. of New Hampshire                                                          | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104448.00    | 0.02%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36181D7A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23858 | PA      | $22303.12     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10481.50     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                          | ServiceNow, Inc.                                                                             | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    850000 | PA      | $744335.73    | 0.16%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                             | BioMarin Pharmaceutical, Inc.                                                                | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      1350 | NS      | $73116.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63000 | PA      | $60957.42     | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                              | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15009.67     | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    438051 | PA      | $392318.96    | 0.08%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QTQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313758 | PA      | $330604.65    | 0.07%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335B2J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38746 | PA      | $38445.68     | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOTVS SA                                                                  | TOTVS SA                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      5712 | NS      | $48992.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DSV74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26873 | PA      | $28010.65     | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sea Ltd.                                                                  | Sea Ltd., Class A                                                                            | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       368 | NS      | $65772.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140HHWE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21856 | PA      | $21012.08     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    379000 | PA      | $371185.38    | 0.08%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29743 | PA      | $28759.30     | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1298585.62   | 0.27%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                            | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135738.92    | 0.03%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1010072 | PA      | $835037.08    | 0.17%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                            | New Gold, Inc.                                                                               | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52371.15     | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 3A5   | CUSIP: 939344AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33072 | PA      | $29189.04     | 0.01%             | 2036-05-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                   | Vale SA                                                                                      | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |      1543 | NS      | $16693.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29543 | PA      | $24203.21     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F0224A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $470167.66    | 0.10%             | 2040-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                   | Credit Acceptance Corp.                                                                      | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $44126.50     | 0.01%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                       | IBM International Capital Pte. Ltd.                                                          | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    420000 | PA      | $401945.80    | 0.08%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                           | Fairfax Financial Holdings Ltd.                                                              | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       211 | NS      | $369147.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                  | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14651.31     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                     | AECOM                                                                                        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      6035 | NS      | $787386.45    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LLC                                                                   | GCI LLC                                                                                      | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28182.23     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                 | SLM Corp.                                                                                    | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31262.02     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                                         | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    380000 | PA      | $371199.93    | 0.08%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                            | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28114.07     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WNC Corp.                                                                 | WNC Corp.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1000 | NS      | $3842.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2006-3A, Class A2                                     | CUSIP: 07324NAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4297 | PA      | $4129.34      | 0.00%             | 2036-10-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Pentair Finance SARL                                                      | Pentair Finance SARL                                                                         | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    190000 | PA      | $201465.18    | 0.04%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                         | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65287.14     | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202E7F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4815 | PA      | $4689.47      | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4468 | PA      | $4315.67      | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                                                 | NVR, Inc.                                                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        31 | NS      | $249074.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                         | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30327.37     | 0.01%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                      | FS KKR Capital Corp.                                                                         | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    330000 | PA      | $305871.99    | 0.06%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                              | Diversified Healthcare Trust                                                                 | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $39752.64     | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       749 | NS      | $456380.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                                                  | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |      5813 | NS      | $409918.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Enova International, Inc.                                                 | Enova International, Inc.                                                                    | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51458.23     | 0.01%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138YTMU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3146 | PA      | $3045.07      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        36 | NS      | $38829.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                                      | Curtiss-Wright Corp.                                                                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1162 | NS      | $630896.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       887 | PA      | $869.43       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                      | ENEOS Holdings, Inc.                                                                         | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |    160100 | NS      | $1013946.41   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                             | Owens Corning                                                                                | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    410000 | PA      | $337883.89    | 0.07%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    332000 | PA      | $293962.66    | 0.06%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Algoma Steel, Inc.                                                        | Algoma Steel, Inc.                                                                           | CUSIP: 01566MAD7<br>LEI: 5493006RXIB5GVHWJS53 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $13633.28     | 0.00%             | 2029-04-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144111 | PA      | $118365.30    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| One 97 Communications Ltd.                                                | One 97 Communications Ltd.                                                                   | CUSIP: N/A<br>LEI: 335800ZRHU5J6GSTMI23       | Long             | EC               | CORP              | IN        |     22234 | NS      | $281626.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                           | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87019.25     | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                          | Sony Group Corp.                                                                             | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     59100 | NS      | $1698930.09   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     25264 | NS      | $1139406.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo OYJ                                                                 | Sampo OYJ, Class A                                                                           | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |     19805 | NS      | $227697.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JAQQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109719 | PA      | $108446.99    | 0.02%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                              | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20156.64     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                                  | CSL Ltd.                                                                                     | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |       562 | NS      | $73929.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC plc                                                            | TechnipFMC plc                                                                               | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     13533 | NS      | $533876.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KEC International Ltd.                                                    | KEC International Ltd.                                                                       | CUSIP: N/A<br>LEI: 335800UCWKGDJBU7ZT31       | Long             | EC               | CORP              | IN        |      6721 | NS      | $66179.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                   | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |     52100 | NS      | $1165170.47   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                             | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $109369.21    | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1356 | NS      | $1034628.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                          | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46428.21     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                 | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    480000 | PA      | $363996.34    | 0.08%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                             | Stryker Corp.                                                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        28 | NS      | $10350.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32422 | PA      | $31895.57     | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                           | Great Lakes Dredge & Dock Corp.                                                              | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13564.71     | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Link REIT                                                                 | Link REIT                                                                                    | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |      2500 | NS      | $12844.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140HP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2220 | PA      | $2239.38      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                                | Elastic NV                                                                                   | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |      3200 | NS      | $270368.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Investments Six DAC                                                  | Icon Investments Six DAC                                                                     | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    930000 | PA      | $976223.09    | 0.20%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8542 | PA      | $8272.62      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3622ACP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110953 | PA      | $97550.75     | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CJ Corp.                                                                  | CJ Corp.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1004 | NS      | $131416.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                          | Kinder Morgan Energy Partners LP                                                             | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     16000 | PA      | $18758.50     | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                         | Cigna Group (The)                                                                            | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281472.85    | 0.06%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                   | Meituan, Class B                                                                             | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |     32920 | NS      | $439770.66    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     11522 | NS      | $2806183.10   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106426 | PA      | $91001.16     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40360.81     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12330 | PA      | $11894.16     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                               | Informa plc                                                                                  | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |     63005 | NS      | $780398.71    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23590 | PA      | $22322.24     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                            | Commonwealth Bank of Australia                                                               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |     10839 | NS      | $1196989.67   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     82000 | PA      | $81333.75     | 0.02%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418FE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13603 | PA      | $13381.89     | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                         | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52219.78     | 0.01%             | 2034-07-28      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                              | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5142.09      | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                        | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44033.55     | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                              | Neurocrine Biosciences, Inc.                                                                 | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       880 | NS      | $123534.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QE2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11418 | PA      | $10950.59     | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     19355 | NS      | $649360.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                           | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     67000 | PA      | $70601.25     | 0.01%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3142GQYP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3114 | PA      | $3240.35      | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     11468 | NS      | $1119620.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2017-3, Class B | CUSIP: 35563PCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36627 | PA      | $5828.35      | 0.00%             | 2056-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4019 | NS      | $2744615.29   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185463 | PA      | $173900.51    | 0.04%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1424 | PA      | $1450.79      | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                  | Bausch Health Cos., Inc.                                                                     | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $83201.53     | 0.02%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2025 | PA      | $1977.97      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       517 | PA      | $490.22       | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                         | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      9000 | PA      | $9444.99      | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                             | Cummins, Inc.                                                                                | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164641.74    | 0.03%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1265 | PA      | $1241.26      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151547 | PA      | $130428.93    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Bank                                                    | Washington Mutual Escrow Bonds                                                               | CUSIP: 939MMIBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $1400.00      | 0.00%             | 2009-11-06      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    563290 | PA      | $465683.58    | 0.10%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18115 | PA      | $17554.67     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                     | Belron UK Finance plc                                                                        | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     32000 | PA      | $32417.09     | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                                          | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31609.95     | 0.01%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                        | Tampa Electric Co.                                                                           | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187555.09    | 0.04%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H0206A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1163200 | PA      | $961256.10    | 0.20%             | 2055-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                                         | Asahi Kasei Corp.                                                                            | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |      5200 | NS      | $40870.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                    | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     17000 | PA      | $17256.94     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | 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      | $-63466.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3620A6DC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7480 | PA      | $7670.17      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                     | Countrywide Asset-Backed Certificates, Series 2006-SPS1, Class A                             | CUSIP: 12666MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        64 | PA      | $379.81       | 0.00%             | 2025-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                 | Danone SA                                                                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     19344 | NS      | $1685505.91   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                                    | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      6928 | NS      | $656039.37    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                      | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226588.01    | 0.05%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                    | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     23000 | PA      | $24823.26     | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    133000 | PA      | $120660.16    | 0.03%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                                                  | Japan Post Bank Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |     32400 | NS      | $396735.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31329KW83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2570 | PA      | $2425.52      | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132E07G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30136 | PA      | $31106.60     | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                 | Kellanova                                                                                    | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463335.46    | 0.10%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                                   | GSK plc                                                                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      9575 | NS      | $205594.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       230 | PA      | $223.35       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LS Corp.                                                                  | LS Corp.                                                                                     | CUSIP: N/A<br>LEI: 988400SQWZ34LADYL505       | Long             | EC               | CORP              | KR        |       118 | NS      | $14082.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21872 | PA      | $20488.77     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                            | Sumitomo Corp.                                                                               | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |      6400 | NS      | $185171.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335AAT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20662 | PA      | $20659.45     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                        | NSTAR Electric Co.                                                                           | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247824.48    | 0.05%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138X6T70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53554 | PA      | $53056.83     | 0.01%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224641 | PA      | $218717.86    | 0.05%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                        | First Franklin Mortgage Loan Trust, Series 2006-FFH1, Class M2                               | CUSIP: 32027NZN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41794 | PA      | $37977.77     | 0.01%             | 2036-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     55316 | NS      | $14085113.08  | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC, Inc.                                                                 | QVC, Inc.                                                                                    | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     62000 | PA      | $33509.79     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LG Chem Ltd.                                                              | LG Chem Ltd.                                                                                 | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | EC               | CORP              | KR        |      1601 | NS      | $317828.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335BCH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14463 | PA      | $14337.96     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                | Sherwin-Williams Co. (The)                                                                   | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345951.18    | 0.07%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                         | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $433114.94    | 0.09%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                     | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    450000 | PA      | $406763.66    | 0.08%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4137 | PA      | $4061.71      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                             | Moody's Corp.                                                                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      3825 | NS      | $1822536.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group, Inc.                                                | Alta Equipment Group, Inc.                                                                   | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41067.15     | 0.01%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49819 | PA      | $46976.87     | 0.01%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3754 | PA      | $3577.59      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F0204A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1148559.68   | 0.24%             | 2040-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                          | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       294 | NS      | $31234.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                              | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    310000 | PA      | $294494.72    | 0.06%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QVRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111606 | PA      | $114154.03    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       610 | NS      | $78647.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ENZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17507 | PA      | $17198.70     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38553.13     | 0.01%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5742 | PA      | $5386.08      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                           | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20240.06     | 0.00%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74369 | PA      | $74173.38     | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                             | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19813.51     | 0.00%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                  | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $940016.65    | 0.20%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                        | Devon Energy Corp.                                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      1379 | NS      | $48347.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28939 | PA      | $26954.17     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                 | Recruit Holdings Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     20100 | NS      | $1080653.90   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                       | CBRE Services, Inc.                                                                          | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    500000 | PA      | $533317.88    | 0.11%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EP4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6639 | PA      | $6504.52      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                                           | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19860.75     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335BJX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33576 | PA      | $31646.70     | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                  | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195136.72    | 0.04%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $43913.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                                 | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18626.20     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                           | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $427676.32    | 0.09%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307M2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11433 | PA      | $11187.60     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                            | Assurant, Inc.                                                                               | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76008.69     | 0.02%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The), Series FXD                                                      | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $360962.96    | 0.08%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                 | Fox Corp., Class A                                                                           | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       447 | NS      | $28187.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43264 | PA      | $41627.39     | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140Q83N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260565 | PA      | $257748.76    | 0.05%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ERQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33891 | PA      | $33666.30     | 0.01%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                                             | JB Hi-Fi Ltd.                                                                                | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |      1504 | NS      | $115428.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                                     | Sonic Healthcare Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      6200 | NS      | $87816.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                   | Waste Connections, Inc.                                                                      | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $288504.00    | 0.06%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138A8ZA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14113 | PA      | $14128.07     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                              | JD.com, Inc., Class A                                                                        | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |     19000 | NS      | $332889.73    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung E&A Co. Ltd.                                                      | Samsung E&A Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 988400HDAY5KIVHGZ188       | Long             | EC               | CORP              | KR        |      5776 | NS      | $110417.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7246 | PA      | $7099.29      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chambal Fertilisers & Chemicals Ltd.                                      | Chambal Fertilisers & Chemicals Ltd.                                                         | CUSIP: N/A<br>LEI: 335800DFMF2OEJ7HWM17       | Long             | EC               | CORP              | IN        |      1888 | NS      | $10860.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307NV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1426 | PA      | $1394.45      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    485000 | PA      | $457794.53    | 0.10%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PharmaResearch Co. Ltd.                                                   | PharmaResearch Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 988400WCI2SXC6H7SG23       | Long             | EC               | CORP              | KR        |        28 | NS      | $12034.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78987.81     | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co. Ltd.                                      | HD Hyundai Heavy Industries Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 988400CAR8W9URQLGF30       | Long             | EC               | CORP              | KR        |        94 | NS      | $34526.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4796 | PA      | $4613.30      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11569 | PA      | $11031.97     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                                                             | Dropbox, Inc., Class A                                                                       | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      7509 | NS      | $226846.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $384840.44    | 0.08%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                 | Howard Hughes Corp. (The)                                                                    | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36853.93     | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CWHEQ Home Equity Loan Trust                                              | CWHEQ Home Equity Loan Trust, Series 2006-S5, Class A5                                       | CUSIP: 126683AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1125 | PA      | $1741.00      | 0.00%             | 2035-06-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| BCMSC Trust                                                               | BCMSC Trust, Series 2000-A, Class A4                                                         | CUSIP: 09774XBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35127 | PA      | $2473.20      | 0.00%             | 2030-06-15      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418EYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2782 | PA      | $2736.67      | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                       | IBM International Capital Pte. Ltd.                                                          | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    720000 | PA      | $729346.22    | 0.15%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        26 | NC      | $57847.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Global Finance LLC                                        | Burford Capital Global Finance LLC                                                           | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10052.58     | 0.00%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                       | BlackRock Cash Funds: Institutional, SL Agency Shares                                        | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |    627809 | NS      | $628122.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins India Ltd.                                                        | Cummins India Ltd.                                                                           | CUSIP: N/A<br>LEI: 3358002PR6NKJRU4YS77       | Long             | EC               | CORP              | IN        |      3163 | NS      | $139971.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8293 | PA      | $8125.67      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                     | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31098.85     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2601 | PA      | $2507.71      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138X54U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12144 | PA      | $11923.50     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                    | Mercedes-Benz Group AG                                                                       | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      8186 | NS      | $515963.53    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp.                                                               | NAVER Corp.                                                                                  | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |      1467 | NS      | $281497.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HL Mando Co. Ltd.                                                         | HL Mando Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 988400P5GM9DGVVOJQ79       | Long             | EC               | CORP              | KR        |      1541 | NS      | $36934.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128MFF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39216 | PA      | $38806.37     | 0.01%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WPHV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21265 | PA      | $19540.98     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24442 | PA      | $23384.13     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                                          | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180892.50    | 0.04%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      8336 | NS      | $2768885.76   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101221.76    | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                              | Zimmer Biomet Holdings, Inc.                                                                 | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10071.34     | 0.00%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                        | Markel Group, Inc.                                                                           | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104076.83    | 0.02%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                          | PulteGroup, Inc.                                                                             | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $261863.32    | 0.05%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                              | Ecolab, Inc.                                                                                 | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    210000 | PA      | $132425.07    | 0.03%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      8621 | NS      | $844599.37    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                                     | Spotify Technology SA                                                                        | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |       431 | NS      | $300838.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corp.                                                       | Eldorado Gold Corp.                                                                          | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $34128.01     | 0.01%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KEYV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3481 | PA      | $3420.26      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                      | Allstate Corp. (The)                                                                         | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1450 | NS      | $311242.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                                            | Autodesk, Inc.                                                                               | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47843.00     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                            | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 10A1                   | CUSIP: 225470FK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18042 | PA      | $3665.87      | 0.00%             | 2035-11-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116082 | PA      | $106448.21    | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVI Ltd.                                                                  | AVI Ltd.                                                                                     | CUSIP: N/A<br>LEI: 378900C2D68805FAAF75       | Long             | EC               | CORP              | ZA        |      7425 | NS      | $42529.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                                   | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        38 | NS      | $6569.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                                      | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36255.67     | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                         | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $52481.00     | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      8841 | NS      | $488730.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7077 | PA      | $6938.45      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                                     | MGIC Investment Corp.                                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       918 | NS      | $26043.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4009 | NS      | $743348.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV Upstream Midstream LLC                                                | BKV Upstream Midstream LLC                                                                   | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52974.56     | 0.01%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Embraer SA                                                                | Embraer SA                                                                                   | CUSIP: N/A<br>LEI: 549300EM51WYXFHUY333       | Long             | EC               | CORP              | BR        |      4101 | NS      | $61596.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc., Class A                                                                    | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3044 | NS      | $1731457.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38316 | PA      | $31410.09     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                  | TotalEnergies Capital SA                                                                     | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $148361.03    | 0.03%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     13811 | NS      | $71062.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61054 | PA      | $49826.35     | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     27280 | NS      | $770387.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F0324A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61000 | PA      | $59092.20     | 0.01%             | 2040-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417F4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21627 | PA      | $19871.53     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5815.83      | 0.00%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51985 | PA      | $42573.97     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WF4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       851 | PA      | $843.33       | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     98979 | NS      | $2521984.92   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      5361 | NS      | $490332.06    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29998 | PA      | $24607.95     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                         | GreenPoint Mortgage Funding Trust, Series 2006-AR2, Class 4A1                                | CUSIP: 39538WGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4026 | PA      | $3657.06      | 0.00%             | 2036-03-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5917 | PA      | $6092.02      | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                           | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1998.42      | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                       | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280674.41    | 0.06%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Genting New York LLC                                                      | Genting New York LLC                                                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19626.26     | 0.00%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     83000 | NS      | $3605339.66   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                            | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    320000 | PA      | $200000.00    | 0.04%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                 | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179309.52    | 0.04%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213742 | PA      | $198814.80    | 0.04%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31416WLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6253 | PA      | $6276.00      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6901 | PA      | $6874.50      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE Vernova T&D India Ltd.                                                 | GE Vernova T&D India Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300NMRD6VZDFLN355       | Long             | EC               | CORP              | IN        |      9802 | NS      | $326829.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36180DVA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13099 | PA      | $12245.72     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138XHBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15978 | PA      | $15881.16     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc.                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71442.34     | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                  | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    890000 | PA      | $1006583.38   | 0.21%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WB6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21864 | PA      | $21514.10     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                               | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    780000 | PA      | $808199.67    | 0.17%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                                   | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65414.31     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                       | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49028.37     | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138YXK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3033 | PA      | $2972.93      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                             | CommScope LLC                                                                                | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42439.14     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                         | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117091.88    | 0.02%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21538 | PA      | $17579.56     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    323776 | PA      | $268083.66    | 0.06%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KCC Corp.                                                                 | KCC Corp.                                                                                    | CUSIP: N/A<br>LEI: 988400BF3M5UFPF3PH17       | Long             | EC               | CORP              | KR        |       251 | NS      | $68758.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd.                                         | Pop Mart International Group Ltd.                                                            | CUSIP: N/A<br>LEI: 9845000A05E8F937E337       | Long             | EC               | CORP              | KY        |      6400 | NS      | $219211.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                             | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     80000 | PA      | $83401.60     | 0.02%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4076000 | PA      | $3616176.25   | 0.75%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                         | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39991.13     | 0.01%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -460000 | PA      | $-426775.78   | -0.09%            | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                      | American Airlines Pass-Through Trust, Series 2019-1, Class B                                 | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35612 | PA      | $34668.83     | 0.01%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                         | Sumitomo Mitsui Trust Group, Inc.                                                            | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |       300 | NS      | $8707.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp.                                        | Stewart Information Services Corp.                                                           | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152285.77    | 0.03%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58405 | PA      | $55862.91     | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                               | Tesla, Inc.                                                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      7628 | NS      | $3392324.16   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    382000 | PA      | $384835.16    | 0.08%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energisa SA                                                               | Energisa SA (Preference)                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BR        |         2 | NS      | $3.50         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                                        | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84875.22     | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2006-3A, Class A1                                     | CUSIP: 07324NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4297 | PA      | $4131.48      | 0.00%             | 2036-10-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56977 | PA      | $57718.51     | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36176DHP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10644 | PA      | $10280.58     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2104872.65   | 0.44%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200900 | PA      | $164685.83    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    386000 | PA      | $380119.53    | 0.08%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                   | Home Equity Asset Trust, Series 2007-1, Class 2A3                                            | CUSIP: 43710LAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26400 | PA      | $22075.26     | 0.00%             | 2037-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38642.47     | 0.01%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3823 | PA      | $4029.06      | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                      | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81534.40     | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                       | Banca Monte dei Paschi di Siena SpA                                                          | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |     24592 | NS      | $218824.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1397 | PA      | $1341.77      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                         | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165213.28    | 0.03%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Braskem SA                                                                | Braskem SA (Preference), Class A                                                             | CUSIP: N/A<br>LEI: 549300RPMQUFGBB7EY44       | Long             | EP               | CORP              | BR        |     44736 | NS      | $55392.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $200346.68    | 0.04%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P/TSX 60 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |        -2 | NC      | $-9564.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31412QM89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38998 | PA      | $40388.23     | 0.01%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PVR Inox Ltd.                                                             | PVR Inox Ltd.                                                                                | CUSIP: N/A<br>LEI: 335800NR78RUVFDE4L48       | Long             | EC               | CORP              | IN        |      1304 | NS      | $15791.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Mortgage Securities Trust                                              | SG Mortgage Securities Trust, Series 2006-FRE2, Class A2C                                    | CUSIP: 784208AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15181 | PA      | $3117.63      | 0.00%             | 2036-07-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Shenzhen Inovance Technology Co. Ltd.                                     | Shenzhen Inovance Technology Co. Ltd., Class A                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       500 | NS      | $5899.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taseko Mines Ltd.                                                         | Taseko Mines Ltd.                                                                            | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $40247.47     | 0.01%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                            | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91394.05     | 0.02%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88425.93     | 0.02%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                                     | Arista Networks, Inc.                                                                        | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       476 | NS      | $69357.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rain Carbon, Inc.                                                         | Rain Carbon, Inc.                                                                            | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28913.44     | 0.01%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| IXIS Real Estate Capital Trust                                            | IXIS Real Estate Capital Trust, Series 2007-HE1, Class A4                                    | CUSIP: 45073DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580005 | PA      | $117709.99    | 0.02%             | 2037-05-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                              | Baltimore Gas & Electric Co.                                                                 | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16114.25     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   6747500 | PA      | $49092.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                        | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167793.83    | 0.04%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                  | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267182.34    | 0.06%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                 | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    870000 | PA      | $781775.69    | 0.16%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Phinia, Inc.                                                              | Phinia, Inc.                                                                                 | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17520.76     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                       | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67200.00     | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91433 | PA      | $74807.76     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                              | Zimmer Biomet Holdings, Inc.                                                                 | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41427.15     | 0.01%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Viridien                                                                  | Viridien                                                                                     | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $30839.59     | 0.01%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                               | United Parcel Service, Inc., Class B                                                         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1148 | NS      | $95892.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36180KJT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16832 | PA      | $15735.43     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                                | Wolverine World Wide, Inc.                                                                   | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44829.09     | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    189968 | PA      | $191640.35    | 0.04%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                                            | Raising Cane's Restaurants LLC                                                               | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20994.88     | 0.00%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                 | Thales SA                                                                                    | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       992 | NS      | $313585.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    727000 | PA      | $674491.29    | 0.14%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Brinker International, Inc.                                               | Brinker International, Inc.                                                                  | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11636.67     | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205955 | PA      | $167861.19    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                                     | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2894 | NS      | $243298.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                                                | Simon Property Group, Inc.                                                                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2483 | NS      | $465984.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Energy India Ltd.                                                 | Hitachi Energy India Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300ASJQYQLII9F213       | Long             | EC               | CORP              | IN        |      1368 | NS      | $277346.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp.                                                                               | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258061.56    | 0.05%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53543 | PA      | $49489.02     | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                                               | Five Point Operating Co. LP                                                                  | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10147.71     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91002 | PA      | $88268.74     | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -46 | NC      | $2156.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       638 | PA      | $629.10       | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Innovent Biologics, Inc.                                                  | Innovent Biologics, Inc.                                                                     | CUSIP: N/A<br>LEI: 25490058ONL9SCIE1R22       | Long             | EC               | CORP              | KY        |     15500 | NS      | $192992.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97760 | PA      | $93350.94     | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QGS24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8026 | PA      | $7723.21      | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DQ6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1826 | PA      | $1782.94      | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                  | Patrick Industries, Inc.                                                                     | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20292.16     | 0.00%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                                | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25924.35     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19906 | PA      | $20291.85     | 0.00%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274055.53    | 0.06%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                      | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     86000 | PA      | $89711.16     | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19941 | PA      | $20539.34     | 0.00%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                                  | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35055.38     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                   | CDW LLC                                                                                      | CUSIP: 12513GBJ7<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61616.51     | 0.01%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                                                         | Essent Group Ltd.                                                                            | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |       849 | NS      | $53962.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38242 | PA      | $38077.89     | 0.01%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                                  | Panasonic Holdings Corp.                                                                     | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |     28200 | NS      | $306085.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| E-MART, Inc.                                                              | E-MART, Inc.                                                                                 | CUSIP: N/A<br>LEI: 988400SAX0Q74FRA9981       | Long             | EC               | CORP              | KR        |       357 | NS      | $19220.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47133 | PA      | $43954.38     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179MG87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4269 | PA      | $4363.75      | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                      | Hartford Insurance Group, Inc. (The)                                                         | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      9433 | NS      | $1258267.87   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                                 | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5473.62      | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82402 | PA      | $77770.19     | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                                 | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29866.97     | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                       | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     34000 | PA      | $34439.83     | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                                                          | Pro Medicus Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       133 | NS      | $27078.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307NXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       436 | PA      | $421.93       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138YD4N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2267 | PA      | $2186.25      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     11573 | NS      | $55545.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                   | Commonwealth Edison Co.                                                                      | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    460000 | PA      | $469160.33    | 0.10%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                      | FS KKR Capital Corp.                                                                         | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98557.92     | 0.02%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                          | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10339.40     | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                       | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        49 | NS      | $19854.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Innotek Co. Ltd.                                                       | LG Innotek Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 988400KTHH2LMUX7EB48       | Long             | EC               | CORP              | KR        |       155 | NS      | $20801.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132939 | PA      | $122378.49    | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DUAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58638 | PA      | $61279.10     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20502 | PA      | $19614.80     | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Strides Pharma Science Ltd.                                               | Strides Pharma Science Ltd.                                                                  | CUSIP: N/A<br>LEI: 335800WHFYXUCHR9DD10       | Long             | EC               | CORP              | IN        |      2221 | NS      | $20583.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                                | Bank Polska Kasa Opieki SA                                                                   | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |      2805 | NS      | $135182.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                                   | Daiichi Sankyo Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |     13000 | NS      | $292502.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                                       | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     10915 | NS      | $523428.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86930 | PA      | $88839.58     | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APS Resecuritization Trust                                                | APS Resecuritization Trust, Series 2016-1, Class 1MZ                                         | CUSIP: 00192JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137774 | PA      | $52219.20     | 0.01%             | 2057-07-31      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                           | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $620435.09    | 0.13%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1276000 | PA      | $1163602.34   | 0.24%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    550000 | PA      | $554093.25    | 0.12%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                               | GSAMP Trust, Series 2007-H1, Class A1B                                                       | CUSIP: 36245YAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17874 | PA      | $8755.89      | 0.00%             | 2047-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                             | Newmont Corp.                                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      4506 | NS      | $379900.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99612 | PA      | $89110.04     | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nasdaq-100 E-Mini Index                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -30 | NC      | $-389626.13   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    347000 | PA      | $220982.07    | 0.05%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                                          | SK Invictus Intermediate II SARL                                                             | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     30000 | PA      | $29362.73     | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128MENS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3341 | PA      | $3285.27      | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                        | RELX Capital, Inc.                                                                           | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30961.09     | 0.01%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138W6SU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16618 | PA      | $15268.24     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                              | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16207.40     | 0.00%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                 | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    860000 | PA      | $822656.73    | 0.17%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14580 | PA      | $12151.50     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                            | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    650000 | PA      | $674990.45    | 0.14%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138XQBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12734 | PA      | $12534.49     | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                                       | Tokyo Electron Ltd.                                                                          | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      6400 | NS      | $1134508.59   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       873 | PA      | $810.48       | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                           | Sinclair Television Group, Inc.                                                              | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25656.75     | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                        | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181695.98    | 0.04%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Alkem Laboratories Ltd.                                                   | Alkem Laboratories Ltd.                                                                      | CUSIP: N/A<br>LEI: 335800GCAE5WIF4PSG69       | Long             | EC               | CORP              | IN        |        97 | NS      | $5928.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                  | Skyworks Solutions, Inc.                                                                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       176 | NS      | $13548.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                        | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30836.13     | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                         | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $8577.16      | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Max Financial Services Ltd.                                               | Max Financial Services Ltd.                                                                  | CUSIP: N/A<br>LEI: 335800Y9FX8XGFB64S40       | Long             | EC               | CORP              | IN        |      1866 | NS      | $33121.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                             | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28473.85     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                   | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14643.31     | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                    | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     23000 | PA      | $25479.22     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                | iHeartCommunications, Inc.                                                                   | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     61000 | PA      | $41449.89     | 0.01%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151536 | PA      | $149960.46    | 0.03%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $6202734.40   | 1.29%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       595 | PA      | $571.11       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                               | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE4, Class A2A                      | CUSIP: 00442LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41259 | PA      | $6451.54      | 0.00%             | 2037-05-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                                      | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69681.47     | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279903 | PA      | $260616.33    | 0.05%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                            | VeriSign, Inc.                                                                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       391 | NS      | $109311.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                     | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     10619 | NS      | $2133675.67   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                  | Hermes International SCA                                                                     | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       122 | NS      | $300002.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Origen Manufactured Housing Contract Trust                                | Origen Manufactured Housing Contract Trust, Series 2007-B, Class A1                          | CUSIP: 68620KAA0<br>LEI: 5493005G5GFEQWMCSY59 | Long             | ABS-O            | CORP              | US        |      1658 | PA      | $1650.34      | 0.00%             | 2037-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                       | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     31000 | PA      | $26719.47     | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                                     | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     95753 | NS      | $793410.03    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                         | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10442.26     | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                             | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266066.73    | 0.06%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                           | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     60000 | PA      | $57978.00     | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36225BUB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       673 | PA      | $711.32       | 0.00%             | 2032-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                            | Lehman Brothers Holdings, Inc., Capital Trust VII                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    130000 | PA      | $0.01         | 0.00%             | 2056-11-30      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| CarMax, Inc.                                                              | CarMax, Inc.                                                                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       485 | NS      | $21761.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                                                            | VeriSign, Inc.                                                                               | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61633.48     | 0.01%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                              | Hitachi Ltd.                                                                                 | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      1400 | NS      | $37090.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140MESL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1004149 | PA      | $1029930.75   | 0.22%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20945.47     | 0.00%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                              | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53293.71     | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                                                 | Ultrapar Participacoes SA                                                                    | CUSIP: N/A<br>LEI: 529900FU4XBXGQMLRE72       | Long             | EC               | CORP              | BR        |     27583 | NS      | $113913.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                           | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     40996 | NS      | $430225.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                             | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $70192.54     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                    | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26454.80     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                | Travelers Cos., Inc. (The)                                                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      4558 | NS      | $1272684.76   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3700 | PA      | $3585.19      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                          | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93774.07     | 0.02%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Chicony Electronics Co. Ltd.                                              | Chicony Electronics Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900JBP5GB5B1IHS51       | Long             | EC               | CORP              | TW        |     12000 | NS      | $54505.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                              | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10339.59     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                | Eiffage SA                                                                                   | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      3177 | NS      | $407030.51    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JARS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58075 | PA      | $57928.35     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                     | Quanta Services, Inc.                                                                        | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1110918.62   | 0.23%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14871 | PA      | $14562.23     | 0.00%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15697 | PA      | $15160.75     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                           | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $89783.20     | 0.02%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                                               | Realtek Semiconductor Corp.                                                                  | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |     12000 | NS      | $217242.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                              | Chipotle Mexican Grill, Inc.                                                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2523 | NS      | $98876.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      3685 | NS      | $1299883.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Chemical Co. Ltd.                                                | Sumitomo Chemical Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |      4600 | NS      | $14480.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                      | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30730.70     | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DSMT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4718 | PA      | $4893.68      | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                                               | Enpro, Inc.                                                                                  | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10220.43     | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                             | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27772.74     | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132J72F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32840 | PA      | $30237.70     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bizlink Holding, Inc.                                                     | Bizlink Holding, Inc.                                                                        | CUSIP: N/A<br>LEI: 213800YAKRFVU5XOX138       | Long             | EC               | CORP              | KY        |     16121 | NS      | $549697.32    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1860 | PA      | $1755.70      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                               | Credit Suisse Mortgage Capital Certificates, Series 2009-12R, Class 3A1                      | CUSIP: 12642MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109264 | PA      | $40517.71     | 0.01%             | 2037-10-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                              | Mizuho Financial Group, Inc.                                                                 | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $489851.11    | 0.10%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFNC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6984 | PA      | $6770.11      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                            | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36158.75     | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                 | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50524.16     | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan Trust                                        | J.P. Morgan Alternative Loan Trust, Series 2007-A1, Class 1A4                                | CUSIP: 466287AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17519 | PA      | $14507.85     | 0.00%             | 2037-03-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                        | TSMC Arizona Corp.                                                                           | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    220000 | PA      | $168389.10    | 0.04%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                                                       | Veeva Systems, Inc., Class A                                                                 | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       688 | NS      | $204962.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                             | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152725.27    | 0.03%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                      | General Electric Co.                                                                         | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147020.23    | 0.03%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15507 | PA      | $14035.72     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9789 | PA      | $9636.41      | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                                              | ROBLOX Corp., Class A                                                                        | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1851 | NS      | $256400.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                          | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43750.87     | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                   | Aristocrat Leisure Ltd.                                                                      | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      8762 | NS      | $405623.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358863.71    | 0.07%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                         | Wolters Kluwer NV                                                                            | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       739 | NS      | $100873.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                    | General Dynamics Corp.                                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       670 | NS      | $228470.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6023 | PA      | $5919.20      | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                                   | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    165000 | PA      | $164242.25    | 0.03%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                              | GEA Group AG                                                                                 | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |      1515 | NS      | $112007.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39316 | PA      | $40769.79     | 0.01%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                             | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17426.55     | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                              | Valaris Ltd.                                                                                 | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     39000 | PA      | $40475.93     | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                    | Amkor Technology, Inc.                                                                       | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40407.33     | 0.01%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31427MG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91436 | PA      | $95067.96     | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6997 | PA      | $6773.22      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bajaj Finserv Ltd.                                                        | Bajaj Finserv Ltd.                                                                           | CUSIP: N/A<br>LEI: 3358001EH4I4IDMGQ326       | Long             | EC               | CORP              | IN        |      1240 | NS      | $28015.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJJ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7243 | PA      | $6963.72      | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138XHT76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22546 | PA      | $22488.99     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                 | Tesco plc                                                                                    | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     85669 | NS      | $513473.49    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                                                  | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    620000 | PA      | $622868.75    | 0.13%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4085 | PA      | $4304.74      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21507 | PA      | $20013.63     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                               | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $67404.80     | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                 | Consolidated Edison, Inc.                                                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      9147 | NS      | $919456.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                         | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17355.92     | 0.00%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    516000 | PA      | $460353.32    | 0.10%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KFAJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2295 | PA      | $2244.33      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EQA51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8679 | PA      | $8506.05      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                                | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    340000 | PA      | $283105.19    | 0.06%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116514 | PA      | $103900.68    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     23735 | NS      | $930886.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EPJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7649 | PA      | $7512.14      | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Natera, Inc.                                                              | Natera, Inc.                                                                                 | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1265 | NS      | $203627.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QTU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11736 | PA      | $12293.03     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410GH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73166 | PA      | $74904.03     | 0.02%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174104.41    | 0.04%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QVZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190319 | PA      | $189228.37    | 0.04%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp.                                                        | Kimco Realty Corp.                                                                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     19458 | NS      | $425157.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    601598 | PA      | $497554.40    | 0.10%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202E4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       823 | PA      | $799.73       | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27788 | PA      | $27431.94     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     11435 | NS      | $1160652.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                              | Fortescue Treasury Pty. Ltd.                                                                 | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     41000 | PA      | $42367.47     | 0.01%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128MAFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55340 | PA      | $56808.27     | 0.01%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                       | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     31348 | NS      | $179989.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                   | Quest Diagnostics, Inc.                                                                      | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283482.47    | 0.06%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QS3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26709 | PA      | $27690.89     | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                             | ONE Gas, Inc.                                                                                | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44501.90     | 0.01%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                              | Airbnb, Inc., Class A                                                                        | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     12092 | NS      | $1468210.64   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                                 | Kellanova                                                                                    | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187667.80    | 0.04%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307NM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1314 | PA      | $1287.78      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418MRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26809 | PA      | $27454.77     | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BeOne Medicines Ltd.                                                      | BeOne Medicines Ltd., Class H                                                                | CUSIP: N/A<br>LEI: 549300JFUK6FRD5MH739       | Long             | EC               | CORP              | CH        |      3000 | NS      | $80049.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                | Macy's Retail Holdings LLC                                                                   | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26068.10     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1403 | PA      | $1328.22      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                                | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86576.49     | 0.02%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                                | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    415000 | PA      | $426894.44    | 0.09%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                        | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52268.09     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd.                                                | Hindustan Aeronautics Ltd.                                                                   | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |       127 | NS      | $6786.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co.                                                                                  | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    122641 | PA      | $138857.57    | 0.03%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28262 | PA      | $29782.64     | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                 | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54661.87     | 0.01%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                     | Coinbase Global, Inc.                                                                        | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49353.36     | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                                       | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |      1229 | NS      | $5832.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argent Mortgage Loan Trust                                                | Argent Mortgage Loan Trust, Series 2005-W1, Class A2                                         | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43209 | PA      | $35788.61     | 0.01%             | 2035-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                                             | Corteva, Inc.                                                                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      8989 | NS      | $607926.07    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       584 | PA      | $563.53       | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                  | Roper Technologies, Inc.                                                                     | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22659.25     | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $200632.81    | 0.04%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132QSGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19463 | PA      | $18933.76     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                            | FactSet Research Systems, Inc.                                                               | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34183.39     | 0.01%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fortis Healthcare Ltd.                                                    | Fortis Healthcare Ltd.                                                                       | CUSIP: N/A<br>LEI: 3358001Q5ZJC4M83WH02       | Long             | EC               | CORP              | IN        |     42447 | NS      | $464110.06    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                 | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69784.67     | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ExlService Holdings, Inc.                                                 | ExlService Holdings, Inc.                                                                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       418 | NS      | $18404.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                           | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $415522.11    | 0.09%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                             | CommScope LLC                                                                                | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28306.03     | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MSCI EAFE E-Mini Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-2459.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chevron USA, Inc.                                                         | Chevron USA, Inc.                                                                            | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    530000 | PA      | $543507.39    | 0.11%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19464 | PA      | $18713.19     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                             | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $163877.94    | 0.03%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Elan Microelectronics Corp.                                               | Elan Microelectronics Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     17000 | NS      | $72810.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                                                 | Israel Discount Bank Ltd., Class A                                                           | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |      3745 | NS      | $36999.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JHEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77827 | PA      | $76860.87     | 0.02%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                                                  | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161652.82    | 0.03%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JM5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107752 | PA      | $106104.82    | 0.02%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4678 | PA      | $4496.02      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals, Inc.                                                     | Hudbay Minerals, Inc.                                                                        | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Long             | EC               | CORP              | CA        |      1047 | NS      | $15858.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89782 | PA      | $73740.67     | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      3853 | NS      | $1875293.63   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35802 | PA      | $30920.38     | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418V3A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6464 | PA      | $6480.06      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    338000 | PA      | $317095.35    | 0.07%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    102000 | PA      | $90007.96     | 0.02%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2006-1A, Class A2                                     | CUSIP: 07324SDF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4198 | PA      | $3949.81      | 0.00%             | 2036-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                      | Credit Suisse First Boston Mortgage Securities Corp., Series 2001-MH29, Class B1             | CUSIP: 22540VHP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7444 | PA      | $7545.57      | 0.00%             | 2031-09-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                      | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     97000 | PA      | $85618.03     | 0.02%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Intertek Group plc                                                        | Intertek Group plc                                                                           | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      7434 | NS      | $473203.37    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8276000 | PA      | $7806918.89   | 1.63%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                                           | Wesfarmers Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |      4357 | NS      | $265050.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                              | Nasdaq, Inc.                                                                                 | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       250 | NS      | $22112.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCC Ltd.                                                                  | NCC Ltd.                                                                                     | CUSIP: N/A<br>LEI: 3358004NHG46U9TEGO83       | Long             | EC               | CORP              | IN        |      1559 | NS      | $3643.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                          | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16882.37     | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -56000 | PA      | $-48934.37    | -0.01%            | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133B2ME6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63652 | PA      | $52292.14     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EJCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       170 | PA      | $169.94       | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32617.44     | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QT4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20805 | PA      | $22123.03     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                         | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    246000 | PA      | $206331.55    | 0.04%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                             | Owens Corning                                                                                | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109151.43    | 0.02%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133KPUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5981 | PA      | $5848.89      | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                                       | SK Telecom Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |      6975 | NS      | $270387.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1225 | PA      | $1182.32      | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                       | Japan Tobacco, Inc.                                                                          | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |      9900 | NS      | $324690.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217115 | PA      | $178041.17    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                        | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     90000 | PA      | $94454.73     | 0.02%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       728 | PA      | $689.84       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                 | CNX Midstream Partners LP                                                                    | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15342.97     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Talos Production, Inc.                                                    | Talos Production, Inc.                                                                       | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35411.88     | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83742 | PA      | $85610.49     | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138YTRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1222 | PA      | $1186.45      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31 | NC      | $-127591.05   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138AUPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2863 | PA      | $2862.76      | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| China International Capital Corp. Ltd.                                    | China International Capital Corp. Ltd., Class A                                              | CUSIP: N/A<br>LEI: 529900OS3SVVTT56QN67       | Long             | EC               | CORP              | CN        |    177900 | NS      | $924023.48    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132GVGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16977 | PA      | $16127.25     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19969 | PA      | $19005.24     | 0.00%             | 2032-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc.                                                                                   | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    180000 | PA      | $141996.86    | 0.03%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5971 | PA      | $5785.60      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                        | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     44700 | NS      | $3808869.22   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 23A                     | CUSIP: 07389YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11232 | PA      | $10714.86     | 0.00%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18919 | PA      | $18840.07     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3626 | PA      | $3436.30      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    775000 | PA      | $652813.19    | 0.14%             | 2055-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                 | Fox Corp., Class B                                                                           | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      4353 | NS      | $249383.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                            | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     31000 | PA      | $16810.78     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                          | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    620000 | PA      | $549081.10    | 0.11%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     11412 | NS      | $3764932.92   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       369 | NS      | $285067.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140GUMN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20526 | PA      | $20271.33     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stantec, Inc.                                                             | Stantec, Inc.                                                                                | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      8243 | NS      | $888978.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36862 | PA      | $34885.01     | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                                          | DSM-Firmenich AG                                                                             | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |      1574 | NS      | $134291.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                            | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41545.37     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFKC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66792 | PA      | $54859.56     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71437 | PA      | $67580.11     | 0.01%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11871 | PA      | $11856.87     | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                         | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     12000 | PA      | $12555.59     | 0.00%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       277 | NS      | $18441.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    444517 | PA      | $368052.28    | 0.08%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                       | CNA Financial Corp.                                                                          | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100191.23    | 0.02%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MSCI Emerging Markets E-Mini Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -47 | NC      | $-55514.49    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140FNBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5826 | PA      | $5737.76      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                      | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $158250.00    | 0.03%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| State Bank of India                                                       | State Bank of India                                                                          | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | EC               | CORP              | IN        |      4480 | NS      | $43978.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                    | Freedom Mortgage Corp.                                                                       | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     22000 | PA      | $24541.92     | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                    | CWHEQ Revolving Home Equity Loan Trust, Series 2006-H, Class 1A                              | CUSIP: 126686AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2410 | PA      | $2367.81      | 0.00%             | 2036-11-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                  | ABB Ltd. (Registered)                                                                        | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     35271 | NS      | $2552327.01   | 0.53%             |  |  |  | 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        |      1937 | NS      | $222141.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7179 | PA      | $7565.11      | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                                              | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     72462 | NS      | $2017083.47   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings plc                                                     | IG Group Holdings plc                                                                        | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |       647 | NS      | $9383.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                                 | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     50000 | PA      | $53604.10     | 0.01%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                          | Kinder Morgan Energy Partners LP                                                             | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18327.46     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                                  | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50439.25     | 0.01%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224918 | PA      | $201096.04    | 0.04%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5362 | NS      | $3937745.56   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3142GQ5U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66267 | PA      | $68795.24     | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                             | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29857.12     | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36181GFM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15522 | PA      | $14544.47     | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      6764 | NS      | $644203.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                             | Koninklijke Ahold Delhaize NV                                                                | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      3814 | NS      | $154331.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XEA38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61132 | PA      | $50170.16     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36241LVF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16979 | PA      | $17408.73     | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Poya International Co. Ltd.                                               | Poya International Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1010 | NS      | $15560.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KE6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10886 | PA      | $10569.57     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1810 | NS      | $1675390.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47795 | PA      | $47351.56     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                 | Manitowoc Co., Inc. (The)                                                                    | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7344.49      | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                                  | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     81000 | PA      | $84948.38     | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                 | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38370.01     | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138X55B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17166 | PA      | $16868.54     | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                              | Santander Holdings USA, Inc.                                                                 | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159864.89    | 0.03%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140ADGX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50208 | PA      | $51378.04     | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31865.31     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                        | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206337.73    | 0.04%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132GEB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8247 | PA      | $8207.48      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                     | DirecTV Financing LLC                                                                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13984.29     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140E0V36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1350 | PA      | $1312.87      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                  | Darden Restaurants, Inc.                                                                     | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85325.57     | 0.02%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47400 | PA      | $44139.72     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zydus Lifesciences Ltd.                                                   | Zydus Lifesciences Ltd.                                                                      | CUSIP: N/A<br>LEI: 335800R9O14ORBXLPN13       | Long             | EC               | CORP              | IN        |     10080 | NS      | $111743.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Engineering & Construction Co. Ltd.                               | Hyundai Engineering & Construction Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 988400CEQG9N710HN313       | Long             | EC               | CORP              | KR        |       850 | NS      | $32973.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    772219 | PA      | $638394.88    | 0.13%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128M7CL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12468 | PA      | $12589.74     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $1865.47      | 0.00%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2182 | PA      | $2206.27      | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18325.00     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                                 | Nokia OYJ                                                                                    | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |    129253 | NS      | $621551.72    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                           | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49639.36     | 0.01%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos. Ltd.                                                          | Loblaw Cos. Ltd.                                                                             | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      2524 | NS      | $97626.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                                                  | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2911 | NS      | $509192.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       814 | NS      | $132030.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                            | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79225.76     | 0.02%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                          | IndyMac INDX Mortgage Loan Trust, Series 2007-AR19, Class 3A1                                | CUSIP: 45669NAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26003 | PA      | $16846.77     | 0.00%             | 2037-09-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3622A2AE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125358 | PA      | $124293.64    | 0.03%             | 2042-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                              | Leonardo SpA                                                                                 | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |      1250 | NS      | $79983.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASPEED Technology, Inc.                                                   | ASPEED Technology, Inc.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1000 | NS      | $166322.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                 | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133650.90    | 0.03%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2222695.32   | 0.46%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                            | BPER Banca SpA                                                                               | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |      3852 | NS      | $42842.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39264 | PA      | $33900.58     | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                             | Alnylam Pharmaceuticals, Inc.                                                                | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        88 | NS      | $40128.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140HHWM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4167 | PA      | $4009.22      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                   | DBS Group Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     46800 | NS      | $1855985.36   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                           | Kuehne + Nagel International AG (Registered)                                                 | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |       426 | NS      | $79720.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3962 | PA      | $3853.33      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phison Electronics Corp.                                                  | Phison Electronics Corp.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     11000 | NS      | $255706.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                          | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $25126.33     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    470000 | PA      | $484675.17    | 0.10%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                  | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289910.60    | 0.06%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46160.57     | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                                               | Palantir Technologies, Inc., Class A                                                         | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      8368 | NS      | $1526490.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambev SA                                                                  | Ambev SA                                                                                     | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |     73244 | NS      | $166105.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VFH Parent LLC                                                            | VFH Parent LLC                                                                               | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36199.94     | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                       | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349453.54    | 0.07%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       583 | PA      | $565.63       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                           | Nordstrom, Inc.                                                                              | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     48000 | PA      | $35261.16     | 0.01%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132G0B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1479 | PA      | $1463.89      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QKWM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1621 | PA      | $1564.04      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OA3, Class 1A1                                           | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17246 | PA      | $15978.27     | 0.00%             | 2047-04-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22445 | PA      | $21830.09     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                      | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145161.39    | 0.03%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       706 | PA      | $694.64       | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                               | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51300.16     | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132M9GM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7235 | PA      | $6854.36      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KE4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12110 | PA      | $11894.87     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                             | NetEase, Inc.                                                                                | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |      2400 | NS      | $72893.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128MEK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11590 | PA      | $11367.35     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                          | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    186154 | NS      | $1232186.16   | 0.26%             |  |  |  | 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      | $-67044.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                                    | Invitation Homes, Inc.                                                                       | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       291 | NS      | $8535.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                                            | Autodesk, Inc.                                                                               | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80308.29     | 0.02%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132AACD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19477 | PA      | $19066.32     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SRF Ltd.                                                                  | SRF Ltd.                                                                                     | CUSIP: N/A<br>LEI: 335800436F28GT8ZW506       | Long             | EC               | CORP              | IN        |       863 | NS      | $27437.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp., Class A                                                                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     50299 | NS      | $1580394.58   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                             | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3C                                   | CUSIP: 17312TAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55362 | PA      | $37421.91     | 0.01%             | 2037-05-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| GoDaddy, Inc.                                                             | GoDaddy, Inc., Class A                                                                       | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      1213 | NS      | $165974.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $200005.86    | 0.04%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52002 | PA      | $49997.32     | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GrubHub Holdings, Inc.                                                    | GrubHub Holdings, Inc.                                                                       | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $28988.10     | 0.01%             | 2030-07-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                  | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |       299 | NS      | $6763.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hugel, Inc.                                                               | Hugel, Inc.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       449 | NS      | $96478.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                            | BHP Group Ltd.                                                                               | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      2846 | NS      | $79503.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29347 | PA      | $27288.81     | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KEXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2705 | PA      | $2660.10      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                  | Roper Technologies, Inc.                                                                     | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20161.40     | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                        | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     42500 | NS      | $1195647.19   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2858 | PA      | $2782.77      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201014 | PA      | $184870.37    | 0.04%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co.                                                                                  | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     58605 | PA      | $61313.55     | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | 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        |        60 | NC      | $1413.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                         | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26171.96     | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                           | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20034.00     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173077 | PA      | $155223.11    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132CXDN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5091 | PA      | $5013.54      | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                               | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     21000 | NS      | $910764.77    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KFAD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8916 | PA      | $8651.96      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22378 | PA      | $18344.71     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EGVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2711 | PA      | $2776.45      | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1186 | PA      | $1148.34      | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hindustan Zinc Ltd.                                                       | Hindustan Zinc Ltd.                                                                          | CUSIP: N/A<br>LEI: 335800LB39TLJ8YTWM98       | Long             | EC               | CORP              | IN        |     21337 | NS      | $115955.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50823.11     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36196FZH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10069 | PA      | $9272.72      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust                             | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class A2A                    | CUSIP: 25151XAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70898 | PA      | $65589.00     | 0.01%             | 2047-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140Q8D36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43511 | PA      | $42970.70     | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Utilities Group plc                                                | United Utilities Group plc                                                                   | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |     18688 | NS      | $288705.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132M4QU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8104 | PA      | $7653.98      | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MDC Holdings, Inc.                                                        | MDC Holdings, Inc.                                                                           | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66607.56     | 0.01%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179VKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25416 | PA      | $25017.88     | 0.01%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                             | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41920.95     | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3617BFTR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9388 | PA      | $9215.53      | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                        | Connect Finco SARL                                                                           | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52570.24     | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                                              | Viasat, Inc.                                                                                 | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52779.37     | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                        | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    810000 | PA      | $853345.53    | 0.18%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Avangrid, Inc.                                                            | Avangrid, Inc.                                                                               | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137438.60    | 0.03%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc.                                                                                 | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $727464.89    | 0.15%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1854 | NS      | $291003.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                                    | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15254.85     | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | Directv Financing LLC                                                                        | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29631.64     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36297FRM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1561 | PA      | $1589.59      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                           | Sinclair Television Group, Inc.                                                              | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24850.00     | 0.01%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307NN26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2018 | PA      | $1955.25      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KFAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8773 | PA      | $8509.02      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                      | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    274000 | PA      | $257501.61    | 0.05%             | 2029-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                    | SAP SE                                                                                       | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      1816 | NS      | $486265.29    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co., Inc.                                               | Hawaiian Electric Co., Inc.                                                                  | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20173.85     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Worley Ltd.                                                               | Worley Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |     37098 | NS      | $344639.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    380000 | PA      | $355085.08    | 0.07%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-22T1, Class A1                                           | CUSIP: 12667GGN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35773 | PA      | $31726.59     | 0.01%             | 2035-06-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                              | MPH Acquisition Holdings LLC                                                                 | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     45362 | PA      | $39612.27     | 0.01%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7929 | PA      | $7650.97      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                           | Gap, Inc. (The)                                                                              | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18709.73     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1659 | NS      | $1989008.28   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89049.46     | 0.02%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4056 | PA      | $3929.80      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-4A, Class M1                                     | CUSIP: 07324SCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7044 | PA      | $6722.91      | 0.00%             | 2036-01-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co. Ltd.                                                    | Hyundai Rotem Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 988400HB939UNHXTFY36       | Long             | EC               | CORP              | KR        |       259 | NS      | $40487.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1235000 | PA      | $1145510.74   | 0.24%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                        | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     45000 | PA      | $47621.83     | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    347000 | PA      | $226390.39    | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                          | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     27000 | PA      | $28979.64     | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-4A, Class A1                                     | CUSIP: 07324SCR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9392 | PA      | $8900.20      | 0.00%             | 2036-01-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15200 | PA      | $12452.40     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202598.88    | 0.04%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BCMSC Trust                                                               | BCMSC Trust, Series 2000-A, Class A3                                                         | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48803 | PA      | $3245.43      | 0.00%             | 2030-06-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     22448 | NS      | $1084911.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5317 | PA      | $4802.22      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                      | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40692.36     | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                               | TEGNA, Inc.                                                                                  | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1989.68      | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                              | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49025.22     | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3622ACNP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64933 | PA      | $65998.59     | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138W5MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11740 | PA      | $10780.31     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133A7UM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       571 | PA      | $515.73       | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24856 | PA      | $25466.43     | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                  | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     49000 | PA      | $52069.70     | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                       | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    240000 | PA      | $173330.54    | 0.04%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                           | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     76000 | PA      | $74408.24     | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QA4A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221812 | PA      | $220580.79    | 0.05%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                      | SunCoke Energy, Inc.                                                                         | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18692.61     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                            | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    220000 | PA      | $203447.24    | 0.04%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3142GQ5B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8711 | PA      | $8997.69      | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                       | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    172000 | PA      | $171694.70    | 0.04%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                            | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206677.25    | 0.04%             | 2035-11-18      | Variable      | 5.87%                 | 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      | $-21932.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5337 | PA      | $5226.76      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apollo Hospitals Enterprise Ltd.                                          | Apollo Hospitals Enterprise Ltd.                                                             | CUSIP: N/A<br>LEI: 3358005YT7JQCWYLTG43       | Long             | EC               | CORP              | IN        |       658 | NS      | $54946.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                                     | AECOM                                                                                        | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46007.55     | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class A                                                                        | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      8900 | NS      | $137073.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc.                                                                                | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477436.64    | 0.10%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OceanaGold Corp.                                                          | OceanaGold Corp.                                                                             | CUSIP: 675222400<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | CA        |      1235 | NS      | $26364.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                  | Stonex Escrow Issuer LLC                                                                     | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25732.91     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CWHEQ Home Equity Loan Trust                                              | CWHEQ Home Equity Loan Trust, Series 2006-S3, Class A4                                       | CUSIP: 23242MAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       983 | PA      | $2440.71      | 0.00%             | 2029-01-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3695 | PA      | $3565.15      | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                          | Wartsila OYJ Abp                                                                             | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |      7165 | NS      | $214911.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                         | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133474.46    | 0.03%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249948.33    | 0.05%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61685.11     | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     11245 | NS      | $1579247.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94945 | PA      | $77426.99     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418RQM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12996 | PA      | $13308.83     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                        | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $187763.21    | 0.04%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Hithink RoyalFlush Information Network Co. Ltd.                           | Hithink RoyalFlush Information Network Co. Ltd., Class A                                     | CUSIP: N/A<br>LEI: 300300TIQA4R0NPLQE78       | Long             | EC               | CORP              | CN        |       200 | NS      | $10481.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162825 | PA      | $147534.56    | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                          | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28854.87     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Petronet LNG Ltd.                                                         | Petronet LNG Ltd.                                                                            | CUSIP: N/A<br>LEI: 335800KIIKNA7GRD9351       | Long             | EC               | CORP              | IN        |      2532 | NS      | $7953.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.                                 | Ping An Insurance Group Co. of China Ltd., Class H                                           | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |     61000 | NS      | $414988.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                              | Acrisure LLC                                                                                 | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15445.26     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    206000 | PA      | $204518.43    | 0.04%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JAUJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19812 | PA      | $20012.79     | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                                        | Ralph Lauren Corp.                                                                           | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307355.08    | 0.06%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                          | Bank Hapoalim BM                                                                             | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |      3896 | NS      | $79194.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                      | Cognizant Technology Solutions Corp., Class A                                                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       841 | NS      | $56405.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111759 | PA      | $96190.38     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Klarna Group plc                                                          | Klarna Group plc                                                                             | CUSIP: N/A<br>LEI: 636700HER4JIK7GZUN17       | Long             | EC               | CORP              | GB        |      1589 | NS      | $58236.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                     | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228040.41    | 0.05%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                         | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286020.64    | 0.06%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      7252 | NS      | $2287498.36   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                      | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $213305.00    | 0.04%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Nippon Life India Asset Management Ltd.                                   | Nippon Life India Asset Management Ltd.                                                      | CUSIP: N/A<br>LEI: 335800ZQXV958RZSRU89       | Long             | EC               | CORP              | IN        |      2667 | NS      | $26102.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                     | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172519.69    | 0.04%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    580000 | PA      | $596649.46    | 0.12%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                             | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    173000 | PA      | $176408.90    | 0.04%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31371NNY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       503 | PA      | $513.76       | 0.00%             | 2027-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                             | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203520.47    | 0.04%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138A5V66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6639 | PA      | $6853.23      | 0.00%             | 2041-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ownit Mortgage Loan Trust                                                 | Ownit Mortgage Loan Trust, Series 2006-2, Class A2C                                          | CUSIP: 69121PDF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22593 | PA      | $20765.84     | 0.00%             | 2037-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                               | goeasy Ltd.                                                                                  | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36531.60     | 0.01%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                        | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221081.25    | 0.05%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                  | Berkshire Hathaway, Inc., Class B                                                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1034 | NS      | $519833.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154504.11    | 0.03%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4987 | PA      | $4836.98      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                                           | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $304964.61    | 0.06%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     17542 | NS      | $2788476.32   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                                      | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34454.28     | 0.01%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EPJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9449 | PA      | $9279.24      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12587 | PA      | $11872.63     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                           | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52871.75     | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                                | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    590000 | PA      | $541053.79    | 0.11%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Multi Commodity Exchange of India Ltd.                                    | Multi Commodity Exchange of India Ltd.                                                       | CUSIP: N/A<br>LEI: 254900BTZEPM27IOAM68       | Long             | EC               | CORP              | IN        |       222 | NS      | $19472.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                         | T-Mobile US, Inc.                                                                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2173 | NS      | $520172.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chroma ATE, Inc.                                                          | Chroma ATE, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     42000 | NS      | $801527.44    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13107.58     | 0.00%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                        | Millicom International Cellular SA                                                           | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     47000 | PA      | $49009.25     | 0.01%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1189988.59   | 0.25%             | 2055-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                        | Millicom International Cellular SA                                                           | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      9000 | PA      | $9099.00      | 0.00%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd.                                                       | Trip.com Group Ltd.                                                                          | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               | CORP              | KY        |      1257 | NS      | $95327.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                  | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296886.10    | 0.06%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8391 | PA      | $8215.06      | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31427M5E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315417 | PA      | $326490.90    | 0.07%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pagaya US Holdings Co. LLC                                                | Pagaya US Holdings Co. LLC                                                                   | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69835.40     | 0.01%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                              | Advanced Micro Devices, Inc.                                                                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1915 | NS      | $309827.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417GQQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30696 | PA      | $28223.05     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OmniVision Integrated Circuits Group, Inc.                                | OmniVision Integrated Circuits Group, Inc.                                                   | CUSIP: N/A<br>LEI: 8368000MFHXX01GPND38       | Long             | EC               | CORP              | CN        |      9600 | NS      | $204424.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                              | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $248030.71    | 0.05%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53238 | PA      | $43627.77     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4197 | PA      | $3830.11      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                              | Vertex Pharmaceuticals, Inc.                                                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       428 | NS      | $167621.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218840.82    | 0.05%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                      | Analog Devices, Inc.                                                                         | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2561 | NS      | $629237.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp.                                                        | FirstService Corp.                                                                           | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |      2098 | NS      | $399731.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                             | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18201.32     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Computer Age Management Services Ltd.                                     | Computer Age Management Services Ltd.                                                        | CUSIP: N/A<br>LEI: 33580012MDHMBHWN5Z06       | Long             | EC               | CORP              | IN        |       317 | NS      | $13421.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM SA                                                                    | TIM SA                                                                                       | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |     14500 | NS      | $63969.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25824.18     | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                            | Carrington Mortgage Loan Trust, Series 2006-NC4, Class A3                                    | CUSIP: 14453MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14380 | PA      | $14047.70     | 0.00%             | 2036-10-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    593000 | PA      | $424759.41    | 0.09%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2964062.48   | 0.62%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $527559.37    | 0.11%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Energisa SA                                                               | Energisa SA                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      7197 | NS      | $68842.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                                 | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9319.92      | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132WJUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7690 | PA      | $7010.43      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                          | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $84334.86     | 0.02%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        70 | PA      | $70.67        | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Accton Technology Corp.                                                   | Accton Technology Corp.                                                                      | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |      2000 | NS      | $69162.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140KSBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17449 | PA      | $14190.26     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| British Land Co. plc (The)                                                | British Land Co. plc (The)                                                                   | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |      3656 | NS      | $17190.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                                           | Schlumberger NV                                                                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      9880 | NS      | $339575.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                             | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25003.59     | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                      | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2007-2, Class A4                | CUSIP: 655378AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3366 | PA      | $2826.05      | 0.00%             | 2037-06-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                      | Macquarie Group Ltd.                                                                         | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |      1170 | NS      | $169825.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FEH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1000 | PA      | $1005.78      | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wix.com Ltd.                                                              | Wix.com Ltd.                                                                                 | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |       127 | NS      | $22559.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFYM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7204 | PA      | $6983.90      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (Registered)                                                                      | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       337 | NS      | $141784.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                       | Aethon United BR LP                                                                          | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12514.75     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24070 | PA      | $20752.47     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                                       | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    370000 | PA      | $346508.29    | 0.07%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                                      | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    580000 | PA      | $596698.58    | 0.12%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                               | Aker BP ASA                                                                                  | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |      4862 | NS      | $123394.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFWG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49008 | PA      | $40251.56     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2-Year Note                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       132 | NC      | $2192.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $565703.12    | 0.12%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                           | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36540.00     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                            | Weatherford International Ltd.                                                               | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $45031.30     | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                          | PulteGroup, Inc.                                                                             | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $474099.70    | 0.10%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30822 | PA      | $32638.66     | 0.01%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp.                                                        | Tutor Perini Corp.                                                                           | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     31000 | PA      | $34719.12     | 0.01%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                             | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6082.42      | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                               | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $34511.04     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170957 | PA      | $146602.15    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85458 | PA      | $73557.51     | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                         | Cigna Group (The)                                                                            | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174988.97    | 0.04%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HLF Financing SARL LLC                                                    | HLF Financing SARL LLC                                                                       | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $43391.96     | 0.01%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                             | Chevron Corp.                                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14632 | NS      | $2272203.28   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                        | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $16102.43     | 0.00%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6803 | PA      | $6666.92      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                         | Cigna Group (The)                                                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2266 | NS      | $653174.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    332000 | PA      | $289670.00    | 0.06%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140696 | PA      | $136839.62    | 0.03%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3053320.32   | 0.64%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CS Wind Corp.                                                             | CS Wind Corp.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1993 | NS      | $59617.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237530 | PA      | $224127.44    | 0.05%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                            | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206391.94    | 0.04%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                           | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     38096 | NS      | $750722.77    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38993 | PA      | $32103.38     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2316 | PA      | $2226.59      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36196FZJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6134 | PA      | $5644.84      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                            | Bread Financial Holdings, Inc.                                                               | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11741.25     | 0.00%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QE2F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2846 | PA      | $2705.36      | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                        | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215859.40    | 0.05%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Champion Iron Canada, Inc.                                                | Champion Iron Canada, Inc.                                                                   | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26138.33     | 0.01%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128M9ZF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10390 | PA      | $10653.46     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shree Cement Ltd.                                                         | Shree Cement Ltd.                                                                            | CUSIP: N/A<br>LEI: 335800W6FNBDUZ89L830       | Long             | EC               | CORP              | IN        |        40 | NS      | $13188.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                               | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101738.84    | 0.02%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WCSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13424 | PA      | $13203.80     | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SGS SA                                                                    | SGS SA (Registered)                                                                          | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        95 | NS      | $9872.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60744 | PA      | $60694.25     | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                             | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353265.27    | 0.07%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                     | Delta Air Lines, Inc.                                                                        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     16056 | NS      | $911178.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                  | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    460000 | PA      | $477021.94    | 0.10%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44101.90     | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6574 | PA      | $6340.81      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204678 | PA      | $168869.75    | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KFAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       600 | PA      | $582.37       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4328 | PA      | $4107.28      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                   | E.ON SE                                                                                      | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     45443 | NS      | $855940.05    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                            | Lehman Brothers Holdings, Inc.                                                               | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    490000 | PA      | $0.05         | 0.00%             | 2017-12-28      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Ambac Assurance Corp.                                                     | Ambac Assurance Corp.                                                                        | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |      4835 | PA      | $6043.21      | 0.00%             | 2174-06-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $679958.45    | 0.14%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417GWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36648 | PA      | $33703.14     | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     23453 | NS      | $2239057.91   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                          | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26216.40     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                    | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     68105 | NS      | $2427332.95   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                            | Var Energi ASA                                                                               | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |     76201 | NS      | $254396.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       331 | PA      | $321.89       | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                                | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $153921.40    | 0.03%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                   | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19300.00     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                         | Tyson Foods, Inc., Class A                                                                   | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       801 | NS      | $43494.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7757 | PA      | $8174.45      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                            | Tata Consultancy Services Ltd.                                                               | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |      2882 | NS      | $93807.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                           | Blackstone Mortgage Trust, Inc.                                                              | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15826.10     | 0.00%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                        | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163187.17    | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11885 | PA      | $9737.55      | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                              | Deluxe Corp.                                                                                 | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9976.63      | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Coromandel International Ltd.                                             | Coromandel International Ltd.                                                                | CUSIP: N/A<br>LEI: 335800U73K3HJSQKT249       | Long             | EC               | CORP              | IN        |      2945 | NS      | $74607.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    266000 | PA      | $261825.29    | 0.05%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ALJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6640 | PA      | $6800.57      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                              | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $711701.91    | 0.15%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Aselsan Elektronik Sanayi ve Ticaret A/S                                  | Aselsan Elektronik Sanayi ve Ticaret A/S                                                     | CUSIP: N/A<br>LEI: 7890008XT4M710MU8714       | Long             | EC               | CORP              | TR        |      9190 | NS      | $47619.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       603 | NS      | $100893.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RioCan REIT                                                               | RioCan REIT                                                                                  | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |     17263 | NS      | $235060.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132CWYW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5450 | PA      | $5361.81      | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QGSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12540 | PA      | $12081.45     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45887 | PA      | $44507.28     | 0.01%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6474 | PA      | $6133.92      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                           | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     16219 | NS      | $312534.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  34997414 | PA      | $2199900.86   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    393000 | PA      | $358015.20    | 0.07%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                     | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    240000 | PA      | $252644.32    | 0.05%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25507 | PA      | $25093.46     | 0.01%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       684 | PA      | $651.67       | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                    | Verisk Analytics, Inc.                                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1406 | NS      | $353623.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36782 | PA      | $37281.57     | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                     | HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                                        | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |        25 | NS      | $7325.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11332 | PA      | $10890.22     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2238 | PA      | $2135.23      | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QGS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13711 | PA      | $13224.47     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28576 | PA      | $26571.78     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $120864.65    | 0.03%             | 2055-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                            | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 2A1                                  | CUSIP: 68402VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25767 | PA      | $22350.71     | 0.00%             | 2037-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Makalot Industrial Co. Ltd.                                               | Makalot Industrial Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     21460 | NS      | $204884.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        36 | NC      | $10936.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81809 | PA      | $67042.24     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -125 | NC      | $12999.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp.                                                        | Toyota Motor Corp.                                                                           | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |     38000 | NS      | $729845.72    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                                  | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20076.50     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26825 | PA      | $25283.22     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $497309.59    | 0.10%             | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                                             | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11242.64     | 0.00%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                             | Banc of America Funding Trust, Series 2014-R2, Class 1C                                      | CUSIP: 05968KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48169 | PA      | $16488.57     | 0.00%             | 2036-11-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                                        | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273290.09    | 0.06%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                                      | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      7540 | NS      | $587366.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                         | Caterpillar, Inc.                                                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1404 | NS      | $669918.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X83Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21482 | PA      | $20018.33     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                        | LPL Holdings, Inc.                                                                           | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234338.22    | 0.05%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ISA Energia Brasil SA                                                     | ISA Energia Brasil SA (Preference)                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BR        |      1991 | NS      | $9213.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                | Genmab A/S                                                                                   | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |       689 | NS      | $212589.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                                                  | Zebra Technologies Corp., Class A                                                            | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       300 | NS      | $89148.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UltraTech Cement Ltd.                                                     | UltraTech Cement Ltd.                                                                        | CUSIP: N/A<br>LEI: 335800PC9O9B4BQHG814       | Long             | EC               | CORP              | IN        |        94 | NS      | $12943.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Flyer Holdings, Inc.                                                  | New Flyer Holdings, Inc.                                                                     | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $70644.31     | 0.01%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Zhongji Innolight Co. Ltd.                                                | Zhongji Innolight Co. Ltd., Class A                                                          | CUSIP: N/A<br>LEI: 655600K7YZDKAI214O83       | Long             | EC               | CORP              | CN        |      2400 | NS      | $136796.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28110 | PA      | $27124.25     | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29444 | PA      | $29280.39     | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41944 | PA      | $39505.77     | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                      | TJX Cos., Inc. (The)                                                                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      6459 | NS      | $933583.86    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Primax Electronics Ltd.                                                   | Primax Electronics Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900JO4CQFFG7AIQ15       | Long             | EC               | CORP              | TW        |      1000 | NS      | $2586.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                               | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500428.87    | 0.10%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                               | goeasy Ltd.                                                                                  | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25125.35     | 0.01%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                            | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     19000 | PA      | $11996.75     | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 1A1   | CUSIP: 939344AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26909 | PA      | $25408.65     | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                          | ServiceNow, Inc.                                                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1860 | NS      | $1711720.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Production, Inc.                                                    | Talos Production, Inc.                                                                       | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35156.95     | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DTAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52968 | PA      | $54816.72     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Anglo American plc                                                        | Anglo American plc                                                                           | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |      5772 | NS      | $216885.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                | Ameriprise Financial, Inc.                                                                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1055 | NS      | $518268.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                            | Takeda Pharmaceutical Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |     42300 | NS      | $1242367.63   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48403 | PA      | $49495.21     | 0.01%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                               | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     79000 | PA      | $86913.43     | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.                                             | Wheaton Precious Metals Corp.                                                                | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |     21190 | NS      | $2371294.53   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2965 | PA      | $3124.48      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd.                                                   | Bharat Electronics Ltd.                                                                      | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |     44972 | NS      | $204705.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                         | Hertz Corp. (The)                                                                            | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24383.38     | 0.01%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | MSCI EAFE E-Mini Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4 | NC      | $-2143.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $205349.61    | 0.04%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd.                                                  | ENN Energy Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |     11400 | NS      | $94002.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                     | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20577.06     | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133A7UK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1481 | PA      | $1340.75      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                            | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10200.86     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31416BMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27675 | PA      | $28397.89     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                                 | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134926.70    | 0.03%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                              | EZCORP, Inc.                                                                                 | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15982.25     | 0.00%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                            | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247556.51    | 0.05%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307MSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6650 | PA      | $6462.41      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Karoon USA Finance, Inc.                                                  | Karoon USA Finance, Inc.                                                                     | CUSIP: 48575AAA9<br>LEI: 254900I4IZ164TOMZH46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10463.00     | 0.00%             | 2029-05-14      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                                          | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $997436.62    | 0.21%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                              | Santander Holdings USA, Inc.                                                                 | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262045.33    | 0.05%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                            | FactSet Research Systems, Inc.                                                               | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    790000 | PA      | $775545.28    | 0.16%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                   | Mitsui Fudosan Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     73100 | NS      | $795774.41    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                             | Insulet Corp.                                                                                | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53021.23     | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                | Procter & Gamble Co. (The)                                                                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     12831 | NS      | $1971483.15   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      1936 | NS      | $147320.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dixon Technologies India Ltd.                                             | Dixon Technologies India Ltd.                                                                | CUSIP: N/A<br>LEI: 335800D7XO7AVXXJ8575       | Long             | EC               | CORP              | IN        |      2282 | NS      | $419428.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                     | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25781.25     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                           | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34896.61     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                | iHeartCommunications, Inc.                                                                   | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     78000 | PA      | $70152.12     | 0.01%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                                       | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  19772153 | NS      | $19772153.31  | 4.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11707 | PA      | $11470.55     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| King Yuan Electronics Co. Ltd.                                            | King Yuan Electronics Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     45000 | NS      | $243465.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3618N5JF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24314 | PA      | $24995.38     | 0.01%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                           | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $29750.75     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                             | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3B                                   | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122079 | PA      | $82466.64     | 0.02%             | 2037-05-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                   | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243329.23    | 0.05%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                | Amneal Pharmaceuticals LLC                                                                   | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20684.25     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                    | Unilever Capital Corp.                                                                       | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $526203.41    | 0.11%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418MGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1255 | PA      | $1322.05      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104393 | PA      | $86296.98     | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |      9639 | NS      | $187069.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226691 | PA      | $187485.82    | 0.04%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                                           | J Sainsbury plc                                                                              | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      8298 | NS      | $37309.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greenfire Resources Ltd.                                                  | Greenfire Resources Ltd.                                                                     | CUSIP: 39525UAA5<br>LEI: 254900MTS0G2VGMJW059 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15944.27     | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Figma, Inc.                                                               | Figma, Inc., Class A                                                                         | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |      1085 | NS      | $56278.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                            | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25904.93     | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 312942DD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10224 | PA      | $10248.53     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                                           | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30395.66     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                            | Structured Adjustable Rate Mortgage Loan Trust, Series 2006-3, Class 4A                      | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6614 | PA      | $3432.22      | 0.00%             | 2036-04-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                                 | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21451.00     | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133A7JB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       604 | PA      | $545.63       | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9051 | PA      | $8699.41      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                           | Fairfax Financial Holdings Ltd.                                                              | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $116254.84    | 0.02%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                        | Ryder System, Inc.                                                                           | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    310000 | PA      | $329542.15    | 0.07%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    305000 | PA      | $279800.63    | 0.06%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3516 | PA      | $3385.70      | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3622A24Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16528 | PA      | $15169.84     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                            | Obayashi Corp.                                                                               | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |     17800 | NS      | $292160.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                 | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288142.18    | 0.06%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                                     | Astellas Pharma, Inc.                                                                        | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |      8300 | NS      | $90469.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                    | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     20000 | PA      | $20348.32     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WPHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35615 | PA      | $32734.39     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140HFE88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8398 | PA      | $7808.85      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                              | NetApp, Inc.                                                                                 | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    181000 | PA      | $189204.99    | 0.04%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     14787 | NS      | $1218005.19   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                                 | Century Communities, Inc.                                                                    | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15131.39     | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    450000 | PA      | $457656.11    | 0.10%             | 2055-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                                  | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    440000 | PA      | $446673.47    | 0.09%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J6D46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71899 | PA      | $71704.33     | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101281 | PA      | $86996.83     | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                    | One Market Plaza Trust, Series 2017-1MKT, Class XCP                                          | CUSIP: 68245HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830825 | PA      | $2607.71      | 0.00%             | 2032-02-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                 | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25779.95     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc.                                                                         | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5181.99      | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14657 | PA      | $13619.03     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc.                                                                             | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99223.17     | 0.02%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                           | Martin Marietta Materials, Inc.                                                              | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153082.46    | 0.03%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                   | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     99000 | PA      | $103241.66    | 0.02%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     44942 | NS      | $1975200.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinbon Electronics Co. Ltd.                                               | Sinbon Electronics Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1000 | NS      | $7579.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                        | Diageo Capital plc                                                                           | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $233566.47    | 0.05%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housing Contract Trust                            | Lehman ABS Manufactured Housing Contract Trust, Series 2002-A, Class C                       | CUSIP: 52519SAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2497 | PA      | $2485.13      | 0.00%             | 2033-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                               | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89692.65     | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128MEVG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13292 | PA      | $13164.09     | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -23000 | PA      | $-22649.61    | -0.00%            | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy, Series U                                                                  | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58553.19     | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                            | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $400907.28    | 0.08%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                          | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     73000 | PA      | $71251.09     | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                                            | REA Group Ltd.                                                                               | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |      1832 | NS      | $280146.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                         | Banco Bradesco SA (Preference)                                                               | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |     15259 | NS      | $50803.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics, Inc.                                                   | Delta Electronics, Inc.                                                                      | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |     25000 | NS      | $704252.64    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                            | ACS Actividades de Construccion y Servicios SA                                               | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |      1416 | NS      | $113503.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138W7G40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17627 | PA      | $16207.04     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9726 | PA      | $8067.93      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21013 | PA      | $19632.90     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140HJF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11758 | PA      | $11695.75     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12047 | PA      | $11526.07     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                              | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      5207 | NS      | $797718.21    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ARZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9707 | PA      | $9713.76      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                              | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45015.37     | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3312 | PA      | $3158.60      | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rockchip Electronics Co. Ltd.                                             | Rockchip Electronics Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 8368002HC3QUMAKOPK03       | Long             | EC               | CORP              | CN        |     11500 | NS      | $366057.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                              | Chase Mortgage Finance Trust, Series 2007-S6, Class 1A1                                      | CUSIP: 161636AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265998 | PA      | $104091.79    | 0.02%             | 2037-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39688 | PA      | $37350.07     | 0.01%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-11CB, Class 3A1                                          | CUSIP: 12668BWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18614 | PA      | $8332.49      | 0.00%             | 2036-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                       | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    189000 | PA      | $169551.90    | 0.04%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp.                                                              | Xiaomi Corp., Class B                                                                        | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |    108600 | NS      | $754764.28    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1198 | NS      | $338075.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4 | NC      | $18569.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group plc                                                          | Smiths Group plc                                                                             | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     18873 | NS      | $598371.42    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                     | Conseco Finance Securitizations Corp., Series 2000-5, Class A6                               | CUSIP: 20846QEQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36428 | PA      | $6876.18      | 0.00%             | 2031-05-01      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10720 | PA      | $10184.35     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335CCX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4183 | PA      | $4238.66      | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     26102 | NS      | $13519530.90  | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP Trust                                                               | GSAMP Trust, Series 2007-HS1, Class M6                                                       | CUSIP: 362429AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24680.39     | 0.01%             | 2047-02-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                | ORIX Corp.                                                                                   | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |     20900 | NS      | $548541.18    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                              | MPH Acquisition Holdings LLC                                                                 | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     36833 | PA      | $29926.81     | 0.01%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association                                                        | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3290 | PA      | $3192.05      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dino Polska SA                                                            | Dino Polska SA                                                                               | CUSIP: N/A<br>LEI: 259400H4L81SMPRTW956       | Long             | EC               | CORP              | PL        |      1548 | NS      | $18659.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang NHU Co. Ltd.                                                     | Zhejiang NHU Co. Ltd., Class A                                                               | CUSIP: N/A<br>LEI: 655600NJSJADB39G3P54       | Long             | EC               | CORP              | CN        |     28200 | NS      | $94366.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132HNDN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1442 | PA      | $1377.77      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6378 | PA      | $6314.55      | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275462.06    | 0.06%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49445 | PA      | $48972.17     | 0.01%             | 2049-03-20      | 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      | $857.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                            | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265167.14    | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| East Money Information Co. Ltd.                                           | East Money Information Co. Ltd., Class A                                                     | CUSIP: N/A<br>LEI: 836800ZFB0ZEK3KKW487       | Long             | EC               | CORP              | CN        |      4200 | NS      | $16032.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                     | Interpublic Group of Cos., Inc. (The)                                                        | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28558.70     | 0.01%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     62577 | NS      | $3228347.43   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                       | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14940.77     | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    383802 | PA      | $343250.67    | 0.07%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education, Inc.                                            | Adtalem Global Education, Inc.                                                               | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11957.57     | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atlanticus Holdings Corp.                                                 | Atlanticus Holdings Corp.                                                                    | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79490.09     | 0.02%             | 2030-09-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                            | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18005.69     | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EJXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18544 | PA      | $18634.98     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335BFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14549 | PA      | $14415.96     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132XCSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23427 | PA      | $23154.83     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1436 | PA      | $1353.75      | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       605 | NS      | $69284.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                             | Rio Tinto plc                                                                                | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      1452 | NS      | $95690.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                           | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6052.36      | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QKWK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1064 | PA      | $1026.61      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amber Enterprises India Ltd.                                              | Amber Enterprises India Ltd.                                                                 | CUSIP: N/A<br>LEI: 3358009JZU4XT3666G06       | Long             | EC               | CORP              | IN        |        69 | NS      | $6294.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138M5G37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9397 | PA      | $9403.48      | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unicharm Corp.                                                            | Unicharm Corp.                                                                               | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |      5100 | NS      | $33086.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $501875.00    | 0.10%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24600 | PA      | $20173.38     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    232000 | PA      | $241734.09    | 0.05%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Crompton Greaves Consumer Electricals Ltd.                                | Crompton Greaves Consumer Electricals Ltd.                                                   | CUSIP: N/A<br>LEI: 335800DIIEEWMH3UDH51       | Long             | EC               | CORP              | IN        |     33385 | NS      | $109545.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    332000 | PA      | $270982.03    | 0.06%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                           | Regeneron Pharmaceuticals, Inc.                                                              | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1023111.17   | 0.21%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Safran SA                                                                 | Safran SA                                                                                    | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      4861 | NS      | $1725018.49   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QKWL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2290 | PA      | $2204.78      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18025.98     | 0.00%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5108.19      | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    762000 | PA      | $664599.82    | 0.14%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QANL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238793 | PA      | $237466.81    | 0.05%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                           | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141505.40    | 0.03%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                      | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $980236.68    | 0.20%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Nice Ltd.                                                                 | Nice Ltd.                                                                                    | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |       990 | NS      | $143415.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       151 | PA      | $147.51       | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suzhou TFC Optical Communication Co. Ltd.                                 | Suzhou TFC Optical Communication Co. Ltd., Class A                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      1700 | NS      | $40225.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132E0AC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33367 | PA      | $34578.91     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140FCTM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19231 | PA      | $17527.43     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santos Ltd.                                                               | Santos Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |     73135 | NS      | $324782.27    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2004-HE7, Class M2                      | CUSIP: 073879EV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        62 | PA      | $61.11        | 0.00%             | 2034-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25639 | PA      | $24743.82     | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       623 | PA      | $614.09       | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd.                                                        | Elbit Systems Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |        17 | NS      | $8648.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QM3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85301 | PA      | $70061.64     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1145390.63   | 0.24%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                                            | Techtronic Industries Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |     16500 | NS      | $210923.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F0404A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $147509.20    | 0.03%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tenaga Nasional Bhd.                                                      | Tenaga Nasional Bhd.                                                                         | CUSIP: N/A<br>LEI: 549300FV8X6UID6I1413       | Long             | EC               | CORP              | MY        |      2700 | NS      | $8487.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                                       | Teck Resources Ltd., Class B                                                                 | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       226 | NS      | $9913.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                                            | SoftBank Corp.                                                                               | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     82700 | NS      | $121635.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                            | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8490.38      | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                           | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50957.94     | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    188000 | PA      | $184159.22    | 0.04%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31729 | PA      | $32454.18     | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                               | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36188.53     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                 | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63015.20     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1177174 | PA      | $1013922.48   | 0.21%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                            | AIA Group Ltd.                                                                               | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    255400 | NS      | $2447744.83   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                                | Skanska AB, Class B                                                                          | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |      2519 | NS      | $65382.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $404250.00    | 0.08%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                            | Tapestry, Inc.                                                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      7773 | NS      | $880059.06    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     12022 | NS      | $2530631.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138XQL58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14928 | PA      | $14654.04     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                           | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20876.06     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE                                                                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       779 | NS      | $47447.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    220000 | PA      | $201265.66    | 0.04%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| KOC Holding A/S                                                           | KOC Holding A/S                                                                              | CUSIP: N/A<br>LEI: 7890005U0H950VH19H45       | Long             | EC               | CORP              | TR        |      7105 | NS      | $29600.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43179 | PA      | $37263.64     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pentair Finance SARL                                                      | Pentair Finance SARL                                                                         | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $452100.42    | 0.09%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1000 | PA      | $1006.35      | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                           | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $50623.87     | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2019-2, Class B                                   | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18224 | PA      | $17853.99     | 0.00%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ReNew Energy Global plc                                                   | ReNew Energy Global plc, Class A                                                             | CUSIP: N/A<br>LEI: 254900SL77LA2KAG7R65       | Long             | EC               | CORP              | GB        |      6735 | NS      | $51859.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                                  | Engie SA                                                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     42488 | NS      | $913344.58    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15916 | PA      | $13001.54     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 22A                     | CUSIP: 07389YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8531 | PA      | $8042.02      | 0.00%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    515071 | PA      | $443803.41    | 0.09%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                        | MercadoLibre, Inc.                                                                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       429 | NS      | $1002547.26   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132QTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3395 | PA      | $3190.99      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coupang, Inc.                                                             | Coupang, Inc., Class A                                                                       | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      5354 | NS      | $172398.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                   | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52635.16     | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27550.63     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3690 | PA      | $3580.41      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                             | Garrett Motion Holdings, Inc.                                                                | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $51401.15     | 0.01%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KFAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8728 | PA      | $8470.20      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | Kongsberg Gruppen ASA                                                                        | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |       379 | NS      | $12111.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157750.27    | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                  | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102263.32    | 0.02%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417F4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21409 | PA      | $19673.11     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36241KXQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5797 | PA      | $5938.84      | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    798000 | PA      | $778205.86    | 0.16%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      4674 | NS      | $782100.42    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | Honda Motor Co. Ltd.                                                                         | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $273883.23    | 0.06%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7450 | PA      | $7194.44      | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                            | Blackstone Private Credit Fund                                                               | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    129000 | PA      | $125950.18    | 0.03%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133KRVX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48153 | PA      | $49761.95     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                                           | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127863.66    | 0.03%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36181GFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13759 | PA      | $12913.84     | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209552 | PA      | $180491.19    | 0.04%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                 | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $946456.30    | 0.20%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $1609.69      | 0.00%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140E1RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       493 | PA      | $482.12       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1544 | NS      | $498897.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Financing Ltd.                                         | Trane Technologies Financing Ltd.                                                            | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1280000 | PA      | $1265122.76   | 0.26%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140HH6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2130 | PA      | $2109.04      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                                     | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       771 | NS      | $344814.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NSTAR Electric Co.                                                        | NSTAR Electric Co.                                                                           | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271235.78    | 0.06%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Parade Technologies Ltd.                                                  | Parade Technologies Ltd.                                                                     | CUSIP: N/A<br>LEI: 529900D9FDQHQKAQLY02       | Long             | EC               | CORP              | KY        |      7000 | NS      | $171192.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OC10, Class 2A3                                          | CUSIP: 23245FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22483 | PA      | $20350.80     | 0.00%             | 2036-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                        | Burford Capital Global Finance LLC                                                           | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47815.47     | 0.01%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      6051 | NS      | $1401048.54   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                                        | StoneX Group, Inc.                                                                           | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58890.05     | 0.01%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                    | CWHEQ Revolving Home Equity Loan Trust, Series 2005-B, Class 2A                              | CUSIP: 126685AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       652 | PA      | $647.54       | 0.00%             | 2035-05-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                 | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30218.69     | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $178777.84    | 0.04%             | 2055-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                               | BOC Hong Kong Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |      1000 | NS      | $4684.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                 | CRH America Finance, Inc.                                                                    | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    295000 | PA      | $307882.98    | 0.06%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                                                  | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35221.46     | 0.01%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23261 | PA      | $23129.25     | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135642 | PA      | $110715.05    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55784.96     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4463 | PA      | $4310.43      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ERM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4389 | PA      | $4293.02      | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class H                                                                        | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      3500 | NS      | $49471.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                       | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41216.20     | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                              | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    465000 | PA      | $464216.42    | 0.10%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Washington Mutual, Inc.                                                   | Washington Mutual Escrow Bonds                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    400000 | PA      | $0.04         | 0.00%             | 2017-09-29      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410K3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3594 | PA      | $3787.52      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1955 | PA      | $1977.56      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    444000 | PA      | $417403.92    | 0.09%             | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31416YVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2662 | PA      | $2663.44      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                           | Regeneron Pharmaceuticals, Inc.                                                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       571 | NS      | $321056.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CJ Logistics Corp.                                                        | CJ Logistics Corp.                                                                           | CUSIP: N/A<br>LEI: 988400MIXJ2YDYLYR916       | Long             | EC               | CORP              | KR        |      2028 | NS      | $121756.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                                           | ICICI Bank Ltd.                                                                              | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |      2046 | NS      | $31007.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                    | Booking Holdings, Inc.                                                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       447 | NS      | $2413473.69   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc.                                                                             | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    370000 | PA      | $296484.48    | 0.06%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-7, Class 2A3                                     | CUSIP: 54251TAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12158 | PA      | $4819.92      | 0.00%             | 2036-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                                    | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206096.10    | 0.04%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59154 | PA      | $53862.79     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                                           | Lojas Renner SA                                                                              | CUSIP: N/A<br>LEI: 52990032N7OAAM138D78       | Long             | EC               | CORP              | BR        |    219727 | NS      | $618443.41    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31626.83     | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                   | CDW LLC                                                                                      | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256338.94    | 0.05%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                      | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |      2368 | NS      | $112232.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138933 | PA      | $124592.73    | 0.03%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc.                                                                                 | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108066.83    | 0.02%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                               | Heineken NV                                                                                  | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |       116 | NS      | $9083.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                  | Tele2 AB, Class B                                                                            | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |      3412 | NS      | $58203.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QKWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2699 | PA      | $2611.12      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QSVP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20673 | PA      | $21484.56     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                 | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94089.69     | 0.02%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MSCI Emerging Markets E-Mini Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4 | NC      | $2854.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140HHWN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6138 | PA      | $5874.05      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53624 | PA      | $43988.45     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10510 | PA      | $10014.52     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                              | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    127000 | PA      | $131164.84    | 0.03%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                  | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $180266.05    | 0.04%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Birlasoft Ltd.                                                            | Birlasoft Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800287UMX47DWBF82       | Long             | EC               | CORP              | IN        |     10292 | NS      | $40960.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                  | Darden Restaurants, Inc.                                                                     | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85446.56     | 0.02%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138YGYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4813 | PA      | $4668.78      | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                        | Citicorp Mortgage Securities Trust, Series 2008-2, Class 1A1                                 | CUSIP: 17314DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17859 | PA      | $15285.64     | 0.00%             | 2038-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    245000 | PA      | $254330.75    | 0.05%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                          | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A4                                    | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6914 | PA      | $2817.79      | 0.00%             | 2031-09-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFGY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5842 | PA      | $5668.38      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      4223 | NS      | $468753.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemindia Projects Ltd.                                                    | Cemindia Projects Ltd.                                                                       | CUSIP: N/A<br>LEI: 3358006KHK78LNJLYY13       | Long             | EC               | CORP              | IN        |      2928 | NS      | $26715.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Financial Group, Inc.                                                | Sony Financial Group, Inc.                                                                   | CUSIP: N/A<br>LEI: 353800O7BDSU41WOZA60       | Long             | EC               | CORP              | JP        |     59100 | NS      | $65540.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133A8S40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3714 | PA      | $3357.12      | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sun Pharmaceutical Industries Ltd.                                        | Sun Pharmaceutical Industries Ltd.                                                           | CUSIP: N/A<br>LEI: 335800KJ7GE29LB4SS73       | Long             | EC               | CORP              | IN        |       646 | NS      | $11629.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                            | Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 3A1                   | CUSIP: 86360QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9471 | PA      | $8324.61      | 0.00%             | 2036-06-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1841 | NS      | $635697.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     43000 | PA      | $37218.52     | 0.01%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Givaudan SA                                                               | Givaudan SA (Registered)                                                                     | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |       238 | NS      | $970812.05    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                              | Viasat, Inc.                                                                                 | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76948.78     | 0.02%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417FR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95801 | PA      | $87746.77     | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36196FZG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3934 | PA      | $3627.51      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                    | Freedom Mortgage Corp.                                                                       | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14840.00     | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179DEK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20335 | PA      | $19085.97     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                       | Deutsche Telekom AG (Registered)                                                             | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     61150 | NS      | $2083348.06   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                               | FedEx Corp.                                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      9958 | NS      | $2348195.98   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Brasil SA                                                      | Telefonica Brasil SA                                                                         | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |     52158 | NS      | $333297.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13071 | PA      | $12169.09     | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    998795 | PA      | $922689.24    | 0.19%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $198418.75    | 0.04%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J6DA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       679 | PA      | $655.79       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                            | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25658.00     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                           | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $399401.99    | 0.08%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        82 | PA      | $79.46        | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307NNV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2698 | PA      | $2619.96      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                                     | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     17335 | NS      | $2228906.41   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                  | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    380000 | PA      | $408049.38    | 0.09%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                        | Hyatt Hotels Corp.                                                                           | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398781.63    | 0.08%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                        | Diageo Capital plc                                                                           | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $709368.44    | 0.15%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MBRF Global Foods Co. SA                                                  | MBRF Global Foods Co. SA                                                                     | CUSIP: N/A<br>LEI: 391200219USWMOBN3F92       | Long             | EC               | CORP              | BR        |     19714 | NS      | $71859.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3987 | PA      | $3718.01      | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Incyte Corp.                                                              | Incyte Corp.                                                                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       561 | NS      | $47578.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      9253 | NS      | $3158789.14   | 0.66%             |  |  |  | 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      | $2749.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                      | Allstate Corp. (The)                                                                         | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $109583.15    | 0.02%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Reliance, Inc.                                                            | Reliance, Inc.                                                                               | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    370000 | PA      | $332091.77    | 0.07%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                        | ConocoPhillips Co.                                                                           | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471067.72    | 0.10%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                           | 1261229 BC Ltd.                                                                              | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61503.12     | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3543 | PA      | $3304.68      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                       | Carlisle Cos., Inc.                                                                          | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75919.32     | 0.02%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WPHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5905 | PA      | $5428.45      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                       | CUSIP: 62954HAZ1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24946.75     | 0.01%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    278615 | PA      | $249192.82    | 0.05%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7063000 | PA      | $6755097.34   | 1.41%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1589 | NS      | $482881.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                                         | Bureau Veritas SA                                                                            | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |       976 | NS      | $30612.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Century Aluminum Co.                                                      | Century Aluminum Co.                                                                         | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35237.60     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pidilite Industries Ltd.                                                  | Pidilite Industries Ltd.                                                                     | CUSIP: N/A<br>LEI: 335800APXGEBZ349GN74       | Long             | EC               | CORP              | IN        |       794 | NS      | $13124.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Tyres Ltd.                                                         | Apollo Tyres Ltd.                                                                            | CUSIP: N/A<br>LEI: 335800W2PJ4XBSHQYC34       | Long             | EC               | CORP              | IN        |      2766 | NS      | $14738.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                         | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $31847.85     | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                  | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $377534.63    | 0.08%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -1253000 | PA      | $-1142628.32  | -0.24%            | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38287.87     | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                            | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30963.42     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | 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      | $-39802.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4000 | PA      | $3763.28      | 0.00%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132J7RZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13541 | PA      | $12466.90     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allos SA                                                                  | Allos SA                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     42514 | NS      | $206569.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharti Airtel Ltd.                                                        | Bharti Airtel Ltd.                                                                           | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |      7122 | NS      | $150626.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36196FZE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4090 | PA      | $3781.51      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1800000 | PA      | $1814828.35   | 0.38%             | 2055-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    129000 | PA      | $122499.61    | 0.03%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                        | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    830000 | PA      | $827405.10    | 0.17%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amer Sports Co.                                                           | Amer Sports Co.                                                                              | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51030.07     | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                              | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322031.02    | 0.07%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                                      | Endeavour Mining plc                                                                         | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |      6941 | NS      | $291564.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc.                                                                         | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10328.36     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housing Contract Trust                            | Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class M1                      | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13561 | PA      | $13676.21     | 0.00%             | 2040-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                          | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $65030.71     | 0.01%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FDW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1214 | PA      | $1221.39      | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                             | Moody's Corp.                                                                                | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67855.37     | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $103034.22    | 0.02%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                                       | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      4916 | NS      | $1212285.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                           | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     64000 | PA      | $68128.00     | 0.01%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31296WPQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24706 | PA      | $25705.19     | 0.01%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                 | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $86400.95     | 0.02%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OA8, Class 2A1                                           | CUSIP: 02148GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10104 | PA      | $8082.95      | 0.00%             | 2047-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9836 | PA      | $9410.74      | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                         | Siemens Energy AG                                                                            | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |     14086 | NS      | $1656219.55   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                     | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77180.11     | 0.02%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Industrivarden AB                                                         | Industrivarden AB, Class A                                                                   | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |       308 | NS      | $12236.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QGKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81055 | PA      | $76678.99     | 0.02%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    247583 | PA      | $213247.66    | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market, Inc.                                              | Sprouts Farmers Market, Inc.                                                                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       552 | NS      | $60057.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                          | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130923.54    | 0.03%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26649 | PA      | $25793.08     | 0.01%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                   | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42115.66     | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DTGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263675 | PA      | $271452.77    | 0.06%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XMA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6092 | PA      | $5945.58      | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA                              | International Consolidated Airlines Group SA                                                 | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |     46102 | NS      | $240115.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                | Willis North America, Inc.                                                                   | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224116.48    | 0.05%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4904 | PA      | $4443.90      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132HRMP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41345 | PA      | $38081.59     | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gerdau SA                                                                 | Gerdau SA (Preference)                                                                       | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EP               | CORP              | BR        |     36427 | NS      | $113957.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                                                          | BorgWarner, Inc.                                                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     51494 | NS      | $2263676.24   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                                | CSMC Mortgage-Backed Trust, Series 2007-5, Class 1A11                                        | CUSIP: 22944BAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22941 | PA      | $10772.35     | 0.00%             | 2037-08-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                           | Cogent Communications Group LLC                                                              | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52859.20     | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Orica Ltd.                                                                | Orica Ltd.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       697 | NS      | $9734.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62702 | PA      | $53929.52     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       551 | PA      | $536.54       | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1390088 | PA      | $1197311.54   | 0.25%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132GD3M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8014 | PA      | $8032.47      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                   | Arrow Electronics, Inc.                                                                      | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    205000 | PA      | $214851.18    | 0.04%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                                   | Dell Technologies, Inc., Class C                                                             | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       378 | NS      | $53589.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417GLT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47842 | PA      | $43967.35     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                                             | Allegion US Holding Co., Inc.                                                                | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14812.01     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                          | NCR Atleos Corp.                                                                             | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43300.88     | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                                              | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179191.80    | 0.04%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305830 | PA      | $264128.51    | 0.06%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J8ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37287 | PA      | $36854.81     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                        | TSMC Arizona Corp.                                                                           | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350459.94    | 0.07%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                             | Entergy Corp.                                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      6374 | NS      | $593993.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -312 | NC      | $-790964.81   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                      | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $220100.00    | 0.05%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                    | Morgan Stanley Bank NA                                                                       | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    281000 | PA      | $281671.68    | 0.06%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     14769 | NS      | $148774.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                                              | MasTec, Inc.                                                                                 | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      4710 | NS      | $1002335.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                      | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15401.34     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4842 | PA      | $4609.49      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138YBX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1927 | PA      | $1883.42      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KE2B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6197 | PA      | $6024.90      | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3209 | NS      | $533849.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CPFL Energia SA                                                           | CPFL Energia SA                                                                              | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               | CORP              | BR        |     15815 | NS      | $116630.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR Mortgage Loan Trust                                                   | GSR Mortgage Loan Trust, Series 2007-1F, Class 2A4                                           | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       280 | PA      | $593.31       | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                  | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    480000 | PA      | $567518.84    | 0.12%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                  | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, Class A2MZ                        | CUSIP: 61744CKH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78383 | PA      | $74584.06     | 0.02%             | 2034-12-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                 | Coca-Cola Femsa SAB de CV                                                                    | CUSIP: N/A<br>LEI: 5493008KEVFYPMGTXO33       | Long             | EC               | CORP              | MX        |      6543 | NS      | $54288.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                        | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51849.60     | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                                  | Lindblad Expeditions LLC                                                                     | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10192.90     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    330000 | PA      | $344953.19    | 0.07%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd.                                                     | HCL Technologies Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |      7544 | NS      | $117772.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OH2, Class A2A                                           | CUSIP: 02151RAC7<br>LEI: 549300QKXMAFE33VN106 | Long             | ABS-MBS          | CORP              | US        |      4099 | PA      | $3668.87      | 0.00%             | 2047-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Samsung C&T Corp.                                                         | Samsung C&T Corp.                                                                            | CUSIP: N/A<br>LEI: 988400GFRE4IDFPE9E64       | Long             | EC               | CORP              | KR        |       360 | NS      | $47407.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    343159 | PA      | $295675.92    | 0.06%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2019-2A, Class A1                                | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21863 | PA      | $21495.50     | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140L6BK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31732 | PA      | $26081.97     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HTA Group Ltd.                                                            | HTA Group Ltd.                                                                               | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     50000 | PA      | $52015.50     | 0.01%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp                                                                              | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     16706 | NS      | $275043.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rambus, Inc.                                                              | Rambus, Inc.                                                                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      1168 | NS      | $121705.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34631.66     | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                  | CACI International, Inc.                                                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52609.08     | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                              | Diversified Healthcare Trust                                                                 | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10163.30     | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                       | Bear Stearns Mortgage Funding Trust, Series 2006-SL1, Class A1                               | CUSIP: 07400WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6998 | PA      | $6946.06      | 0.00%             | 2036-08-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                             | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $368799.17    | 0.08%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                                                     | Auto Trader Group plc                                                                        | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |     30637 | NS      | $325465.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3718 | PA      | $3653.61      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4031 | PA      | $3930.11      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-5, Class 2A3                                     | CUSIP: 54251PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19478 | PA      | $9137.28      | 0.00%             | 2036-06-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                           | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $948362.21    | 0.20%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                                              | Infosys Ltd.                                                                                 | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |     53747 | NS      | $874167.26    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                        | Diageo Capital plc                                                                           | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1030000 | PA      | $1085171.58   | 0.23%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        55 | NS      | $10577.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPL Ltd.                                                                  | UPL Ltd.                                                                                     | CUSIP: N/A<br>LEI: 335800RJSM1SLHO4UA95       | Long             | EC               | CORP              | IN        |      1756 | NS      | $12963.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    347000 | PA      | $218826.88    | 0.05%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                                     | Electronic Arts, Inc.                                                                        | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    122000 | PA      | $115840.17    | 0.02%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H0226A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $258233.13    | 0.05%             | 2055-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                | Willis North America, Inc.                                                                   | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161227.09    | 0.03%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                            | Option One Mortgage Loan Trust, Series 2007-FXD2, Class 1A1                                  | CUSIP: 68403BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27206 | PA      | $24688.00     | 0.01%             | 2037-03-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                                           | Grupo Cibest SA (Preference)                                                                 | CUSIP: N/A<br>LEI: 54930052NWJRPNMP1W58       | Long             | EP               | CORP              | CO        |      9851 | NS      | $128299.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36196FZF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5094 | PA      | $4703.78      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1410 | NS      | $703886.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                  | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330886.23    | 0.07%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                  | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $69814.80     | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31151 | PA      | $32387.92     | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                           | Life Time, Inc.                                                                              | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32510.84     | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MTN Group Ltd.                                                            | MTN Group Ltd.                                                                               | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |     21884 | NS      | $184154.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                              | Kohl's Corp.                                                                                 | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     39000 | PA      | $42406.10     | 0.01%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                                    | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $53138.52     | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    445000 | PA      | $450883.59    | 0.09%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                               | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26978.18     | 0.01%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                       | Suncor Energy, Inc.                                                                          | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     16067 | NS      | $672373.41    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107304 | PA      | $108836.11    | 0.02%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132G5AU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1004 | PA      | $991.93       | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QM4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136050 | PA      | $117106.27    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boliden AB                                                                | Boliden AB                                                                                   | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |      1402 | NS      | $57227.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138YBX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9378 | PA      | $9191.08      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                          | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $45031.58     | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Migros Ticaret A/S                                                        | Migros Ticaret A/S                                                                           | CUSIP: N/A<br>LEI: 5493002IOWNT1QZMAA74       | Long             | EC               | CORP              | TR        |     11894 | NS      | $127301.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Home Mortgage Assets Trust                                       | American Home Mortgage Assets Trust, Series 2006-3, Class 2A11                               | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39384 | PA      | $25870.96     | 0.01%             | 2046-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250056.27    | 0.05%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HDC Hyundai Development Co-Engineering & Construction                     | HDC Hyundai Development Co-Engineering & Construction                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1475 | NS      | $21409.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     16450 | NS      | $116192.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                 | Repsol SA                                                                                    | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |     36999 | NS      | $657924.34    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13411 | PA      | $12507.39     | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                            | Option One Mortgage Loan Trust, Series 2007-CP1, Class 2A3                                   | CUSIP: 68402YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $35081.84     | 0.01%             | 2037-03-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                                         | Booz Allen Hamilton Holding Corp.                                                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        61 | NS      | $6096.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 312938GD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3446 | PA      | $3463.41      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Moderna, Inc.                                                             | Moderna, Inc.                                                                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      5422 | NS      | $140050.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       438 | PA      | $426.35       | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      7620 | NS      | $1805940.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                      | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42074.18     | 0.01%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | Rolls-Royce Holdings plc                                                                     | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |     55410 | NS      | $890674.83    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                              | Deluxe Corp.                                                                                 | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29238.05     | 0.01%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                                                 | NVR, Inc.                                                                                    | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    620000 | PA      | $585999.84    | 0.12%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                      | FS KKR Capital Corp.                                                                         | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121453.66    | 0.03%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TOPIX Index                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        45 | NC      | $66111.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1200 | NS      | $79128.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132HNMK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4117 | PA      | $3913.30      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                               | Garmin Ltd.                                                                                  | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       907 | NS      | $223321.54    | 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      | $505.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33754 | PA      | $32107.00     | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xero Ltd.                                                                 | Xero Ltd.                                                                                    | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |      3249 | NS      | $339017.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkermes plc                                                              | Alkermes plc                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      1973 | NS      | $59190.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                                                | United Natural Foods, Inc.                                                                   | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59995.24     | 0.01%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       532 | PA      | $503.26       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                              | DNB Bank ASA                                                                                 | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |      2419 | NS      | $65932.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                              | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13384.09     | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J9Y96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4565 | PA      | $4620.30      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lotes Co. Ltd.                                                            | Lotes Co. Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1000 | NS      | $51116.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138Y4UY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1499 | PA      | $1463.42      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138W5M21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19904 | PA      | $18292.37     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Solar Industries India Ltd.                                               | Solar Industries India Ltd.                                                                  | CUSIP: N/A<br>LEI: 3358002ANWRT2YJ79L60       | Long             | EC               | CORP              | IN        |      1275 | NS      | $191515.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | Murata Manufacturing Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |     11600 | NS      | $220215.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140EXEK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15337 | PA      | $15297.96     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     66000 | PA      | $64979.06     | 0.01%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                              | Klepierre SA                                                                                 | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |      1224 | NS      | $47784.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amada Co. Ltd.                                                            | Amada Co. Ltd.                                                                               | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |     31100 | NS      | $382198.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                 | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    670000 | PA      | $668003.18    | 0.14%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4820 | PA      | $4549.51      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                   | Quest Diagnostics, Inc.                                                                      | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345194.38    | 0.07%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                                              | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1429959.57   | 0.30%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                             | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15653.38     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8016 | PA      | $7614.59      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    776820 | PA      | $693743.92    | 0.14%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                      | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55320.57     | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97920 | PA      | $81051.01     | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     14547 | NS      | $872097.42    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84136 | PA      | $87368.57     | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd.                                                        | Ivanhoe Mines Ltd.                                                                           | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $52695.75     | 0.01%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                     | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    440000 | PA      | $401657.23    | 0.08%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                 | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44561.47     | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140KKX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23258 | PA      | $18946.07     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                              | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87978.13     | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Seegene, Inc.                                                             | Seegene, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       693 | NS      | $12249.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                        | Ryder System, Inc.                                                                           | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25887.77     | 0.01%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Pagseguro Digital Ltd.                                                    | Pagseguro Digital Ltd., Class A                                                              | CUSIP: N/A<br>LEI: 391200VY4YW47I4HGH62       | Long             | EC               | CORP              | KY        |      7008 | NS      | $70080.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc., Class A                                                                         | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      1511 | NS      | $109199.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8743 | PA      | $8467.28      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Radico Khaitan Ltd.                                                       | Radico Khaitan Ltd.                                                                          | CUSIP: N/A<br>LEI: 335800P7T5DW332M7E19       | Long             | EC               | CORP              | IN        |       828 | NS      | $26921.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                           | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181400.99    | 0.04%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Steel Co.                                                         | Hyundai Steel Co.                                                                            | CUSIP: N/A<br>LEI: 9884006EYA94IB2C3132       | Long             | EC               | CORP              | KR        |      4905 | NS      | $118687.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| XPeng, Inc.                                                               | XPeng, Inc., Class A                                                                         | CUSIP: N/A<br>LEI: 549300TZNMIREMWQU857       | Long             | EC               | CORP              | KY        |      3500 | NS      | $41124.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                      | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15272.64     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Applied Industrial Technologies, Inc.                                     | Applied Industrial Technologies, Inc.                                                        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |        56 | NS      | $14618.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                         | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    199000 | PA      | $195110.70    | 0.04%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31416VXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20316 | PA      | $20161.35     | 0.00%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1390 | NS      | $1088703.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J7R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26336 | PA      | $26009.29     | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      6138 | NS      | $558251.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                                              | Cintas Corp.                                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       681 | NS      | $139782.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24608 | PA      | $23545.47     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                                          | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    220000 | PA      | $134523.81    | 0.03%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                        | Best Buy Co., Inc.                                                                           | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1097 | NS      | $82955.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39281 | PA      | $37100.32     | 0.01%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36213FZ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4286 | PA      | $4016.43      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer