# EDGAR Filing Document

**Accession Number:** 0000764719
**File Stem:** 0001752724-25-158190
**Filing Date:** 2025-6
**Character Count:** 421221
**Document Hash:** 8a3450946fef1729911542e18547bce7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158190.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158190

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04253
- **FILM NUMBER:** 251077300

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $147542691.23

**Total Liabilities:** $3701146.46

**Net Assets:** $143841544.77

**Delayed Delivery Securities:** $98928.72

**Cash Not Reported:** $443216.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -57.80025450 | **1-Year:** -1249.58860570 | **5-Year:** -5002.50642920 | **10-Year:** -7368.13633240 | **30-Year:** -4387.56649070

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

- **3-Month:** -0.61238150 | **1-Year:** -38.86071910 | **5-Year:** -102.39126650 | **10-Year:** -106.35374410 | **30-Year:** -41.51673140

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054207 | 1.89%                | 0.15%                | 0.52%                |
| Class ID C000054209 | 1.87%                | 0.22%                | 0.51%                |
| Class ID C000054216 | 1.91%                | 0.15%                | 0.45%                |
| Class ID C000054214 | 1.82%                | 0.08%                | 0.47%                |
| Class ID C000054212 | 1.95%                | 0.15%                | 0.52%                |
| Class ID C000054208 | 1.87%                | 0.22%                | 0.51%                |
| Class ID C000054210 | 1.86%                | 0.08%                | 0.46%                |
| Class ID C000054217 | 1.88%                | 0.15%                | 0.52%                |
| Class ID C000054211 | 1.78%                | 0.08%                | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $597767.73               | $-929837.27                                |
| Month 2  | $-17527.90               | $-4295495.59                               |
| Month 3  | $313357.52               | $77710.51                                  |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                 | Title                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                                     | CBRE Group, Inc., Class A                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1108 | NS      | $135375.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                 | Boston Properties LP                                                       | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80166.02     | 0.06%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                        | UniCredit SpA                                                              | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    350000 | PA      | $346740.94    | 0.24%             | 2026-09-22      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                            | CTS Eventim AG & Co. KGaA                                                  | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |       782 | NS      | $91955.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners, Inc.                                   | PJT Partners, Inc., Class A                                                | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       280 | NS      | $39678.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan, Inc.                                   | ServiceTitan, Inc., Class A                                                | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       323 | NS      | $37342.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66633.48     | 0.05%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                           | COPT Defense Properties LP                                                 | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89496.72     | 0.06%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103811.01    | 0.07%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp.                             | Wintrust Financial Corp.                                                   | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       310 | NS      | $34462.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                      | Eaton Corp. plc                                                            | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       704 | NS      | $207236.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                           | Occidental Petroleum Corp.                                                 | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53507.42     | 0.04%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                   | Columbia Pipelines Holding Co. LLC                                         | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22310.02     | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| nCino, Inc.                                          | nCino, Inc.                                                                | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |      1498 | NS      | $34753.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                                | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    193000 | PA      | $120284.82    | 0.08%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     13403 | NS      | $696285.85    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Capital, Inc.                              | Accenture Capital, Inc.                                                    | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54938.41     | 0.04%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                         | Cadence Design Systems, Inc.                                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1694 | NS      | $504371.56    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                   | Lam Research Corp.                                                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1749 | NS      | $125350.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                    | Mitsui & Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |      2900 | NS      | $58778.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial Capital LLC                           | CNH Industrial Capital LLC                                                 | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97635.28     | 0.07%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                  | Public Service Electric and Gas Co., Series Q                              | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46655.24     | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                          | Euronext NV                                                                | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |       938 | NS      | $156970.49    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp.                                | Hancock Whitney Corp.                                                      | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       967 | NS      | $50371.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical, Inc.                                 | Outset Medical, Inc.                                                       | CUSIP: 690145206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1355 | NS      | $14417.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S Foods, Inc.                                        | S Foods, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3300 | NS      | $62201.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                    | Exxon Mobil Corp.                                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4738 | NS      | $500474.94    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-570279.12   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1186 | NS      | $311123.38    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                       | Alphabet, Inc., Class A                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4432 | NS      | $703801.60    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                                     | Kroger Co. (The)                                                           | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68608.38     | 0.05%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Experian plc                                         | Experian plc                                                               | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |      3272 | NS      | $162279.57    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                          | Ionis Pharmaceuticals, Inc.                                                | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       602 | NS      | $18487.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.          | Taiwan Semiconductor Manufacturing Co. Ltd.                                | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      3560 | NS      | $593416.40    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes B                                | Novonesis Novozymes B                                                      | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |       674 | NS      | $43741.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                    | Philip Morris International, Inc.                                          | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     98000 | PA      | $102710.03    | 0.07%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                    | Store Capital LLC                                                          | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127295.92    | 0.09%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                      | CME Group, Inc.                                                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       182 | NS      | $50428.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                      | Ingredion, Inc.                                                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      3067 | NS      | $407358.94    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                                  | Valero Energy Corp.                                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1453 | NS      | $168678.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                              | CRH plc                                                                    | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      3974 | NS      | $379199.08    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                         | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76024.96     | 0.05%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                           | Esab Corp.                                                                 | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       294 | NS      | $35315.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                                     | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    114000 | PA      | $88830.31     | 0.06%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PALTAC Corp.                                         | PALTAC Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2200 | NS      | $60839.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                       | Amphenol Corp., Class A                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1354 | NS      | $104190.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group plc                                   | Vodafone Group plc                                                         | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    138000 | PA      | $128000.19    | 0.09%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                    | Xcel Energy, Inc.                                                          | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56117.41     | 0.04%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                               | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    197000 | PA      | $190719.35    | 0.13%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AMETEK, Inc.                                         | AMETEK, Inc.                                                               | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       361 | NS      | $61218.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Breedon Group plc                                    | Breedon Group plc                                                          | CUSIP: N/A<br>LEI: 213800DQGNQE3X76WS92       | Long             | EC               | CORP              | GB        |     11611 | NS      | $66630.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101852.98    | 0.07%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     83000 | PA      | $51096.38     | 0.04%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                           | Chubb Ltd.                                                                 | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       136 | NS      | $38906.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                              | Permian Resources Corp.                                                    | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      8337 | NS      | $98376.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93344.57     | 0.06%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp.                         | Two Harbors Investment Corp.                                               | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      2442 | NS      | $28986.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                         | Ligand Pharmaceuticals, Inc.                                               | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       497 | NS      | $54600.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Power Fuel Securitization LLC               | Virginia Power Fuel Securitization LLC, Series A-1                         | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |     30660 | PA      | $30915.25     | 0.02%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                            | QIAGEN NV                                                                  | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      5330 | NS      | $227965.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                   | CoStar Group, Inc.                                                         | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      1259 | NS      | $93380.03     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                         | NVIDIA Corp.                                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     24840 | NS      | $2705572.80   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                        | Paychex, Inc.                                                              | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55867.78     | 0.04%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                           | PG&E Corp.                                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     11737 | NS      | $193895.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                     | Amazon.com, Inc.                                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     10248 | NS      | $1889936.16   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd.                                       | Videotron Ltd.                                                             | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    123000 | PA      | $116393.73    | 0.08%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| China Resources Beer Holdings Co. Ltd.               | China Resources Beer Holdings Co. Ltd.                                     | CUSIP: N/A<br>LEI: 254900OH02Y7OS7RNG48       | Long             | EC               | CORP              | HK        |     25500 | NS      | $90089.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $443113.42    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                   | Bloom Energy Corp., Class A                                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      1151 | NS      | $21086.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                           | New Jersey Resources Corp.                                                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       871 | NS      | $42626.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp.                                          | Hut 8 Corp.                                                                | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |      1792 | NS      | $22059.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                                     | Timken Co. (The)                                                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       540 | NS      | $34695.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                 | Infrastrutture Wireless Italiane SpA                                       | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |      7339 | NS      | $87629.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $53481.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                    | Banco Bradesco SA                                                          | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     19121 | NS      | $47037.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Finance Ltd.                                  | Santos Finance Ltd.                                                        | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     87000 | PA      | $91684.34     | 0.06%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                        | Berkshire Hathaway Energy Co.                                              | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17148.34     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                           | Essex Property Trust, Inc.                                                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       674 | NS      | $188147.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Etihad Etisalat Co.                                  | Etihad Etisalat Co.                                                        | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |      5464 | NS      | $91480.61     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                           | Visa, Inc.                                                                 | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     92000 | PA      | $49867.17     | 0.03%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| nVent Electric plc                                   | nVent Electric plc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      1908 | NS      | $104768.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics, Inc.                            | Kymera Therapeutics, Inc.                                                  | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       739 | NS      | $25325.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| JBS USA Holding Lux SARL                             | JBS USA Holding Lux SARL                                                   | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     56000 | PA      | $57652.90     | 0.04%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  45700000 | PA      | $430851.84    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                    | RingCentral, Inc., Class A                                                 | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      5055 | NS      | $128902.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LAD Auto Receivables Trust                           | LAD Auto Receivables Trust, Series 2023-2A, Class A2                       | CUSIP: 505713AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5207 | PA      | $5210.89      | 0.00%             | 2027-06-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                      | Hilton Worldwide Holdings, Inc.                                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       132 | NS      | $29763.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale Overseas Ltd.                                   | Vale Overseas Ltd.                                                         | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     42000 | PA      | $40565.16     | 0.03%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Symrise AG                                           | Symrise AG                                                                 | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |      1199 | NS      | $137934.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co.                               | MidAmerican Energy Co.                                                     | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92000.98     | 0.06%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                      | Oncor Electric Delivery Co. LLC                                            | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87076.74     | 0.06%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Oddity Tech Ltd.                                     | Oddity Tech Ltd., Class A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       436 | NS      | $26787.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MFS Institutional Money Market Portfolio             | MFS Institutional Money Market Portfolio, Class A                          | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |   5715273 | NS      | $5715272.77   | 3.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                             | Jazz Pharmaceuticals plc                                                   | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |       557 | NS      | $65146.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.              | Mid-America Apartment Communities, Inc.                                    | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       289 | NS      | $46138.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                             | Option Care Health, Inc.                                                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      1499 | NS      | $48432.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                   | BJ's Wholesale Club Holdings, Inc.                                         | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       334 | NS      | $39265.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Azbil Corp.                                          | Azbil Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7800 | NS      | $67209.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                             | Bristol-Myers Squibb Co.                                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      7085 | NS      | $355667.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd.                                             | CSL Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |       466 | NS      | $74961.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                       | TechnipFMC plc                                                             | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |      9008 | NS      | $253755.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                         | Waters Corp.                                                               | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       329 | NS      | $114403.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd.                         | Northern Star Resources Ltd.                                               | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |     79000 | PA      | $81299.39     | 0.06%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                                      | Eli Lilly & Co.                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        46 | NS      | $41351.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                    | Galaxy Pipeline Assets Bidco Ltd.                                          | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     88376 | PA      | $85130.94     | 0.06%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| AST SpaceMobile, Inc.                                | AST SpaceMobile, Inc.                                                      | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |       383 | NS      | $8889.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $391206.95    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                 | Columbia Pipelines Operating Co. LLC                                       | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $52961.86     | 0.04%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | IFSC NIFTY 50 Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |       -37 | NC      | $-26442.74    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                        | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $150697.27    | 0.10%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                           | Elastic NV                                                                 | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |       687 | NS      | $59219.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Electric Utilities Corp.                         | PPL Electric Utilities Corp.                                               | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112050.50    | 0.08%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                       | Element Fleet Management Corp.                                             | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    133000 | PA      | $139902.38    | 0.10%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                          | L3Harris Technologies, Inc.                                                | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39615.77     | 0.03%             | 2033-07-31      | Fixed         | 5.40%                 | 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      | $-4362.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                               | Howmet Aerospace, Inc.                                                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2611 | NS      | $361832.38    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                       | Alphabet, Inc., Class C                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3955 | NS      | $636319.95    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Weir Group plc (The)                                 | Weir Group plc (The)                                                       | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |      1570 | NS      | $47114.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                       | NNN REIT, Inc.                                                             | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86067.42     | 0.06%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bolsa Mexicana de Valores SAB de CV                  | Bolsa Mexicana de Valores SAB de CV                                        | CUSIP: N/A<br>LEI: 894500CS2D6RLGW61A19       | Long             | EC               | CORP              | MX        |     32000 | NS      | $67147.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp.                                    | BAT Capital Corp.                                                          | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    112000 | PA      | $119710.20    | 0.08%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                | Targa Resources Corp.                                                      | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    138000 | PA      | $111129.80    | 0.08%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                    | Xcel Energy, Inc.                                                          | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    101000 | PA      | $97283.25     | 0.07%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                         | Neurocrine Biosciences, Inc.                                               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       274 | NS      | $29507.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                             | Arthur J Gallagher & Co.                                                   | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86929.99     | 0.06%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Absci Corp.                                          | Absci Corp.                                                                | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3711 | NS      | $11392.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Television Holdings, Inc.                     | Nippon Television Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 353800QI43C3H97E4W63       | Long             | EC               | CORP              | JP        |      3400 | NS      | $78448.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                              | Boston Scientific Corp.                                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      2651 | NS      | $272708.37    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                  | Amadeus IT Group SA                                                        | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |     11089 | NS      | $871567.95    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                        | Owens Corning                                                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      3998 | NS      | $581349.18    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                             | Jeronimo Martins SGPS SA                                                   | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |      4560 | NS      | $110499.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     51000 | PA      | $50599.57     | 0.04%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Class A                                      | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1035 | NS      | $246930.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings LP                                | Plains GP Holdings LP, Class A                                             | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             |  |  | US        |      5012 | NS      | $93423.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd.                               | Julius Baer Group Ltd.                                                     | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |      1555 | NS      | $100306.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    131000 | PA      | $134326.71    | 0.09%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                         | Biogen, Inc.                                                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       165 | NS      | $19978.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                           | Warnermedia Holdings, Inc.                                                 | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     61000 | PA      | $52233.11     | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                          | Phillips 66                                                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1655 | NS      | $172219.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                       | WP Carey, Inc.                                                             | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       758 | NS      | $47329.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | FTSE/MIB Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |        -4 | NC      | $-46939.64    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2837.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Steadfast Group Ltd.                                 | Steadfast Group Ltd.                                                       | CUSIP: N/A<br>LEI: 9845003B6BEAA12DBD91       | Long             | EC               | CORP              | AU        |     17677 | NS      | $66466.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                           | Saia, Inc.                                                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        72 | NS      | $17568.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                       | DTE Energy Co.                                                             | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73751.72     | 0.05%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                            | Sanofi SA                                                                  | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       863 | NS      | $94644.37     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group plc                             | Howden Joinery Group plc                                                   | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |      6152 | NS      | $63356.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of California, Inc.                             | Banc of California, Inc.                                                   | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      1876 | NS      | $25288.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                             | SBA Communications Corp.                                                   | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        63 | NS      | $15334.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                                     | GE Vernova, Inc.                                                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       426 | NS      | $157969.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Next plc                                             | Next plc                                                                   | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |       294 | NS      | $48471.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Everest Group Ltd.                                   | Everest Group Ltd.                                                         | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       112 | NS      | $40188.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Long Gilt                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        51 | NC      | $32198.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     13985 | NS      | $2971812.50   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                        | Moody's Corp.                                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        54 | NS      | $24468.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                         | British American Tobacco plc                                               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      2449 | NS      | $106263.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON plc                                             | ICON plc                                                                   | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |       351 | NS      | $53155.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3810.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.               | Check Point Software Technologies Ltd.                                     | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |       202 | NS      | $44351.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                           | Tenaris SA                                                                 | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      2385 | NS      | $79396.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                  | Expand Energy Corp.                                                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1196 | NS      | $124264.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                         | Fiserv, Inc.                                                               | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       902 | NS      | $166482.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                               | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $143408.83    | 0.10%             | 2043-02-11      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                  | Flowers Foods, Inc.                                                        | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53750.61     | 0.04%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                     | GE HealthCare Technologies, Inc.                                           | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       369 | NS      | $25951.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                            | Duke Energy Carolinas LLC                                                  | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     64000 | PA      | $56668.02     | 0.04%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69845.50     | 0.05%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                              | Kirin Holdings Co. Ltd.                                                    | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      2800 | NS      | $42280.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Services, Inc.                                  | CBRE Services, Inc.                                                        | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    108000 | PA      | $111560.99    | 0.08%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1975 | NS      | $361899.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sundrug Co. Ltd.                                     | Sundrug Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2700 | NS      | $90339.91     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                              | Sika AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |       566 | NS      | $141645.82    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                             | Bristol-Myers Squibb Co.                                                   | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48034.06     | 0.03%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                  | Toll Brothers, Inc.                                                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       664 | NS      | $66977.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                                | Sun Communities, Inc.                                                      | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       354 | NS      | $44048.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitbread plc                                        | Whitbread plc                                                              | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |       846 | NS      | $29410.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | TOPIX Index                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       -41 | NC      | $-146845.19   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                   | Deutsche Boerse AG                                                         | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      1075 | NS      | $346012.52    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                             | Marathon Petroleum Corp.                                                   | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96806.75     | 0.07%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                        | Pioneer Natural Resources Co.                                              | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    127000 | PA      | $111512.01    | 0.08%             | 2030-08-15      | Fixed         | 1.90%                 | 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      | $15340.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                    | Enterprise Products Operating LLC                                          | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    144000 | PA      | $141459.33    | 0.10%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                        | Gartner, Inc.                                                              | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       237 | NS      | $99795.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P MidCap 400 E-Mini Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -43 | NC      | $48936.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Investment Ltd.                           | CapitaLand Investment Ltd.                                                 | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |     42800 | NS      | $90115.61     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                              | Lantheus Holdings, Inc.                                                    | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       551 | NS      | $57491.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                                | Cheniere Energy, Inc.                                                      | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       663 | NS      | $153225.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corp.                                          | NAVER Corp.                                                                | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |       997 | NS      | $140625.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Constellation Software, Inc.                                               | CUSIP: 21037X134<br>LEI: N/A                  | N/A              | DO               |  | CA        |       149 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JFrog Ltd.                                           | JFrog Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1715 | NS      | $57915.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                    | Ross Stores, Inc.                                                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       296 | NS      | $41144.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co.                                    | Georgia Power Co.                                                          | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     86000 | PA      | $78809.07     | 0.05%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                | Albertsons Cos., Inc., Class A                                             | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      2182 | NS      | $47960.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                            | UGI Corp.                                                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      1362 | NS      | $44659.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1275 | NS      | $339672.75    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53868.05     | 0.04%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                                   | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    112000 | PA      | $93179.96     | 0.06%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Series GG                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31116.99     | 0.02%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                  | EssilorLuxottica SA                                                        | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |      1384 | NS      | $397433.89    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                | ARI Fleet Lease Trust, Series 2023-A, Class A2                             | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25504 | PA      | $25529.40     | 0.02%             | 2032-02-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                             | Bunge Ltd. Finance Corp.                                                   | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94084.16     | 0.07%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                | Spotify Technology SA                                                      | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      2021 | NS      | $1240853.58   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    102000 | PA      | $87199.19     | 0.06%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp.                                  | Franco-Nevada Corp.                                                        | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      5551 | NS      | $953929.65    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                       | Alimentation Couche-Tard, Inc.                                             | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $69825.60     | 0.05%             | 2050-01-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $91683.01     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                 | Edison International                                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      6715 | NS      | $359319.65    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden State Tobacco Securitization Corp.            | Golden State Tobacco Securitization Corp.                                  | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $51298.18     | 0.04%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                    | Johnson & Johnson                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      3650 | NS      | $570531.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  10500000 | PA      | $-218655.03   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                    | Merck & Co., Inc.                                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      5473 | NS      | $466299.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp.                            | Blueprint Medicines Corp.                                                  | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       463 | NS      | $41438.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc., Class A                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1445 | NS      | $791946.70    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                            | Flutter Entertainment plc                                                  | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |      1369 | NS      | $329915.31    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                         | Barclays plc                                                               | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     34594 | NS      | $138428.67    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                       | DTE Energy Co.                                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1874 | NS      | $256738.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cranswick plc                                        | Cranswick plc                                                              | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |       984 | NS      | $68174.27     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-469.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3168.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                            | Bank of Ireland Group plc                                                  | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |     34453 | NS      | $407159.70    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                        | Akzo Nobel NV                                                              | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       604 | NS      | $38282.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55057.21     | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                             | Equitable Holdings, Inc.                                                   | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     18774 | NS      | $928374.30    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                         | Pfizer, Inc.                                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      4686 | NS      | $114385.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                       | BNP Paribas SA                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      1433 | NS      | $121111.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                            | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     69000 | PA      | $70046.34     | 0.05%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | SPI 200 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |       -15 | NC      | $-60247.25    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp.                                     | Bio-Techne Corp.                                                           | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      4702 | NS      | $236745.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.          | Taiwan Semiconductor Manufacturing Co. Ltd.                                | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     22654 | NS      | $643148.92    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                                 | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105881.73    | 0.07%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JGC Holdings Corp.                                   | JGC Holdings Corp.                                                         | CUSIP: N/A<br>LEI: 5493003WMGG79YLARU68       | Long             | EC               | CORP              | JP        |      5600 | NS      | $44884.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.               | Bright Horizons Family Solutions, Inc.                                     | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       926 | NS      | $116138.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                          | Pentair plc                                                                | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |       536 | NS      | $48631.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | DAX Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         3 | NC      | $-46274.34    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                              | APA Infrastructure Ltd.                                                    | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     81000 | PA      | $77810.58     | 0.05%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Teleflex, Inc.                                       | Teleflex, Inc.                                                             | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       165 | NS      | $22613.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                               | Cie de Saint-Gobain SA                                                     | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      3195 | NS      | $347507.30    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                          | Tesla, Inc.                                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1090 | NS      | $307554.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                         | Pfizer, Inc.                                                               | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     58000 | PA      | $40589.14     | 0.03%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Pluxee NV                                            | Pluxee NV                                                                  | CUSIP: N/A<br>LEI: 213800RQNIQT48SEEO85       | Long             | EC               | CORP              | NL        |      1818 | NS      | $40851.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                           | ZOZO, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |      8800 | NS      | $89489.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, Inc.                                            | RXO, Inc.                                                                  | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      1181 | NS      | $16640.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                             | Hims & Hers Health, Inc.                                                   | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |       497 | NS      | $16450.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9784.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                                   | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     44000 | PA      | $28325.90     | 0.02%             | 2050-12-01      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp.                                   | Atmos Energy Corp.                                                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       258 | NS      | $41442.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                              | Regions Financial Corp.                                                    | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2185 | NS      | $44595.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                   | Under Armour, Inc., Class C                                                | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      4602 | NS      | $25034.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG               | Chocoladefabriken Lindt & Spruengli AG                                     | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |        18 | NS      | $262579.51    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp.                            | PROCEPT BioRobotics Corp.                                                  | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       422 | NS      | $22779.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co.                               | Becton Dickinson & Co.                                                     | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1188 | NS      | $246022.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                       | Alimentation Couche-Tard, Inc.                                             | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       605 | NS      | $31579.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAR Group Ltd.                                       | CAR Group Ltd.                                                             | CUSIP: N/A<br>LEI: 5299009TFWZGH2AN7D11       | Long             | EC               | CORP              | AU        |      1026 | NS      | $21891.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempus AI, Inc.                                      | Tempus AI, Inc.                                                            | CUSIP: 88023B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       544 | NS      | $28108.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Pioneer Natural Resources Co.                        | Pioneer Natural Resources Co.                                              | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     72000 | PA      | $63179.33     | 0.04%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                            | LKQ Corp.                                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      2196 | NS      | $83909.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                         | Grand Canyon Education, Inc.                                               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       241 | NS      | $42987.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Info Service PCL                            | Advanced Info Service PCL                                                  | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |      4700 | NS      | $41505.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $162094.90    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                            | Thales SA                                                                  | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       296 | NS      | $82435.43     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathay General Bancorp                               | Cathay General Bancorp                                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1149 | NS      | $47901.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P 500 Index                                                              | CUSIP: 00P990LD4<br>LEI: N/A                  | N/A              | DE               |  | US        |         5 | NC      | $61960.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                       | TopBuild Corp.                                                             | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       221 | NS      | $65362.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                             | Marvell Technology, Inc.                                                   | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       396 | NS      | $23114.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                | Elevance Health, Inc.                                                      | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28356.67     | 0.02%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49931.18     | 0.03%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Essential Properties Realty Trust, Inc.              | Essential Properties Realty Trust, Inc.                                    | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      1736 | NS      | $55847.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                                    | Morningstar, Inc.                                                          | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       324 | NS      | $92249.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.           | Knight-Swift Transportation Holdings, Inc.                                 | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1840 | NS      | $72072.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                     | Omega Healthcare Investors, Inc.                                           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      2952 | NS      | $115275.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                         | United Community Banks, Inc.                                               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      1657 | NS      | $45749.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gitlab, Inc.                                         | Gitlab, Inc., Class A                                                      | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |      1108 | NS      | $51710.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                        | Raymond James Financial, Inc.                                              | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       540 | NS      | $74001.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54963.96     | 0.04%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                               | US Foods Holding Corp.                                                     | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      2751 | NS      | $180630.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                              | Eni SpA                                                                    | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      4036 | NS      | $57246.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2024-13, Class A1                         | CUSIP: 03466PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92555 | PA      | $92533.26     | 0.06%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Aramark                                              | Aramark                                                                    | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     15630 | NS      | $522510.90    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                       | Assurant, Inc.                                                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       305 | NS      | $58785.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                                     | DraftKings, Inc., Class A                                                  | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |      2350 | NS      | $78231.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                  | LVMH Moet Hennessy Louis Vuitton SE                                        | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      1048 | NS      | $579247.96    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems, Inc.                                    | Pegasystems, Inc.                                                          | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |       837 | NS      | $77070.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co., Inc.                                      | KKR & Co., Inc.                                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      4374 | NS      | $499816.98    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NS Solutions Corp.                                   | NS Solutions Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2600 | NS      | $61481.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128619.26    | 0.09%             | 2033-04-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | BIST 30 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TR        |       107 | NC      | $-10705.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                 | Hartford Insurance Group, Inc. (The)                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       722 | NS      | $88567.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                           | Lamb Weston Holdings, Inc.                                                 | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       380 | NS      | $20067.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent, Inc.                | Concentra Group Holdings Parent, Inc.                                      | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2161 | NS      | $47001.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                                   | Cytokinetics, Inc.                                                         | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       551 | NS      | $23604.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Finance International NV                        | Enel Finance International NV                                              | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $173818.78    | 0.12%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Progressive Corp. (The)                              | Progressive Corp. (The)                                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1938 | NS      | $546012.12    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                      | ASML Holding NV                                                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       134 | NS      | $89522.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Standardaero, Inc.                                   | Standardaero, Inc.                                                         | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2767 | NS      | $74764.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore plc                                         | Glencore plc                                                               | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |     48041 | NS      | $156475.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                            | Nexstar Media Group, Inc.                                                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       246 | NS      | $36816.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                 | Analog Devices, Inc.                                                       | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111345.48    | 0.08%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| International Game Technology plc                    | International Game Technology plc                                          | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |      3781 | NS      | $62008.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                        | Visteon Corp.                                                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      1095 | NS      | $86713.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hampshire Business Finance Authority             | New Hampshire Business Finance Authority, Series 2024 A                    | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103748.61    | 0.07%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1933 | NS      | $357102.42    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P 500 E-Mini Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -130 | NC      | $-82565.20    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                   | Koninklijke KPN NV                                                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |      8367 | NS      | $38865.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International plc                              | Croda International plc                                                    | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      2629 | NS      | $103393.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       142 | NS      | $51189.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                  | General Mills, Inc.                                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      2743 | NS      | $155637.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                         | Pacific Gas and Electric Co.                                               | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    104000 | PA      | $89755.41     | 0.06%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3599.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                             | Jones Lang LaSalle, Inc.                                                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2349 | NS      | $534186.09    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Finance SARL                                   | nVent Finance SARL                                                         | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     37000 | PA      | $36645.15     | 0.03%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                              | Daiichi Sankyo Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |      2800 | NS      | $71361.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN Co. Ltd.                                         | NBN Co. Ltd.                                                               | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    200000 | PA      | $208804.93    | 0.15%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4820.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2024-NQM3, Class A1                                      | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |     71842 | PA      | $72311.63     | 0.05%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                     | Amazon.com, Inc.                                                           | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    102000 | PA      | $96749.49     | 0.07%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                   | EPAM Systems, Inc.                                                         | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       155 | NS      | $24321.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                | Schneider Electric SE                                                      | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      5663 | NS      | $1326948.72   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                                 | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     10334 | NS      | $306196.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                   | HealthEquity, Inc.                                                         | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       598 | NS      | $51260.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano SA                                            | Suzano SA                                                                  | CUSIP: 86959K105<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |      4894 | NS      | $43360.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions, Inc.                                   | ACV Auctions, Inc., Class A                                                | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3533 | NS      | $51899.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                        | Popular, Inc.                                                              | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       616 | NS      | $58778.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                             | Skyworks Solutions, Inc.                                                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       291 | NS      | $18705.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                               | Trane Technologies plc                                                     | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        79 | NS      | $30281.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Russell 2000 E-Mini Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -129 | NC      | $452670.68    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Florida LLC                              | Duke Energy Florida LLC                                                    | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     31000 | PA      | $21906.76     | 0.02%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Globus Medical, Inc.                                 | Globus Medical, Inc., Class A                                              | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       979 | NS      | $70262.83     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                               | Lincoln National Corp.                                                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      2098 | NS      | $66863.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                        | Hologic, Inc.                                                              | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2552 | NS      | $148526.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                               | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87048.04     | 0.06%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                                 | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    154000 | PA      | $125661.71    | 0.09%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       251 | NS      | $40333.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                           | Occidental Petroleum Corp.                                                 | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    127000 | PA      | $90163.90     | 0.06%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                | Resona Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     47700 | NS      | $379985.31    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Series HH                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25033.36     | 0.02%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                            | Insight Enterprises, Inc.                                                  | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       278 | NS      | $38441.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Finance Corp.                                  | Alcon Finance Corp.                                                        | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194674.80    | 0.14%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Eastern Bankshares, Inc.                             | Eastern Bankshares, Inc.                                                   | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      2683 | NS      | $40030.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Canada 10 Year Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -31 | NC      | $8192.09      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics, Inc.                            | Amicus Therapeutics, Inc.                                                  | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      5349 | NS      | $41080.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd.                                         | Hitachi Ltd.                                                               | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |     28900 | NS      | $711079.87    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd.                                       | HDFC Bank Ltd.                                                             | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |      3870 | NS      | $88179.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Holdings, Inc.                                   | LPL Holdings, Inc.                                                         | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119445.20    | 0.08%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                        | AIB Group plc                                                              | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $211475.17    | 0.15%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-49045.17    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92042.69     | 0.06%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-268209.26   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       773 | NS      | $81814.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd.                                 | Viking Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       710 | NS      | $29131.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                            | Church & Dwight Co., Inc.                                                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1014 | NS      | $100730.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                         | Chipotle Mexican Grill, Inc.                                               | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1501 | NS      | $75830.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                          | Adobe, Inc.                                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       625 | NS      | $234362.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                     | Novo Nordisk A/S, Class B                                                  | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      1972 | NS      | $131370.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                | WMG Acquisition Corp.                                                      | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55476.98     | 0.04%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Energy Group, Inc.                      | Northwestern Energy Group, Inc.                                            | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      1060 | NS      | $61723.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.                      | Ultragenyx Pharmaceutical, Inc.                                            | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |       787 | NS      | $30677.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp.                                           | Hess Corp.                                                                 | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       214 | NS      | $27616.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                   | Altria Group, Inc.                                                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     14098 | NS      | $833896.70    | 0.58%             |  |  |  | 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      | $-40072.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                      | 3650R Commercial Mortgage Trust, Series 2021-PF1, Class XA                 | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    974097 | PA      | $39107.06     | 0.03%             | 2054-11-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                        | Revvity, Inc.                                                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       309 | NS      | $28869.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Corp. Ltd.                                   | Venture Corp. Ltd.                                                         | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |      5600 | NS      | $49735.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                     | Burlington Northern Santa Fe LLC                                           | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $40262.51     | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)     | Trustees of the University of Pennsylvania (The), Series 2020              | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    234000 | PA      | $133170.36    | 0.09%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                                  | Veeva Systems, Inc., Class A                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       355 | NS      | $82959.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                                  | Vertiv Holdings Co., Class A                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       267 | NS      | $22796.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG                                                           | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152010.66    | 0.11%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG                                                           | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152318.56    | 0.11%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49275.78     | 0.03%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                          | Intel Corp.                                                                | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53442.69     | 0.04%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                             | JBS USA Holding Lux SARL                                                   | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     79000 | PA      | $72191.06     | 0.05%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                              | Aristocrat Leisure Ltd.                                                    | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |       755 | NS      | $32324.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38090.55     | 0.03%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                    | Wolters Kluwer NV                                                          | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |      1167 | NS      | $206200.60    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | U.S. Treasury 10 Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -70 | NC      | $-146408.98   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Suisan Kaisha Ltd.                              | Toyo Suisan Kaisha Ltd.                                                    | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $354664.99    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                               | General Dynamics Corp.                                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       105 | NS      | $28572.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                                 | Dollar General Corp.                                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       199 | NS      | $18644.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust       | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1 | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87934 | PA      | $87410.00     | 0.06%             | 2069-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $32520.44     | 0.02%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65231.27     | 0.05%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                         | GEA Group AG                                                               | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     12216 | NS      | $792968.72    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                       | Autodesk, Inc.                                                             | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       560 | NS      | $153580.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                  | TE Connectivity plc                                                        | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |       472 | NS      | $69091.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                         | Plexus Corp.                                                               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       222 | NS      | $27179.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IBEX 35 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |        18 | NC      | $160094.79    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                    | FirstEnergy Corp.                                                          | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    162000 | PA      | $146904.85    | 0.10%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                          | Sysco Corp.                                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       492 | NS      | $35128.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co.                       | Southern California Edison Co.                                             | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41330.76     | 0.03%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                      | Universal Health Services, Inc., Class B                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       947 | NS      | $167685.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                           | Builders FirstSource, Inc.                                                 | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       234 | NS      | $27993.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Capital plc                           | Anglo American Capital plc                                                 | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $177968.54    | 0.12%             | 2030-09-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Ventas, Inc.                                         | Ventas, Inc.                                                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       650 | NS      | $45552.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Endava plc                                           | Endava plc                                                                 | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               | CORP              | GB        |       690 | NS      | $12564.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                  | UMB Financial Corp.                                                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       415 | NS      | $39246.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                           | Axis Capital Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |       498 | NS      | $47967.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                        | Ashland, Inc.                                                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1280 | NS      | $69619.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                         | Iberdrola SA                                                               | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      6075 | NS      | $109521.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                          | Cie Financiere Richemont SA (Registered)                                   | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      1612 | NS      | $283689.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                    | Eversource Energy                                                          | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114012.63    | 0.08%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                  | Newell Brands, Inc.                                                        | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      8421 | NS      | $40252.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                         | Natera, Inc.                                                               | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1098 | NS      | $165721.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                   | Coca-Cola Europacific Partners plc                                         | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |       597 | NS      | $54171.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                          | Italgas SpA                                                                | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |     19897 | NS      | $163477.17    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                   | Southern Co. (The)                                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      4134 | NS      | $379873.26    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                           | MSCI, Inc.                                                                 | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       442 | NS      | $240938.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                           | Sherwin-Williams Co. (The)                                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        73 | NS      | $25763.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                         | Mattel, Inc.                                                               | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      1471 | NS      | $23374.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN US GOVERNMENT MONEY MKT FD                  | JPMORGAN US GOVERNMENT MONEY MARKET FUND OPEN-END FUND USD                 | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |    447621 | NS      | $447621.05    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                             | Diamondback Energy, Inc.                                                   | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       335 | NS      | $44223.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                      | Citigroup, Inc.                                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     13430 | NS      | $918343.40    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                                      | Brunswick Corp.                                                            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      1927 | NS      | $88738.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF Ltd.                                            | KREF Ltd., Series 2021-FL2, Class A                                        | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     48916 | PA      | $48662.41     | 0.03%             | 2039-02-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                            | Booz Allen Hamilton, Inc.                                                  | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92409.77     | 0.06%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | OMXS30 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -41 | NC      | $-44896.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                             | Cousins Properties, Inc.                                                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      5664 | NS      | $155986.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                | Axon Enterprise, Inc.                                                      | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       204 | NS      | $125113.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Australia 10 Year Bond                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -12 | NC      | $-22163.02    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ACREC Ltd.                                           | ACREC Ltd., Series 2021-FL1, Class A                                       | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     47111 | PA      | $46962.95     | 0.03%             | 2036-10-16      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| ASM International NV                                 | ASM International NV                                                       | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |       132 | NS      | $64653.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                        | Corteva, Inc.                                                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      3620 | NS      | $224403.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez, Inc.                                         | Zumiez, Inc.                                                               | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       323 | NS      | $3779.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiscox Ltd.                                          | Hiscox Ltd.                                                                | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |      3828 | NS      | $56351.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                              | Element Solutions, Inc.                                                    | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      1962 | NS      | $40044.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chiba Bank Ltd. (The)                                | Chiba Bank Ltd. (The)                                                      | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |     32300 | NS      | $284867.11    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Goose Holdings, Inc.                          | Canada Goose Holdings, Inc.                                                | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               | CORP              | CA        |      2196 | NS      | $18358.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                                   | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30459.12     | 0.02%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| ExlService Holdings, Inc.                            | ExlService Holdings, Inc.                                                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1018 | NS      | $49352.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                            | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    113000 | PA      | $69065.33     | 0.05%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                           | Legrand SA                                                                 | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      2809 | NS      | $309271.37    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                            | Sodexo SA                                                                  | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |      1290 | NS      | $81690.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                        | MetLife, Inc.                                                              | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89396.81     | 0.06%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                               | Encompass Health Corp.                                                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       273 | NS      | $31938.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | FTSE Taiwan Index                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        -5 | NC      | $-10203.34    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                          | Prosperity Bancshares, Inc.                                                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1293 | NS      | $87794.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                              | Columbia Sportswear Co.                                                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       357 | NS      | $22194.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group plc                                   | Intertek Group plc                                                         | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      1715 | NS      | $104771.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                         | Nasdaq, Inc.                                                               | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      3757 | NS      | $286320.97    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                       | AutoZone, Inc.                                                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        74 | NS      | $278432.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | FTSE 100 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -50 | NC      | $54442.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-61537.99    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TKO Group Holdings, Inc.                             | TKO Group Holdings, Inc.                                                   | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       928 | NS      | $151180.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     59000 | PA      | $49045.60     | 0.03%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                | Holcim Finance US LLC                                                      | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26986.46     | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                 | Otis Worldwide Corp.                                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       392 | NS      | $37737.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp.                                            | SMC Corp.                                                                  | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |       200 | NS      | $65002.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                             | Darden Restaurants, Inc.                                                   | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       167 | NS      | $33506.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Store Capital LLC                                    | Store Capital LLC                                                          | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22417.58     | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UFP Technologies, Inc.                               | UFP Technologies, Inc.                                                     | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       207 | NS      | $43167.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                  | Herc Holdings, Inc.                                                        | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       212 | NS      | $23201.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tencent Holdings Ltd.                                | Tencent Holdings Ltd.                                                      | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      6400 | NS      | $393790.29    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Optinose, Inc.                                                             | CUSIP: 68404V118<br>LEI: N/A                  | N/A              | DO               |  | US        |      1246 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                      | Live Nation Entertainment, Inc.                                            | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       747 | NS      | $98940.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       311 | NS      | $59858.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                           | Constellation Brands, Inc.                                                 | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    149000 | PA      | $113221.54    | 0.08%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                       | McKesson Corp.                                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       981 | NS      | $699246.99    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                   | VICI Properties LP                                                         | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $83125.97     | 0.06%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Marin General Hospital                               | Marin General Hospital, Series 2023                                        | CUSIP: 568039AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $66729.84     | 0.05%             | 2045-08-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Simply Good Foods Co. (The)                          | Simply Good Foods Co. (The)                                                | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1001 | NS      | $36146.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                   | Credit Agricole SA                                                         | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $243501.82    | 0.17%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| London Stock Exchange Group plc                      | London Stock Exchange Group plc                                            | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |       620 | NS      | $96054.35     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | FTSE/JSE Top 40 Index                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |       -20 | NC      | $-37778.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Littelfuse, Inc.                                     | Littelfuse, Inc.                                                           | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       230 | NS      | $41931.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                               | Alaska Air Group, Inc.                                                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       526 | NS      | $23286.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                  | Abbott Laboratories                                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1055 | NS      | $137941.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Infrastructure Ltd.                              | APA Infrastructure Ltd.                                                    | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     43000 | PA      | $40819.26     | 0.03%             | 2035-03-23      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kao Corp.                                            | Kao Corp.                                                                  | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |      1200 | NS      | $51254.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                              | International Paper Co.                                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1564 | NS      | $71443.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                 | Meta Platforms, Inc., Class A                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3930 | NS      | $2157570.00   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                        | Medtronic plc                                                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       529 | NS      | $44838.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                            | MDU Resources Group, Inc.                                                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1197 | NS      | $20516.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                     | Air Products and Chemicals, Inc.                                           | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       104 | NS      | $28193.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd.                              | Agnico Eagle Mines Ltd.                                                    | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      1210 | NS      | $142271.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     73000 | PA      | $77565.66     | 0.05%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging Holding Co.                        | Graphic Packaging Holding Co.                                              | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4318 | NS      | $109288.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                                     | elf Beauty, Inc.                                                           | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       486 | NS      | $30068.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                       | Collegium Pharmaceutical, Inc.                                             | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      1273 | NS      | $34364.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                   | T-Mobile USA, Inc.                                                         | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78491.03     | 0.05%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                | SBNA Auto Lease Trust, Series 2023-A, Class A2                             | CUSIP: 78436TAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       604 | PA      | $604.84       | 0.00%             | 2026-04-20      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CG oncology, Inc.                                    | CG oncology, Inc.                                                          | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       424 | NS      | $11422.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-16037.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                                   | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67759.25     | 0.05%             | 2025-10-01      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| HubSpot, Inc.                                        | HubSpot, Inc.                                                              | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       217 | NS      | $132695.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                      | ASML Holding NV                                                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       162 | NS      | $108447.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                   | Lam Research Corp.                                                         | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     92000 | PA      | $82422.34     | 0.06%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Annexon, Inc.                                        | Annexon, Inc.                                                              | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1657 | NS      | $3082.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                             | VF Corp.                                                                   | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      2601 | NS      | $30899.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group plc                                   | Burberry Group plc                                                         | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |      1213 | NS      | $11843.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon plc                                              | Aon plc, Class A                                                           | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      1191 | NS      | $422554.89    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1935.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                    | Philip Morris International, Inc.                                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2163 | NS      | $370651.68    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                             | Willis Towers Watson plc                                                   | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      1390 | NS      | $427842.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Seino Holdings Co. Ltd.                              | Seino Holdings Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 3538001D12EPCPYTTF24       | Long             | EC               | CORP              | JP        |      4800 | NS      | $75467.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                           | Okta, Inc.                                                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      1089 | NS      | $122142.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.                    | Four Corners Property Trust, Inc.                                          | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      1375 | NS      | $38431.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                              | DBS Group Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      7940 | NS      | $258060.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                            | HCA, Inc.                                                                  | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97240.24     | 0.07%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25983.04     | 0.02%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                    | Georgia Power Co.                                                          | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54643.83     | 0.04%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT, Inc.                    | Smartstop Self Storage REIT, Inc.                                          | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |      1127 | NS      | $39602.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                                      | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    170000 | PA      | $137742.99    | 0.10%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70430.88     | 0.05%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                  | Ascendis Pharma A/S                                                        | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      1064 | NS      | $181348.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    295000 | PA      | $257263.76    | 0.18%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| GoDaddy, Inc.                                        | GoDaddy, Inc., Class A                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       232 | NS      | $43692.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M3, Inc.                                             | M3, Inc.                                                                   | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |     13300 | NS      | $166180.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SIG Group AG                                         | SIG Group AG                                                               | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |      4083 | NS      | $78706.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortinet, Inc.                                       | Fortinet, Inc.                                                             | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      3970 | NS      | $411927.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.                | Ollie's Bargain Outlet Holdings, Inc.                                      | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       439 | NS      | $46582.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                                 | Conagra Brands, Inc.                                                       | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      1121 | NS      | $27699.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                           | Woodside Energy Group Ltd.                                                 | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     15583 | NS      | $207020.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Asante, Inc.                                         | Asante, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7300 | NS      | $82915.09     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morinaga & Co. Ltd.                                  | Morinaga & Co. Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4800 | NS      | $85455.31     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Ferguson Enterprises, Inc.                           | Ferguson Enterprises, Inc.                                                 | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    116000 | PA      | $112257.96    | 0.08%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                      | Nordea Bank Abp                                                            | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    263000 | PA      | $252919.26    | 0.18%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54810.71     | 0.04%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ceribell, Inc.                                       | Ceribell, Inc.                                                             | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       885 | NS      | $14239.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp.                                    | Knife River Corp.                                                          | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       751 | NS      | $70128.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bermuda                                              | Bermuda Government Bond                                                    | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $196637.49    | 0.14%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Black Hills Corp.                                    | Black Hills Corp.                                                          | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       686 | NS      | $41777.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                       | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $70586.06     | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                      | Plains All American Pipeline LP                                            | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38937.97     | 0.03%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                          | James Hardie Industries plc                                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      1612 | NS      | $38204.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jersey Central Power & Light Co.                     | Jersey Central Power & Light Co.                                           | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    107000 | PA      | $92318.47     | 0.06%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                  | Intesa Sanpaolo SpA                                                        | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $221711.90    | 0.15%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                | Public Service Enterprise Group, Inc.                                      | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       784 | NS      | $62665.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                               | Antero Resources Corp.                                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      2010 | NS      | $70008.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                                      | RB Global, Inc.                                                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |       817 | NS      | $82271.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                               | SAP SE                                                                     | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      2613 | NS      | $755722.99    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                  | Expedia Group, Inc.                                                        | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $21342.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                          | Sysco Corp.                                                                | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36356.64     | 0.03%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   4900000 | PA      | $-24080.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Diageo plc                                           | Diageo plc                                                                 | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      3006 | NS      | $83807.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                        | Netflix, Inc.                                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       449 | NS      | $508142.28    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                            | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    180000 | PA      | $111509.81    | 0.08%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                             | Arthur J Gallagher & Co.                                                   | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       971 | NS      | $311389.99    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                            | PPL Corp.                                                                  | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       637 | NS      | $23250.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                 | Dassault Systemes SE                                                       | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |      9624 | NS      | $359267.40    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp.                                        | Olympus Corp.                                                              | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |      2000 | NS      | $26094.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                                         | Dexcom, Inc.                                                               | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       795 | NS      | $56747.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                 | Anheuser-Busch InBev Worldwide, Inc.                                       | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197905.26    | 0.14%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      4153 | NS      | $294904.53    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Onestream, Inc.                                      | Onestream, Inc.                                                            | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |      2497 | NS      | $53435.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands, Inc.                                     | Utz Brands, Inc.                                                           | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1522 | NS      | $20227.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                         | National Australia Bank Ltd.                                               | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $217806.02    | 0.15%             | 2037-01-12      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Hang Seng Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        18 | NC      | $35471.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                | Urban Edge Properties                                                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1669 | NS      | $30158.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                                     | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27570.90     | 0.02%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Taisei Corp.                                         | Taisei Corp.                                                               | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |      5700 | NS      | $308759.97    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                           | Dana, Inc.                                                                 | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      2693 | NS      | $37001.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                    | Philip Morris International, Inc.                                          | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93346.82     | 0.06%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                         | Bacardi Ltd.                                                               | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    314000 | PA      | $284429.66    | 0.20%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-192265.21   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      8800 | NS      | $111000.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America, Inc.                     | BP Capital Markets America, Inc.                                           | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    151000 | PA      | $92382.41     | 0.06%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sankyu, Inc.                                         | Sankyu, Inc.                                                               | CUSIP: N/A<br>LEI: 529900QWTXZZEM1T5G75       | Long             | EC               | CORP              | JP        |      1900 | NS      | $83040.29     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                | Matador Resources Co.                                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      1500 | NS      | $59310.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                         | Pacific Gas and Electric Co.                                               | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52705.27     | 0.04%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                      | Starbucks Corp.                                                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       123 | NS      | $9846.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co.                       | Southern California Edison Co.                                             | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13591.00     | 0.01%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp.                   | Stewart Information Services Corp.                                         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       392 | NS      | $25668.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                    | SMBC Aviation Capital Finance DAC                                          | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202508.60    | 0.14%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                     | Niterra Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |      2400 | NS      | $74561.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                               | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $206395.58    | 0.14%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106444.56    | 0.07%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                        | PepsiCo, Inc.                                                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1584 | NS      | $214758.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust | Ontario Teachers' Cadillac Fairview Properties Trust                       | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $174358.11    | 0.12%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53444.89     | 0.04%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                        | Corning, Inc.                                                              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       978 | NS      | $43403.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Property Mexico SA de CV                    | Prologis Property Mexico SA de CV                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     15639 | NS      | $55704.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                            | KBR, Inc.                                                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      1896 | NS      | $100127.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                  | Fifth Third Bancorp                                                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       831 | NS      | $29866.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37705.74     | 0.03%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                     | AptarGroup, Inc.                                                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       350 | NS      | $52482.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                         | Kenvue, Inc.                                                               | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62195.33     | 0.04%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2013 | NS      | $492420.06    | 0.34%             |  |  |  | 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      | $-14062.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Gas Group Ltd.                       | China Resources Gas Group Ltd.                                             | CUSIP: N/A<br>LEI: 529900A0E1J5JSOKEK83       | Long             | EC               | CORP              | BM        |      6100 | NS      | $17067.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $173486.17    | 0.12%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53768.63     | 0.04%             | 2028-01-21      | Variable      | 5.30%                 | 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      | $-113.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| StepStone Group, Inc.                                | StepStone Group, Inc., Class A                                             | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1408 | NS      | $70414.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                  | Erste Group Bank AG                                                        | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |       528 | NS      | $35559.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     82000 | PA      | $81727.07     | 0.06%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                  | Hanover Insurance Group, Inc. (The)                                        | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       663 | NS      | $110124.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services, Inc.                     | JB Hunt Transport Services, Inc.                                           | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       325 | NS      | $42438.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire & Marine Insurance Co. Ltd.             | Samsung Fire & Marine Insurance Co. Ltd.                                   | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |       101 | NS      | $26608.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon plc                                           | Haleon plc                                                                 | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     49778 | NS      | $249700.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      2731 | NS      | $315212.02    | 0.22%             |  |  |  | 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      | $479.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                            | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202097.67    | 0.14%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                       | Boston Gas Co.                                                             | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    127000 | PA      | $130784.11    | 0.09%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Quanta Services, Inc.                                | Quanta Services, Inc.                                                      | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       400 | NS      | $117076.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                | Las Vegas Sands Corp.                                                      | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44567.51     | 0.03%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Evercore, Inc.                                       | Evercore, Inc., Class A                                                    | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       183 | NS      | $37568.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Greggs plc                                           | Greggs plc                                                                 | CUSIP: N/A<br>LEI: 213800I71QMUFJ64IW20       | Long             | EC               | CORP              | GB        |      3100 | NS      | $77048.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO, Inc.                                            | QXO, Inc.                                                                  | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       631 | NS      | $8417.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trip.com Group Ltd.                                  | Trip.com Group Ltd.                                                        | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               | CORP              | KY        |      1500 | NS      | $90515.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                          | Axalta Coating Systems Ltd.                                                | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      1483 | NS      | $48197.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                        | Certara, Inc.                                                              | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2548 | NS      | $35315.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                           | Constellation Energy Corp.                                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        56 | NS      | $12512.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jersey Central Power & Light Co.                     | Jersey Central Power & Light Co.                                           | CUSIP: 476556DE2<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67019.31     | 0.05%             | 2035-01-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| AGCO Corp.                                           | AGCO Corp.                                                                 | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       460 | NS      | $39021.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                         | Vertex Pharmaceuticals, Inc.                                               | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       334 | NS      | $170173.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                             | Diamondback Energy, Inc.                                                   | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     67000 | PA      | $59868.00     | 0.04%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                    | Lowe's Cos., Inc.                                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1321 | NS      | $295322.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                 | Analog Devices, Inc.                                                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      1655 | NS      | $322592.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     37000 | PA      | $39802.44     | 0.03%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                    | LEG Immobilien SE                                                          | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |       347 | NS      | $29273.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                   | Chemours Co. (The)                                                         | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      1821 | NS      | $22543.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                | Colgate-Palmolive Co.                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      4495 | NS      | $414394.05    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                              | Applied Materials, Inc.                                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      4018 | NS      | $605552.78    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | EURO STOXX 50 Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        42 | NC      | $101297.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                     | Roche Holding AG                                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      2339 | NS      | $763182.53    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                        | Pacific Premier Bancorp, Inc.                                              | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      2800 | NS      | $56952.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corp.                                          | Denso Corp.                                                                | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |      4100 | NS      | $52977.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd.                             | Reliance Industries Ltd.                                                   | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |     22163 | NS      | $368579.93    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                                       | Penumbra, Inc.                                                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        76 | NS      | $22255.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                          | Aker BP ASA                                                                | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |      5820 | NS      | $124865.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                          | Rogers Communications, Inc.                                                | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $53622.65     | 0.04%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                      | Rexford Industrial Realty, Inc.                                            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      1826 | NS      | $60440.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9344.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                  | Take-Two Interactive Software, Inc.                                        | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       966 | NS      | $225387.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP Transmission Co. LLC                             | AEP Transmission Co. LLC                                                   | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     97000 | PA      | $91130.12     | 0.06%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Allegro MicroSystems, Inc.                           | Allegro MicroSystems, Inc.                                                 | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       988 | NS      | $18841.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp.                                           | KDDI Corp.                                                                 | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      4400 | NS      | $77657.01     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     98000 | PA      | $86205.44     | 0.06%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                                   | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       508 | NS      | $39857.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG, Inc.                                            | TPG, Inc.                                                                  | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |       794 | NS      | $36881.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                        | Cummins, Inc.                                                              | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47703.88     | 0.03%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                    | Cigna Group (The)                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3345 | NS      | $1137433.80   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60571.65     | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-256517.52   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Legend Biotech Corp.                                 | Legend Biotech Corp.                                                       | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |       514 | NS      | $17964.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                              | Mohawk Industries, Inc.                                                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       240 | NS      | $25524.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                      | Independence Realty Trust, Inc.                                            | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      5724 | NS      | $111217.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                      | Atlassian Corp., Class A                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       715 | NS      | $163241.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                        | Assa Abloy AB, Class B                                                     | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |     14356 | NS      | $430883.56    | 0.30%             |  |  |  | No            |                  2 | On Loan: —       |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147088.03    | 0.10%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Wingstop, Inc.                                       | Wingstop, Inc.                                                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       253 | NS      | $66764.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                             | Patrick Industries, Inc.                                                   | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       336 | NS      | $25865.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                         | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     43000 | PA      | $39091.64     | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                         | Target Corp.                                                               | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1508 | NS      | $145823.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                         | Stanley Black & Decker, Inc.                                               | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       480 | NS      | $28809.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                         | Zimmer Biomet Holdings, Inc.                                               | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       280 | NS      | $28854.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co.                                      | Halliburton Co.                                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       849 | NS      | $16827.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                | Delta Air Lines, Inc.                                                      | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       880 | NS      | $36634.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                       | ConocoPhillips                                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2848 | NS      | $253813.76    | 0.18%             |  |  |  | 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      | $-6370.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                              | IMCD NV                                                                    | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | EC               | CORP              | NL        |       400 | NS      | $53246.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co. Ltd.                             | Yamato Holdings Co. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2400 | NS      | $34024.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                        | Vontier Corp.                                                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      1389 | NS      | $44184.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                                      | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107519.16    | 0.07%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                               | Truist Financial Corp.                                                     | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28149.25     | 0.02%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                            | Flex Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |      1555 | NS      | $53398.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-149767.69   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                              | E.ON SE                                                                    | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      2990 | NS      | $52320.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BioLife Solutions, Inc.                              | BioLife Solutions, Inc.                                                    | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      1466 | NS      | $35345.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co.                                | Kraft Heinz Foods Co.                                                      | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76945.19     | 0.05%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DigitalBridge Group, Inc.                            | DigitalBridge Group, Inc.                                                  | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      3591 | NS      | $30164.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       551 | NS      | $44851.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                       | Chugai Pharmaceutical Co. Ltd.                                             | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |       600 | NS      | $34490.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy, Inc.                                   | Viper Energy, Inc.                                                         | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |      1705 | NS      | $68762.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group plc                                        | AIB Group plc                                                              | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     61986 | NS      | $418286.59    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                       | Nomura Research Institute Ltd.                                             | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |      6197 | NS      | $233698.59    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                                 | Avery Dennison Corp.                                                       | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       225 | NS      | $38499.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuken Co. Ltd.                                     | Suzuken Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2200 | NS      | $79641.91     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern States Power Co.                            | Northern States Power Co.                                                  | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99335.85     | 0.07%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                         | Vistra Corp.                                                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       579 | NS      | $75055.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                               | Booking Holdings, Inc.                                                     | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81733.21     | 0.06%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Masimo Corp.                                         | Masimo Corp.                                                               | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       825 | NS      | $132792.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                               | Hayward Holdings, Inc.                                                     | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2996 | NS      | $39936.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASMPT Ltd.                                           | ASMPT Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |      4200 | NS      | $28268.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger, Inc.                                    | Schrodinger, Inc.                                                          | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |      2306 | NS      | $59102.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                     | ABN AMRO Bank NV                                                           | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      4597 | NS      | $95302.97     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    229000 | PA      | $202544.22    | 0.14%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                               | Verisk Analytics, Inc.                                                     | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1424 | NS      | $422116.32    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Holdings Corp.             | Pan Pacific International Holdings Corp.                                   | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |      1800 | NS      | $55518.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC plc                                              | DCC plc                                                                    | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      1466 | NS      | $95591.48     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co.                                        | Organon & Co.                                                              | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     10282 | NS      | $132946.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                         | Allegion plc                                                               | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       396 | NS      | $55123.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                 | Boston Properties LP                                                       | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53324.05     | 0.04%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Euro-Bund                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        54 | NC      | $292199.69    | 0.20%             |  |  |  | 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      | $81709.38     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                             | Guidewire Software, Inc.                                                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      2730 | NS      | $559022.10    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming, Inc.                                 | Corsair Gaming, Inc.                                                       | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      3194 | NS      | $22613.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiken Chemical Co. Ltd.                              | Eiken Chemical Co. Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5500 | NS      | $85204.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VTech Holdings Ltd.                                  | VTech Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     14800 | NS      | $99613.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd.                                       | HDFC Bank Ltd.                                                             | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      4653 | NS      | $338226.57    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux SARL                             | JBS USA Holding Lux SARL                                                   | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     35000 | PA      | $31666.08     | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                              | Accenture Capital, Inc.                                                    | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54411.74     | 0.04%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                              | DuPont de Nemours, Inc.                                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       970 | NS      | $64010.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                                     | CMS Energy Corp.                                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       835 | NS      | $61497.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Holdings, Inc.                                   | LPL Holdings, Inc.                                                         | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94928.49     | 0.07%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield plc                              | Cushman & Wakefield plc                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2365 | NS      | $22160.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                             | Zebra Technologies Corp., Class A                                          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       130 | NS      | $32541.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                      | Eli Lilly & Co.                                                            | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24062.61     | 0.02%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                          | L3Harris Technologies, Inc.                                                | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       187 | NS      | $41143.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P 500 Index                                                              | CUSIP: 00PAQFX87<br>LEI: N/A                  | N/A              | DE               |  | US        |         3 | NC      | $1110.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1508 | NS      | $340008.76    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                         | Terumo Corp.                                                               | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |      1100 | NS      | $21072.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                 | TJX Cos., Inc. (The)                                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       242 | NS      | $31140.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                                       | AppLovin Corp., Class A                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       145 | NS      | $39049.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd.                                 | WiseTech Global Ltd.                                                       | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |      1250 | NS      | $70876.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd.                                       | Videotron Ltd.                                                             | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     94000 | PA      | $93514.21     | 0.07%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co. (The)                                     | Kroger Co. (The)                                                           | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35545.56     | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23139.48     | 0.02%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $51546.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                    | Merck & Co., Inc.                                                          | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     58000 | PA      | $35288.83     | 0.02%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                            | XPO, Inc.                                                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       583 | NS      | $61867.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                     | ServiceNow, Inc.                                                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       124 | NS      | $118421.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                        | Danaher Corp.                                                              | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    107000 | PA      | $63488.35     | 0.04%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  19200000 | PA      | $388506.74    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51360.42     | 0.04%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                               | Norfolk Southern Corp.                                                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       171 | NS      | $38312.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                           | Ameriprise Financial, Inc.                                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1857 | NS      | $874684.14    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135310.66    | 0.09%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.                        | Wheaton Precious Metals Corp.                                              | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      4307 | NS      | $359624.82    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Japan 10 Year Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -2 | NC      | $9567.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental, Inc.                              | GFL Environmental, Inc.                                                    | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |      2077 | NS      | $103642.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                | VICI Properties, Inc.                                                      | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      1717 | NS      | $54978.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Electric Co. Ltd.                            | Stanley Electric Co. Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2300 | NS      | $43062.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConvaTec Group plc                                   | ConvaTec Group plc                                                         | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |     14121 | NS      | $48891.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                            | Dow, Inc.                                                                  | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       513 | NS      | $15692.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                               | General Dynamics Corp.                                                     | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93259.73     | 0.06%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                         | Kenvue, Inc.                                                               | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     13463 | NS      | $317726.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | MEX BOLSA Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | MX        |        68 | NC      | $96561.39     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-19632.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                           | Agilent Technologies, Inc.                                                 | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1603 | NS      | $172482.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Co.                         | Canadian Pacific Railway Co.                                               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    146000 | PA      | $94256.93     | 0.07%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                               | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59532.78     | 0.04%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                    | PennyMac Financial Services, Inc.                                          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       368 | NS      | $35857.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor plc                                            | Amcor plc                                                                  | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      4104 | NS      | $37752.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                                  | ACI Worldwide, Inc.                                                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       808 | NS      | $43114.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                        | Stryker Corp.                                                              | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     91000 | PA      | $88588.20     | 0.06%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49962.47     | 0.03%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41150.34     | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                       | EPR Properties                                                             | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    111000 | PA      | $98132.15     | 0.07%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Onto Innovation, Inc.                                | Onto Innovation, Inc.                                                      | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       555 | NS      | $67693.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89390.03     | 0.06%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                | Global Payments, Inc.                                                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       552 | NS      | $42123.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Florida LLC                              | Duke Energy Florida LLC                                                    | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     63000 | PA      | $66099.43     | 0.05%             | 2053-11-15      | Fixed         | 6.20%                 | 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      | $66643.66     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MEITEC Group Holdings, Inc.                          | MEITEC Group Holdings, Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3500 | NS      | $71760.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Secom Co. Ltd.                                       | Secom Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |       200 | NS      | $7340.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                        | Comcast Corp.                                                              | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    102000 | PA      | $93570.66     | 0.07%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SentinelOne, Inc.                                    | SentinelOne, Inc., Class A                                                 | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |      4349 | NS      | $80456.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama, Inc.                                      | Dollarama, Inc.                                                            | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      1797 | NS      | $221724.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                         | LPL Financial Holdings, Inc.                                               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       477 | NS      | $152539.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Michigan Finance Authority                           | Michigan Finance Authority                                                 | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    160000 | PA      | $131344.53    | 0.09%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Verint Systems, Inc.                                 | Verint Systems, Inc.                                                       | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      1269 | NS      | $22385.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                     | Advanced Energy Industries, Inc.                                           | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       560 | NS      | $54549.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp.                                        | Nordson Corp.                                                              | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       281 | NS      | $53269.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40398.13     | 0.03%             | 2028-04-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                        | Estee Lauder Cos., Inc. (The), Class A                                     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       164 | NS      | $9833.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4170.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80848.04     | 0.06%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                         | Fiserv, Inc.                                                               | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    204000 | PA      | $160201.63    | 0.11%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Metsera, Inc.                                        | Metsera, Inc.                                                              | CUSIP: 59267L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       776 | NS      | $18709.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                               | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64196.56     | 0.04%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Terreno Realty Corp.                                 | Terreno Realty Corp.                                                       | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1160 | NS      | $65342.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       193 | NS      | $105677.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group, Inc.                                   | TriNet Group, Inc.                                                         | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       900 | NS      | $70497.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA         | Cie Generale des Etablissements Michelin SCA                               | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      1250 | NS      | $45554.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60731.52     | 0.04%             | 2036-01-29      | Variable      | 5.58%                 | 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      | $1012.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                            | QIAGEN NV                                                                  | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      1705 | NS      | $72890.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                      | AstraZeneca plc                                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      2201 | NS      | $315427.91    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       186 | NS      | $48776.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp.                       | Adaptive Biotechnologies Corp.                                             | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      2654 | NS      | $19533.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24907.20     | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                     | Sands China Ltd.                                                           | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |     29600 | NS      | $53356.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.              | Pfizer Investment Enterprises Pte. Ltd.                                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     30000 | PA      | $27780.53     | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    183000 | PA      | $189634.83    | 0.13%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      6901 | NS      | $2727689.26   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                                   | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28030.14     | 0.02%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| AZEK Co., Inc. (The)                                 | AZEK Co., Inc. (The)                                                       | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |       501 | NS      | $24829.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                            | Comfort Systems USA, Inc.                                                  | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       224 | NS      | $89051.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux SARL                             | JBS USA Holding Lux SARL                                                   | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     73000 | PA      | $68629.15     | 0.05%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                            | Florida Power & Light Co.                                                  | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    139000 | PA      | $109149.67    | 0.08%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                        | Textron, Inc.                                                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1752 | NS      | $123288.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp.                            | Renesas Electronics Corp.                                                  | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |      3600 | NS      | $42110.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                        | Columbia Banking System, Inc.                                              | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3154 | NS      | $70712.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                                | Ares Management Corp.                                                      | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      1570 | NS      | $239472.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-80766.81    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bel Fuse, Inc.                                       | Bel Fuse, Inc., Class B                                                    | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       198 | NS      | $13022.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                             | Modine Manufacturing Co.                                                   | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       544 | NS      | $44412.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportradar Group AG                                  | Sportradar Group AG, Class A                                               | CUSIP: N/A<br>LEI: 549300H1P33YOAT7Z533       | Long             | EC               | CORP              | CH        |      1600 | NS      | $36976.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $21580.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                       | Ford Motor Co.                                                             | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     79000 | PA      | $64553.02     | 0.04%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                     | NCR Atleos Corp.                                                           | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |      1700 | NS      | $47464.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     76000 | PA      | $69189.70     | 0.05%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                 | Galp Energia SGPS SA                                                       | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      4209 | NS      | $65209.76     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                        | Nutanix, Inc., Class A                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      4378 | NS      | $300768.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                               | Truist Financial Corp.                                                     | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     76000 | PA      | $82050.53     | 0.06%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                       | Prologis, Inc.                                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      2832 | NS      | $289430.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                 | Kimberly-Clark Corp.                                                       | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      3721 | NS      | $490353.38    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                           | NIKE, Inc., Class B                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       377 | NS      | $21262.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                      | Selective Insurance Group, Inc.                                            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       444 | NS      | $38730.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings, Inc.                               | Labcorp Holdings, Inc.                                                     | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       172 | NS      | $41453.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                         | Mattel, Inc.                                                               | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88518.40     | 0.06%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    168000 | PA      | $163399.33    | 0.11%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| TransUnion                                           | TransUnion                                                                 | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      3076 | NS      | $255184.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                  | Bank of New York Mellon Corp. (The)                                        | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      3931 | NS      | $316091.71    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global, Inc.                                 | Remitly Global, Inc.                                                       | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1363 | NS      | $27559.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 5 Year Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $-3718.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $37273.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp.                                            | CDW Corp.                                                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       387 | NS      | $62136.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                         | Hexcel Corp.                                                               | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       765 | NS      | $37079.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                 | Emerson Electric Co.                                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       311 | NS      | $32689.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co. Ltd.                       | Techtronic Industries Co. Ltd.                                             | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |     13000 | NS      | $131414.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                                     | FormFactor, Inc.                                                           | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      2651 | NS      | $74599.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.                   | Prestige Consumer Healthcare, Inc.                                         | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       737 | NS      | $59866.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises, Inc.                           | Ferguson Enterprises, Inc.                                                 | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       302 | NS      | $51237.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                                         | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132866.86    | 0.09%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                       | AIA Group Ltd.                                                             | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     50000 | NS      | $374568.05    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37000 | PA      | $37381.56     | 0.03%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                        | Carlsberg A/S, Class B                                                     | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |       435 | NS      | $59398.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                      | Gerresheimer AG                                                            | CUSIP: N/A<br>LEI: 5299006GD4UWSYZOKC28       | Long             | EC               | CORP              | DE        |      1411 | NS      | $95150.72     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT, Inc.                                            | ITT, Inc.                                                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       254 | NS      | $34803.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                       | Texas Capital Bancshares, Inc.                                             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       586 | NS      | $39935.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                          | Dick's Sporting Goods, Inc.                                                | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    111000 | PA      | $76054.62     | 0.05%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                     | TotalEnergies SE                                                           | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      8949 | NS      | $507491.73    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                  | Flowers Foods, Inc.                                                        | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    134000 | PA      | $135198.91    | 0.09%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-963634.50   | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85858.11     | 0.06%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group, Inc.                       | Shizuoka Financial Group, Inc.                                             | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |      6100 | NS      | $67344.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                        | Paychex, Inc.                                                              | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34508.63     | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Albany International Corp.                           | Albany International Corp., Class A                                        | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1083 | NS      | $71218.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp.                                         | TriMas Corp.                                                               | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      1222 | NS      | $29389.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                            | Nestle SA (Registered)                                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      8408 | NS      | $893824.34    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                           | Visa, Inc.                                                                 | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     92000 | PA      | $83386.58     | 0.06%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                         | Hasbro, Inc.                                                               | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       535 | NS      | $33116.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank & Trust Co.                        | Metropolitan Bank & Trust Co.                                              | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |     86317 | NS      | $118839.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WMG Acquisition Corp.                                | WMG Acquisition Corp.                                                      | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     64000 | PA      | $58852.90     | 0.04%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                  | Huntington Ingalls Industries, Inc.                                        | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41778.31     | 0.03%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     46000 | PA      | $39154.02     | 0.03%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96609.52     | 0.07%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       483 | NS      | $29646.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                          | Pinnacle West Capital Corp.                                                | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       527 | NS      | $50159.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc.                                                           | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92048.65     | 0.06%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Yamaha Corp.                                         | Yamaha Corp.                                                               | CUSIP: N/A<br>LEI: 529900S5TENP3IJS7S02       | Long             | EC               | CORP              | JP        |      2000 | NS      | $14547.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                            | RTX Corp.                                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      4035 | NS      | $508934.55    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                           | STERIS plc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       314 | NS      | $70568.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Treasury DAC                                 | Flutter Treasury DAC                                                       | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204353.80    | 0.14%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                             | Unipol Assicurazioni SpA                                                   | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      5542 | NS      | $98882.51     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140499.85    | 0.10%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                 | Alliant Energy Corp.                                                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1299 | NS      | $79290.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Mortgage Loan Trust                             | COLT Mortgage Loan Trust, Series 2024-6, Class A1                          | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |     93304 | PA      | $93474.36     | 0.06%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Obic Co. Ltd.                                        | Obic Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4900 | NS      | $171044.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                          | Masco Corp.                                                                | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2191 | NS      | $132796.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-59609.12    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                   | Smith & Nephew plc                                                         | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |      6348 | NS      | $89168.19     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                         | Mondelez International, Inc., Class A                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       356 | NS      | $24254.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                              | East West Bancorp, Inc.                                                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1073 | NS      | $91795.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                 | Northern Trust Corp.                                                       | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      3453 | NS      | $324512.94    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1169 | NS      | $228071.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                  | Omnicom Group, Inc.                                                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       984 | NS      | $74941.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Mortgage Trust                             | Benchmark Mortgage Trust, Series 2021-B27, Class XA                        | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1184715 | PA      | $64396.13     | 0.04%             | 2054-07-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                               | ON Semiconductor Corp.                                                     | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       584 | NS      | $23184.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Algonquin Power & Utilities Corp.                    | Algonquin Power & Utilities Corp.                                          | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35227.31     | 0.02%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                         | Kenvue, Inc.                                                               | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67795.82     | 0.05%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp.                            | United States Steel Corp.                                                  | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      2019 | NS      | $88250.49     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                                  | Union Pacific Corp.                                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       847 | NS      | $182664.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                     | Burlington Northern Santa Fe LLC                                           | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $108546.68    | 0.08%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd.                                    | CLP Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |      3000 | NS      | $25645.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                                 | Douglas Emmett, Inc.                                                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1943 | NS      | $26871.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.                   | Reinsurance Group of America, Inc.                                         | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1195 | NS      | $223835.45    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp.                                       | Shimadzu Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8100 | NS      | $207796.89    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                             | Marathon Petroleum Corp.                                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       849 | NS      | $116661.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                          | Prologis LP                                                                | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127023.63    | 0.09%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bunzl plc                                            | Bunzl plc                                                                  | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      1466 | NS      | $46138.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR, Inc.                                         | PACCAR, Inc.                                                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      3020 | NS      | $272434.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                | NXP Semiconductors NV                                                      | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       474 | NS      | $87362.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                               | Daikin Industries Ltd.                                                     | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |       500 | NS      | $56983.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor, Inc.                                  | GCM Grosvenor, Inc., Class A                                               | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3250 | NS      | $40755.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings plc                                 | Ryanair Holdings plc                                                       | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |       908 | NS      | $43456.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                               | Booking Holdings, Inc.                                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       116 | NS      | $591516.48    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc.                                                           | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     77000 | PA      | $60117.03     | 0.04%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                   | Cellnex Telecom SA                                                         | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      3390 | NS      | $137175.16    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co. Ltd.                                 | SG Holdings Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3300 | NS      | $34724.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                               | Sempra                                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       554 | NS      | $41145.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70232.01     | 0.05%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                   | Tractor Supply Co.                                                         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1077 | NS      | $54517.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.                  | Allison Transmission Holdings, Inc.                                        | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      1356 | NS      | $125077.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $192018.40    | 0.13%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | S&P/TSX 60 Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |        18 | NC      | $110999.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                          | Heineken NV                                                                | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      6083 | NS      | $542331.66    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                  | Cisco Systems, Inc.                                                        | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54151.44     | 0.04%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Karman Holdings, Inc.                                | Karman Holdings, Inc.                                                      | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1405 | NS      | $50228.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                                    | Hershey Co. (The)                                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       199 | NS      | $33270.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                     | WisdomTree, Inc.                                                           | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      6053 | NS      | $52661.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                    | CNH Industrial NV                                                          | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    147000 | PA      | $144375.41    | 0.10%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | U.S. Treasury Long Bond                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-2660.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd.                                         | Fujitsu Ltd.                                                               | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      2500 | NS      | $55095.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                             | Tyler Technologies, Inc.                                                   | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       312 | NS      | $169509.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                         | Copart, Inc.                                                               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      2080 | NS      | $126942.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Motion Technology Corp.                      | Silicon Motion Technology Corp.                                            | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |      1299 | NS      | $64300.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                                         | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       892 | NS      | $72715.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group, Inc.                      | Everus Construction Group, Inc.                                            | CUSIP: 300426103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       490 | NS      | $19717.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                  | EOG Resources, Inc.                                                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3004 | NS      | $331431.32    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                | Gilead Sciences, Inc.                                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      4963 | NS      | $528758.02    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF Ltd.                                            | KREF Ltd., Series 2021-FL2, Class AS                                       | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99224.70     | 0.07%             | 2039-02-15      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                    | Duke Energy Corp.                                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      3076 | NS      | $375333.52    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    186000 | PA      | $186567.71    | 0.13%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                               | Jacobs Solutions, Inc.                                                     | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       582 | NS      | $72051.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       217 | NS      | $89282.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith Douglas Homes Corp.                            | Smith Douglas Homes Corp.                                                  | CUSIP: 83207R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       661 | NS      | $12856.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       329 | NS      | $141141.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                      | Eli Lilly & Co.                                                            | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    146000 | PA      | $144783.95    | 0.10%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                              | Hyundai Capital America                                                    | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     97000 | PA      | $101416.41    | 0.07%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130198.40    | 0.09%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                             | CACI International, Inc., Class A                                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       228 | NS      | $104394.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health, Inc.                                | Guardant Health, Inc.                                                      | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       604 | NS      | $28526.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| P10, Inc.                                            | P10, Inc., Class A                                                         | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5261 | NS      | $58239.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Saudi Arabia                              | Kingdom of Saudi Arabia                                                    | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $203089.20    | 0.14%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                         | CaixaBank SA                                                               | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     51069 | NS      | $391691.04    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| First Interstate BancSystem, Inc.                    | First Interstate BancSystem, Inc., Class A                                 | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      1766 | NS      | $46260.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd.                                       | Credicorp Ltd.                                                             | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |      1297 | NS      | $262240.43    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                               | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52548.53     | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                | Sumitomo Mitsui Financial Group, Inc.                                      | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $169660.79    | 0.12%             | 2031-01-12      | Fixed         | 1.71%                 | 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      | $-9387.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                            | O'Reilly Automotive, Inc.                                                  | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       536 | NS      | $758547.20    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings, Inc.                                 | Sompo Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |      1700 | NS      | $55228.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                  | CVB Financial Corp.                                                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1927 | NS      | $35726.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                 | Voya Financial, Inc.                                                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       633 | NS      | $37473.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                         | Incyte Corp.                                                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      7059 | NS      | $442316.94    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-132079.31   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Q2 Holdings, Inc.                                    | Q2 Holdings, Inc.                                                          | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       680 | NS      | $53890.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                            | Illinois Tool Works, Inc.                                                  | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       835 | NS      | $200324.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                | STAG Industrial, Inc.                                                      | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      1005 | NS      | $33195.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verallia SA                                          | Verallia SA                                                                | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | EC               | CORP              | FR        |      1508 | NS      | $50463.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                         | CaixaBank SA                                                               | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $217392.00    | 0.15%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Constellation Software, Inc.                         | Constellation Software, Inc.                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        86 | NS      | $309936.24    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                            | PVH Corp.                                                                  | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      3310 | NS      | $228323.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                         | GE Aerospace                                                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       672 | NS      | $135434.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                       | Element Fleet Management Corp.                                             | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |      1913 | NS      | $41892.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co., Inc.                          | Phillips Edison & Co., Inc.                                                | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      1266 | NS      | $43930.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.              | Singapore Technologies Engineering Ltd.                                    | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     24000 | NS      | $136161.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent LP                             | American Homes 4 Rent LP                                                   | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    123000 | PA      | $119837.39    | 0.08%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                         | Chefs' Warehouse, Inc. (The)                                               | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      1149 | NS      | $65458.53     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                                | Leidos Holdings, Inc.                                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       443 | NS      | $65200.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     59000 | PA      | $45703.47     | 0.03%             | 2049-04-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Portland General Electric Co.                        | Portland General Electric Co.                                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      1534 | NS      | $64612.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                                | Quaker Chemical Corp.                                                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       238 | NS      | $25213.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                        | ONE Gas, Inc.                                                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       609 | NS      | $47812.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunocore Holdings plc                              | Immunocore Holdings plc                                                    | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |       755 | NS      | $22725.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TTM Technologies, Inc.                               | TTM Technologies, Inc.                                                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1587 | NS      | $31771.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co.                                | Kraft Heinz Foods Co.                                                      | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    118000 | PA      | $110567.62    | 0.08%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                        | Accenture plc, Class A                                                     | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      2352 | NS      | $703600.80    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                          | B3 SA - Brasil Bolsa Balcao                                                | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |     21900 | NS      | $52056.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline LP                      | Plains All American Pipeline LP                                            | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92061.99     | 0.06%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                | Targa Resources Corp.                                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       380 | NS      | $64942.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                            | Crane Co.                                                                  | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       562 | NS      | $90470.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.                      | Atlantic Union Bankshares Corp.                                            | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       992 | NS      | $27478.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                            | Aptiv plc                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      1129 | NS      | $64420.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     94000 | PA      | $94847.82     | 0.07%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                | Dominion Energy, Inc.                                                      | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      5756 | NS      | $313011.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA plc                            | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $45303.59     | 0.03%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                          | James Hardie Industries plc                                                | CUSIP: 47030M106<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |      2535 | NS      | $60180.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Disco Corp.                                          | Disco Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $19317.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                                | Silgan Holdings, Inc.                                                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       954 | NS      | $49274.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Board of Administration Finance Corp.          | State Board of Administration Finance Corp.                                | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |     95000 | PA      | $84624.94     | 0.06%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                   | Hyatt Hotels Corp., Class A                                                | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       937 | NS      | $105581.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                            | Carlyle Group, Inc. (The)                                                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      1782 | NS      | $68856.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                              | Arrow Electronics, Inc.                                                    | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    109000 | PA      | $109579.55    | 0.08%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                   | LPL Holdings, Inc.                                                         | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    116000 | PA      | $110527.24    | 0.08%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Mini Bovespa Equity Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | BR        |       196 | NC      | $35722.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                         | Capgemini SE                                                               | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      1284 | NS      | $204264.90    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                | Electronic Arts, Inc.                                                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       372 | NS      | $53973.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                        | Entergy Corp.                                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1577 | NS      | $131159.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                          | L3Harris Technologies, Inc.                                                | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39618.59     | 0.03%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MF1                                                  | MF1, Series 2024-FL15, Class A                                             | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100013.90    | 0.07%             | 2041-08-18      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                       | QUALCOMM, Inc.                                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2619 | NS      | $388816.74    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                         | Pacific Gas and Electric Co.                                               | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53429.21     | 0.04%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                   | Crown Castle, Inc.                                                         | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74156.33     | 0.05%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.                   | Harmony Biosciences Holdings, Inc.                                         | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1027 | NS      | $30265.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fractyl Health, Inc.                                 | Fractyl Health, Inc.                                                       | CUSIP: 35168W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1584 | NS      | $2011.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    163000 | PA      | $161370.00    | 0.11%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies, Inc.                  | Atmus Filtration Technologies, Inc.                                        | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1311 | NS      | $45452.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax Group plc                                     | Spirax Group plc                                                           | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |      1329 | NS      | $104830.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                       | Commonwealth Bank of Australia                                             | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $145950.51    | 0.10%             | 2041-03-11      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                          | Shin-Etsu Chemical Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      2000 | NS      | $60567.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                                 | First Hawaiian, Inc.                                                       | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2317 | NS      | $52966.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd.                                      | MakeMyTrip Ltd.                                                            | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |       784 | NS      | $82178.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                      | AES Corp. (The)                                                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      2022 | NS      | $20220.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                     | NRG Energy, Inc.                                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      4587 | NS      | $502643.46    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO (PIPE) 144a                                      | QXO (PIPE) 144a                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2238 | NS      | $29854.92     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nomad Foods Ltd.                                     | Nomad Foods Ltd.                                                           | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |      3213 | NS      | $64227.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       213 | NS      | $48012.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 2 Year Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         8 | NC      | $15439.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Modelling Group Ltd.                        | Computer Modelling Group Ltd.                                              | CUSIP: 205249105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     23138 | NS      | $133430.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America, Inc.                     | BP Capital Markets America, Inc.                                           | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9542.31      | 0.01%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | S&P 500 Index                                                              | CUSIP: 00PB8WB33<br>LEI: N/A                  | N/A              | DE               |  | US        |         3 | NC      | $20370.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd.                                       | TMX Group Ltd.                                                             | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      3503 | NS      | $141964.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       364 | NS      | $61792.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    106000 | PA      | $106728.75    | 0.07%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Expro Group Holdings NV                              | Expro Group Holdings NV                                                    | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |      3396 | NS      | $28084.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd.                              | Agnico Eagle Mines Ltd.                                                    | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      1682 | NS      | $197689.29    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                        | Cencora, Inc.                                                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       263 | NS      | $76972.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                    | HSBC Holdings plc                                                          | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201594.80    | 0.14%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| UL Solutions, Inc.                                   | UL Solutions, Inc., Class A                                                | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |       335 | NS      | $19158.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                         | Scotts Miracle-Gro Co. (The)                                               | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      2698 | NS      | $135925.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                         | Avient Corp.                                                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       930 | NS      | $30978.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                                   | Genius Sports Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |      8204 | NS      | $88521.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Organization SA          | Hellenic Telecommunications Organization SA                                | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |       897 | NS      | $17132.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    196000 | PA      | $183713.33    | 0.13%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                             | CenterPoint Energy, Inc.                                                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1377 | NS      | $53400.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     57000 | PA      | $40153.95     | 0.03%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp.                                      | Flowserve Corp.                                                            | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2389 | NS      | $108054.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinaxis, Inc.                                        | Kinaxis, Inc.                                                              | CUSIP: 49448Q109<br>LEI: 5299009VAZ14K7PFUQ15 | Long             | EC               | CORP              | CA        |      1364 | NS      | $184178.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holdings, Inc.                                 | Roche Holdings, Inc.                                                       | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147926.89    | 0.10%             | 2030-11-13      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                      | Eastern Energy Gas Holdings LLC                                            | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    114000 | PA      | $107258.72    | 0.07%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                 | Eastman Chemical Co.                                                       | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       616 | NS      | $47432.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                         | Brixmor Property Group, Inc.                                               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      8839 | NS      | $220179.49    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                            | Nestle SA                                                                  | CUSIP: 641069406<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      2239 | NS      | $238655.01    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Investments Six DAC                             | Icon Investments Six DAC                                                   | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203991.70    | 0.14%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64673.20     | 0.04%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                    | NatWest Group plc                                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    101672 | NS      | $647952.74    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                              | Burlington Stores, Inc.                                                    | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       320 | NS      | $72012.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IMI plc                                              | IMI plc                                                                    | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |      7804 | NS      | $185511.75    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkami Technology, Inc.                              | Alkami Technology, Inc.                                                    | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               | CORP              | US        |      2101 | NS      | $56075.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                    | EMCOR Group, Inc.                                                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       359 | NS      | $143851.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     67000 | PA      | $64602.66     | 0.04%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                        | Berkshire Hathaway Energy Co.                                              | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37267.09     | 0.03%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Thryv Holdings, Inc.                                 | Thryv Holdings, Inc.                                                       | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2251 | NS      | $30838.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                  | Realty Income Corp.                                                        | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    114000 | PA      | $107179.32    | 0.07%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54168.59     | 0.04%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                     | Salesforce, Inc.                                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1590 | NS      | $427248.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                            | SLM Corp.                                                                  | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3454 | NS      | $99855.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                      | Air Lease Corp.                                                            | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      1263 | NS      | $59057.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.         | Fidelity National Information Services, Inc.                               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       769 | NS      | $60658.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                            | Mitsubishi Electric Corp.                                                  | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |     24800 | NS      | $478811.02    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                            | Extra Space Storage, Inc.                                                  | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       558 | NS      | $81758.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties LP                           | COPT Defense Properties LP                                                 | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56314.94     | 0.04%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                       | Enbridge, Inc.                                                             | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $69154.06     | 0.05%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar A/S                           | BIM Birlesik Magazalar A/S                                                 | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               | CORP              | TR        |      1704 | NS      | $19963.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                               | Align Technology, Inc.                                                     | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       246 | NS      | $42631.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings, Inc.             | CCC Intelligent Solutions Holdings, Inc.                                   | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6160 | NS      | $57041.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Transmission Systems, Inc.                  | American Transmission Systems, Inc.                                        | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $82498.71     | 0.06%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| RB Global, Inc.                                      | RB Global, Inc.                                                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      5285 | NS      | $532601.95    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A., Inc.                                | Skechers U.S.A., Inc., Class A                                             | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      1545 | NS      | $74190.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                               | Envista Holdings Corp.                                                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      2004 | NS      | $32224.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                    | National Storage Affiliates Trust                                          | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |       366 | NS      | $13615.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                  | MTU Aero Engines AG                                                        | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |       509 | NS      | $176006.58    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93426.13     | 0.06%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                  | Japan Tobacco, Inc.                                                        | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $155114.71    | 0.11%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CSX Corp.                                            | CSX Corp.                                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      4226 | NS      | $118623.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                     | Pernod Ricard SA                                                           | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      4431 | NS      | $478855.16    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                | Las Vegas Sands Corp.                                                      | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64672.23     | 0.04%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                             | Arthur J Gallagher & Co.                                                   | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     83000 | PA      | $90018.18     | 0.06%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | CAC 40 10 Euro Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -33 | NC      | $-120415.97   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway, Inc.                            | GMO Payment Gateway, Inc.                                                  | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |       900 | NS      | $56336.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co. Ltd.                         | Samsung Electronics Co. Ltd.                                               | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      4699 | NS      | $183464.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JM Holdings Co. Ltd.                                 | JM Holdings Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3800 | NS      | $65459.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                           | Merck KGaA                                                                 | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       396 | NS      | $54685.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley plc                                          | Beazley plc                                                                | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |     33216 | NS      | $392195.15    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemper Corp.                                         | Kemper Corp.                                                               | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       484 | NS      | $28614.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Group                                            | APA Group                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     14149 | NS      | $74499.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                       | Monolithic Power Systems, Inc.                                             | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       229 | NS      | $135819.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43960.98     | 0.03%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                 | Columbia Pipelines Operating Co. LLC                                       | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $90405.07     | 0.06%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $197796.09    | 0.14%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126375.35    | 0.09%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                               | Lincoln National Corp.                                                     | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77339.06     | 0.05%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                                | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    178000 | PA      | $154273.50    | 0.11%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | MSCI Singapore Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        60 | NC      | $29102.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                | Elevance Health, Inc.                                                      | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62961.89     | 0.04%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Linde plc                                            | Linde plc                                                                  | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      2344 | NS      | $1062371.12   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39804.48     | 0.03%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                              | Toyota Industries Corp.                                                    | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |       800 | NS      | $93775.35     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85752.61     | 0.06%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer