# EDGAR Filing Document

**Accession Number:** 0000914209
**File Stem:** 0002071691-26-012239
**Filing Date:** 2026-5
**Character Count:** 1048841
**Document Hash:** 649a1207464d29d814df29ec02fdc748
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012239.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0002071691-26-012239

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07121
- **FILM NUMBER:** 261024609

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3202405186.43

**Total Liabilities:** $278713272.91

**Net Assets:** $2923691913.52

**Amount of Assets Invested in Other Investment Companies:** $11066416.84

**Delayed Delivery Securities:** $262565405.88

**Cash Not Reported:** $1343800.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2474.66000000 | **1-Year:** -21242.46000000 | **5-Year:** -125597.43000000 | **10-Year:** -46281.49000000 | **30-Year:** -55654.26000000

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

- **3-Month:** -42.59000000 | **1-Year:** -26284.19000000 | **5-Year:** -107554.96000000 | **10-Year:** -187533.45000000 | **30-Year:** -116605.89000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000174661 | 1.47%                | 0.87%                | -3.68%               |
| Class ID C000002311 | 1.44%                | 0.83%                | -3.75%               |
| Class ID C000002309 | 1.43%                | 0.73%                | -3.76%               |
| Class ID C000117945 | 1.52%                | 0.81%                | -3.67%               |
| Class ID C000002307 | 1.48%                | 0.82%                | -3.70%               |
| Class ID C000002312 | 1.53%                | 0.81%                | -3.69%               |
| Class ID C000117946 | 1.53%                | 0.81%                | -3.63%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14167527.11             | $26453310.86                               |
| Month 2  | $4872574.11              | $3107891.16                                |
| Month 3  | $-1352104.16             | $-127122330.36                             |

**Designated Index Information**

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

- **Index Identifier:** IDX01291

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1240925.44   | 0.04%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CBRE Group, Inc.                                                                | CBRE Group, Inc., Class A                                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     29763 | NS      | $4031695.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14369.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                            | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    412000 | PA      | $415042.32    | 0.01%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Third Coast Bancshares, Inc.                                                    | Third Coast Bancshares, Inc.                                                          | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |      2327 | NS      | $88030.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                                        | Energizer Holdings, Inc.                                                              | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95219.92     | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2013-CR13, Class D                                        | CUSIP: 12630BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319699 | PA      | $181026.53    | 0.01%             | 2046-11-10      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                     | Toll Brothers Finance Corp.                                                           | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $220175.02    | 0.01%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                     | Dick's Sporting Goods, Inc.                                                           | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    670000 | PA      | $652200.95    | 0.02%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2022-30, Class IG                                                        | CUSIP: 38383F3Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11568982 | PA      | $1744334.12   | 0.06%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3684000 | PA      | $3383619.72   | 0.12%             | 2033-03-02      | Fixed         | 3.35%                 | 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      | $-638.80      | -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      | $34373.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                                          | CVS Pass-Through Trust                                                                | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10974 | PA      | $11079.30     | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                         | Sensata Technologies BV                                                               | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $225547.43    | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                                         | COPT Defense Properties                                                               | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      3380 | NS      | $103428.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     17143 | NS      | $2521906.73   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                  | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139323.31    | 0.00%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | Telefonica Emisiones SA                                                               | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1130000 | PA      | $935530.02    | 0.03%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C04, Class 1M2                  | CUSIP: 30711XDA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    316294 | PA      | $319930.08    | 0.01%             | 2029-01-25      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    389000 | PA      | $392616.26    | 0.01%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                                 | Fidelis Insurance Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 549300CDMGCAGJQ7DX03       | Long             | EC               | CORP              | BM        |      5941 | NS      | $113532.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Industries, Inc.                                                       | Standard Industries, Inc.                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    305000 | PA      | $287668.34    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| InterDigital, Inc.                                                              | InterDigital, Inc.                                                                    | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2087 | NS      | $630274.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                                                     | Sonos, Inc.                                                                           | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     38369 | NS      | $514144.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                                                          | Monster Beverage Corp.                                                                | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     71117 | NS      | $5153137.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                               | Chase Home Lending Mortgage Trust, Series 2025-7, Class A11                           | CUSIP: 16160AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111052 | PA      | $111376.38    | 0.00%             | 2056-05-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C32, Class AS         | CUSIP: 61691GAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392000 | PA      | $384434.05    | 0.01%             | 2049-12-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | Beach Acquisition Bidco LLC                                                           | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    205000 | PA      | $227834.24    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings         | JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings               | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1015000 | PA      | $1016101.28   | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MSCI EAFE Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -465 | NC      | $731412.45    | 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      | $25505.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23366 | PA      | $24242.60     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | Synchrony Financial                                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     14423 | NS      | $981052.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215503 | PA      | $215258.46    | 0.01%             | 2045-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                 | PRA Group, Inc.                                                                       | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    490000 | PA      | $495079.83    | 0.02%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                               | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    415000 | PA      | $410668.81    | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                    | Cadence Design Systems, Inc.                                                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     20784 | NS      | $5775250.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                              | Lam Research Corp.                                                                    | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    112631 | NS      | $24064739.46  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                                               | Mitsui & Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |     74100 | NS      | $2864162.93   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Carter's, Inc.                                                                  | Carter's, Inc.                                                                        | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     11699 | NS      | $418356.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | Federation des Caisses Desjardins du Quebec                                           | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $527955.39    | 0.02%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                                           | Gulfport Energy Corp.                                                                 | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       525 | NS      | $111074.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                                                          | Dycom Industries, Inc., First Lien, CME Term Loan, B                                  | CUSIP: 26747FAV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21903 | PA      | $22016.75     | 0.00%             | 2033-01-27      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5KL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46237 | PA      | $47085.61     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                      | Archer-Daniels-Midland Co.                                                            | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     14260 | NS      | $1036559.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7, Inc.                                                                    | Rapid7, Inc.                                                                          | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     24126 | NS      | $132934.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                              | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322233.30    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Euronext NV                                                                     | Euronext NV                                                                           | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |     11820 | NS      | $1898078.12   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp.                                                           | Hancock Whitney Corp.                                                                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      7232 | NS      | $459882.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                                             | Expand Energy Corp.                                                                   | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    545000 | PA      | $545392.49    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-824.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                     | Rogers Communications, Inc.                                                           | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1430000 | PA      | $1444943.20   | 0.05%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                                 | BlackRock, Inc.                                                                       | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      3556 | NS      | $3419840.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                             | Bausch + Lomb Corp.                                                                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $139556.25    | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                 | Discovery Global Holdings, Inc.                                                       | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    210000 | PA      | $138874.20    | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    670000 | PA      | $686090.15    | 0.02%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.                  | Calumet Specialty Products Partners LP / Calumet Finance Corp.                        | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $387980.74    | 0.01%             | 2031-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2019-GC38, Class XA                              | CUSIP: 36252SAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7594902 | PA      | $185333.07    | 0.01%             | 2052-02-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $297.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                   | Transocean International Ltd.                                                         | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    295000 | PA      | $309576.84    | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27557 | PA      | $27606.67     | 0.00%             | 2043-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                               | Exxon Mobil Corp.                                                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     82953 | NS      | $14073805.98  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                                            | Vulcan Materials Co.                                                                  | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     13942 | NS      | $3796406.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                                  | Alphabet, Inc., Class A                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    210053 | NS      | $60402840.68  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                                                     | Brinker International, Inc.                                                           | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      4587 | NS      | $654885.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 210071000 | PA      | $-989219.33   | -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      | $8644.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                  | Apollo Global Management, Inc.                                                        | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      2332 | NS      | $136328.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Pass-Through Trust                                                          | CVS Pass-Through Trust, Series 2013                                                   | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206695 | PA      | $195180.27    | 0.01%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC Holdings LLC                                                                      | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    245000 | PA      | $177323.65    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5393, Class FA                                                          | CUSIP: 3137HBQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1092613 | PA      | $1101925.81   | 0.04%             | 2053-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Washington, Inc.                                    | Expeditors International of Washington, Inc.                                          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      6785 | NS      | $971815.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Canadian Gaming Corp.                                                     | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                             | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     27754 | PA      | $27395.63     | 0.00%             | 2029-11-01      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | Frontier Communications Holdings LLC                                                  | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $174562.97    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                   | Walmart, Inc.                                                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     76080 | NS      | $9455222.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                                | Zions Bancorp NA                                                                      | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     17253 | NS      | $994117.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                                                 | CME Group, Inc.                                                                       | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     20586 | NS      | $6080075.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                                                 | Ingredion, Inc.                                                                       | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      8244 | NS      | $928769.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                                                 | Interactive Brokers Group, Inc., Class A                                              | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     14417 | NS      | $966948.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                       | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    609000 | PA      | $606149.59    | 0.02%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                               | Corp. Nacional del Cobre de Chile                                                     | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    290000 | PA      | $272344.13    | 0.01%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-27, Class IT                                                        | CUSIP: 38382NFX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3745829 | PA      | $638290.06    | 0.02%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                              | Berry Global, Inc.                                                                    | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23466.13     | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617K4U70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25879 | PA      | $25030.89     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norwegian Krone                                                                 | Norwegian Krone                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | NO        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                                                             | Valero Energy Corp.                                                                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     27651 | NS      | $6832009.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                                         | CRH plc                                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |     45839 | NS      | $4818595.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                                             | Clean Harbors, Inc.                                                                   | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254067.66    | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                   | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118485.02    | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                     | McGraw-Hill Education, Inc.                                                           | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306452.10    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                        | Dresdner Funding Trust I                                                              | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134015.54    | 0.00%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                           | PayPal Holdings, Inc.                                                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     20473 | NS      | $925993.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222742.64    | 0.01%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Resideo Technologies, Inc.                                                      | Resideo Technologies, Inc.                                                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      4021 | NS      | $135547.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                      | Crowdstrike Holdings, Inc., Class A                                                   | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      2140 | NS      | $835477.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5466, Class FG                                                          | CUSIP: 3137HFPC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2467619 | PA      | $2473223.41   | 0.08%             | 2054-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| RMF Proprietary Issuance Trust                                                  | RMF Proprietary Issuance Trust, Series 2022-3, Class A                                | CUSIP: 74970FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206525 | PA      | $204998.49    | 0.01%             | 2062-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                                  | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    410000 | PA      | $374576.00    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                               | CIFC Funding Ltd., Series 2021-4A, Class AR                                           | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550429.58    | 0.02%             | 2037-07-23      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                    | Wisconsin Electric Power Co.                                                          | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335075.77    | 0.01%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPM USD Treasury CNAV Fund                                                      | JPM USD Treasury CNAV Fund                                                            | CUSIP: N/A<br>LEI: 549300WWBTCZX3E0DK43       | Long             | STIV             | RF                | LU        |      7671 | NS      | $7670.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                  | K. Hovnanian Enterprises, Inc.                                                        | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99008.00     | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Intrepid Potash, Inc.                                                           | Intrepid Potash, Inc.                                                                 | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      3817 | NS      | $163253.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics, Inc.                                                                | Daktronics, Inc.                                                                      | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |      2395 | NS      | $46822.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Board of Administration Finance Corp.                                     | State Board of Administration Finance Corp., Series 2024 A                            | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    275000 | PA      | $288375.45    | 0.01%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                                | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    580000 | PA      | $513387.00    | 0.02%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class D                       | CUSIP: 95000LAJ2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    378755 | PA      | $370469.59    | 0.01%             | 2059-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                          | Neptune Bidco US, Inc.                                                                | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    810000 | PA      | $786906.09    | 0.03%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F050445<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1540000 | PA      | $1551485.72   | 0.05%             | 2041-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                      | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    340000 | PA      | $337570.87    | 0.01%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1                  | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2850 | PA      | $2848.87      | 0.00%             | 2044-02-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-123.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneSpan, Inc.                                                                   | OneSpan, Inc.                                                                         | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |      8986 | NS      | $94622.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pertamina Hulu Energi PT                                                        | Pertamina Hulu Energi PT                                                              | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    205000 | PA      | $205681.55    | 0.01%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tango Therapeutics, Inc.                                                        | Tango Therapeutics, Inc.                                                              | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13275 | NS      | $277713.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                                                           | Cal-Maine Foods, Inc.                                                                 | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      5772 | NS      | $456853.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                                                    | AMETEK, Inc.                                                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      4448 | NS      | $953473.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO XVII Ltd.                                                  | Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class AR3                            | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500374.39    | 0.02%             | 2038-07-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                     | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347848.23    | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11419.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                              | Crown Castle, Inc.                                                                    | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    591000 | PA      | $584106.43    | 0.02%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                          | Costa Rica Government Bond                                                            | CUSIP: 221597CP0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    520000 | PA      | $532724.40    | 0.02%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                 | JH North America Holdings, Inc.                                                       | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124703.10    | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                                      | Chubb Ltd.                                                                            | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      3103 | NS      | $1011360.79   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander Funding Trust II                                                      | Alexander Funding Trust II                                                            | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $189693.18    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                                   | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                             | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      2226 | NS      | $1405810.93   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                             | Starwood Mortgage Residential Trust, Series 2020-3, Class A3                          | CUSIP: 85573MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    757000 | PA      | $691636.84    | 0.02%             | 2065-04-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                           | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    512000 | PA      | $429845.89    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Balchem Corp.                                                                   | Balchem Corp.                                                                         | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      2661 | NS      | $450986.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                          | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313209.73    | 0.01%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                    | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1R                               | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299925.01    | 0.01%             | 2035-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140LV6S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3351557 | PA      | $2822824.99   | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Polaris, Inc.                                                                   | Polaris, Inc.                                                                         | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      8879 | NS      | $483905.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics, Inc.                                                        | Stoke Therapeutics, Inc.                                                              | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |     14238 | NS      | $463589.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                             | CUSIP: 401494AF6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    780000 | PA      | $776470.50    | 0.03%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                             | CF Industries, Inc.                                                                   | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    435000 | PA      | $388508.87    | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                    | NVIDIA Corp.                                                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    731535 | NS      | $127579704.00 | 4.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2005-59, Class 1A1                                     | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136758 | PA      | $131693.87    | 0.00%             | 2035-11-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43773 | PA      | $39264.97     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                                        | Hudson River Trading LLC, First Lien, CME Term Loan, B2                               | CUSIP: 44413EAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    329175 | PA      | $328215.45    | 0.01%             | 2030-03-18      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                              | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    420000 | PA      | $436434.60    | 0.01%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                      | PG&E Corp.                                                                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     63133 | NS      | $1109246.81   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    304602 | NS      | $63439458.54  | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                        | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322343.40    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                            | Ally Financial, Inc.                                                                  | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    442000 | PA      | $442952.49    | 0.02%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | Crescent Energy Finance LLC                                                           | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    405000 | PA      | $423739.35    | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JUUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34598 | PA      | $36185.78     | 0.00%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                          | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231641.22    | 0.01%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | Freedom Mortgage Holdings LLC                                                         | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    560000 | PA      | $551448.41    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                                 | KKR CLO 54 Ltd., Series 2024-54A, Class A                                             | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    364000 | PA      | $364276.80    | 0.01%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                | ServiceNow, Inc.                                                                      | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    674000 | PA      | $585052.79    | 0.02%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                                                    | Unilever plc                                                                          | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     31965 | NS      | $1754859.02   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                       | CNO Financial Group, Inc.                                                             | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210509.29    | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sage Therapeutics, Inc.                                                         | Sage Therapeutics, Inc., CVR                                                          | CUSIP: 786CVR019<br>LEI: 5493000JX4BJS9W6CN35 | Long             |  | CORP              | US        |     27419 | NS      | $4935.42      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                 | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    760000 | PA      | $585412.68    | 0.02%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gotham Funding Corp.                                                            | Gotham Funding Corp.                                                                  | CUSIP: 38346MFG4<br>LEI: 549300Z2ZR7VTUMRPR17 | Long             | STIV             | CORP              | US        |  14500000 | PA      | $14379986.40  | 0.49%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24051 | PA      | $21597.55     | 0.00%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                                              | Bloom Energy Corp., Class A                                                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     10384 | NS      | $1406928.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                                      | New Jersey Resources Corp.                                                            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     10422 | NS      | $572376.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp., Series D                                                                | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      5068 | NS      | $228110.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                                  | EPR Properties                                                                        | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     17144 | NS      | $856514.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4730000 | PA      | $-7060.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                  | Alimentation Couche-Tard, Inc.                                                        | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    458000 | PA      | $452898.15    | 0.02%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                                 | Advantest Corp.                                                                       | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |      3900 | NS      | $538226.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                          | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2003631.34   | 0.07%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp.                                                               | Haemonetics Corp.                                                                     | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      1526 | NS      | $86005.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wrangler Holdco Corp.                                                           | Wrangler Holdco Corp.                                                                 | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103037.62    | 0.00%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | Clearway Energy Operating LLC                                                         | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216347.01    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                              | Johnson Controls International plc                                                    | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    515000 | PA      | $435259.91    | 0.01%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                  | Alimentation Couche-Tard, Inc.                                                        | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    328000 | PA      | $309795.72    | 0.01%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OPENLANE, Inc.                                                                  | OPENLANE, Inc.                                                                        | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      3808 | NS      | $111003.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1733368 | PA      | $1555257.84   | 0.05%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                               | Solstice Advanced Materials, Inc., First Lien, CME Term Loan, B                       | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |     75630 | PA      | $76118.92     | 0.00%             | 2032-10-29      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                      | National Bank of Greece SA                                                            | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |    128727 | NS      | $1988559.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd.                                             | Credo Technology Group Holding Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9374 | NS      | $879937.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co., Inc.                                                             | Ajinomoto Co., Inc.                                                                   | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |     18200 | NS      | $514536.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercantile Bank Corp.                                                           | Mercantile Bank Corp.                                                                 | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1944 | NS      | $98172.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raising Cane's Restaurants LLC                                                  | Raising Cane's Restaurants LLC, First Lien, First Amendment New CME Term Loan         | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |    233694 | PA      | $232599.32    | 0.01%             | 2032-11-03      | Variable      | 5.67%                 | 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      | $-40915.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yen                                                                             | Yen                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | JP        |    -78577 | OU      | $-495.11      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure, Inc.                                                       | NWPX Infrastructure, Inc.                                                             | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      1286 | NS      | $100127.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class AS                         | CUSIP: 29429EAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    798000 | PA      | $789619.16    | 0.03%             | 2049-07-10      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140L4G45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1510043 | PA      | $1302202.94   | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ubiquiti, Inc.                                                                  | Ubiquiti, Inc.                                                                        | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |      1284 | NS      | $1014732.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312947.35    | 0.01%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BofA Securities                                                                 | BofA Securities                                                                       | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |   2003169 | PA      | $2003169.29   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1224.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2013-C14, Class XA                            | CUSIP: 92890PAL8<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |    125949 | PA      | $1.26         | 0.00%             | 2046-06-15      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                               | RingCentral, Inc., Class A                                                            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     22886 | NS      | $851130.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                                 | Hilton Worldwide Holdings, Inc.                                                       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     26491 | NS      | $8055383.28   | 0.28%             |  |  |  | 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      | $988.30       | 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      | $-12851.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                  | Alphabet, Inc.                                                                        | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312879.47    | 0.01%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                    | Avolon Holdings Funding Ltd.                                                          | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    829000 | PA      | $849676.88    | 0.03%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Borr IHC Ltd. / Borr Finance LLC                                                | Borr IHC Ltd. / Borr Finance LLC                                                      | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425272 | PA      | $432029.23    | 0.01%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Ryanair Holdings plc                                                            | Ryanair Holdings plc                                                                  | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |     49911 | NS      | $1405086.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5036, Class IK                                                          | CUSIP: 3137F6TK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3567156 | PA      | $752672.75    | 0.03%             | 2050-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2201317 | PA      | $1986900.77   | 0.07%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | US        |   1294384 | PA      | $1294383.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                               | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    775000 | PA      | $809269.29    | 0.03%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BankUnited Trust                                                                | BankUnited Trust, Series 2005-1, Class 1A1                                            | CUSIP: 06652DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51542 | PA      | $49439.52     | 0.00%             | 2045-09-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co.                                                   | Northwest Natural Holding Co.                                                         | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      2168 | NS      | $115380.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                                                      | Northwest Bancshares, Inc.                                                            | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7780 | NS      | $98728.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                                                  | Doximity, Inc., Class A                                                               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37949 | NS      | $884211.70    | 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      | $-1478.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2321.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                             | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132210.91    | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                            | Otis Worldwide Corp.                                                                  | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    298000 | PA      | $276725.00    | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                          | Northrop Grumman Corp.                                                                | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     10149 | NS      | $6924053.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                                     | NN Group NV                                                                           | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |     27639 | NS      | $2158492.98   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Varex Imaging Corp.                                                             | Varex Imaging Corp.                                                                   | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      8682 | NS      | $92116.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                                          | RWE AG                                                                                | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     36995 | NS      | $2488980.93   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                       | KLA Corp.                                                                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       716 | NS      | $1054245.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp.                                                                   | Semtech Corp.                                                                         | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      1313 | NS      | $100956.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                                            | Curtiss-Wright Corp.                                                                  | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1411 | NS      | $961060.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                        | IPALCO Enterprises, Inc.                                                              | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $255460.40    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Resecuritization Trust                                           | Morgan Stanley Resecuritization Trust, Series 2015-R4, Class CB1                      | CUSIP: 61690WAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23160 | PA      | $23189.09     | 0.00%             | 2047-08-26      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                            | ENEOS Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |    159100 | NS      | $1433512.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    900000 | PA      | $890615.39    | 0.03%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    680000 | PA      | $687673.07    | 0.02%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                         | Mid-America Apartment Communities, Inc.                                               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      7071 | NS      | $863510.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Finance Corp. Ltd.                                                        | Power Finance Corp. Ltd.                                                              | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    350000 | PA      | $338452.61    | 0.01%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Subaru Corp.                                                                    | Subaru Corp.                                                                          | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     22900 | NS      | $368950.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                                              | BJ's Wholesale Club Holdings, Inc.                                                    | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     25096 | NS      | $2469948.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO 16 Ltd.                                                             | Elmwood CLO 16 Ltd., Series 2022-3A, Class BRR                                        | CUSIP: 29002UAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400007.49    | 0.01%             | 2037-04-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2016-C3, Class A4                         | CUSIP: 17325GAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413000 | PA      | $409509.32    | 0.01%             | 2049-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Financial Institutions, Inc.                                                    | Financial Institutions, Inc.                                                          | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3214 | NS      | $101915.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Communications, Inc.                                                      | Block Communications, Inc.                                                            | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    345000 | PA      | $315989.26    | 0.01%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp.                                         | Big River Steel LLC / BRS Finance Corp.                                               | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $221668.29    | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                                | Sony Group Corp.                                                                      | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |    113600 | NS      | $2367734.87   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                              | Elmwood CLO I Ltd., Series 2019-1A, Class A1R3                                        | CUSIP: 290015BJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    425000 | PA      | $423087.13    | 0.01%             | 2037-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                        | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     92605 | NS      | $5616493.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                                                    | Discovery Communications LLC                                                          | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    260000 | PA      | $251270.70    | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2016-H16, Class LI                                                       | CUSIP: 38376RWN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1885562 | PA      | $99957.42     | 0.00%             | 2066-07-20      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                        | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE6, Class M1                   | CUSIP: 61744CFB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111097 | PA      | $109881.47    | 0.00%             | 2034-08-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Putnam Government Money Market Fund                                             | Putnam Government Money Market Fund, Class G                                          | CUSIP: 74680A802<br>LEI: 549300SEUI2XMME8T893 | Long             | STIV             | RF                | US        |  11065938 | NS      | $11065938.19  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                                                  | TechnipFMC plc                                                                        | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |    125554 | NS      | $8679548.02   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                          | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    580000 | PA      | $572784.36    | 0.02%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                      | Alibaba Group Holding Ltd.                                                            | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |     86500 | NS      | $1355843.33   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilltop Holdings, Inc.                                                          | Hilltop Holdings, Inc.                                                                | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     11071 | NS      | $396563.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                                                    | Waters Corp.                                                                          | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      3154 | NS      | $939261.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                 | Eli Lilly & Co.                                                                       | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    261000 | PA      | $233372.03    | 0.01%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4178.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                 | Eli Lilly & Co.                                                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     31497 | NS      | $28969995.69  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| South Carolina Public Service Authority                                         | South Carolina Public Service Authority, Series 2009 F                                | CUSIP: 8371477D3<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    560000 | PA      | $578084.30    | 0.02%             | 2030-01-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                   | Stryker Corp.                                                                         | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2701 | NS      | $887521.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271566.70    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Proto Labs, Inc.                                                                | Proto Labs, Inc.                                                                      | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      3081 | NS      | $175678.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Netherlands BV and Bausch & Lomb, Inc.                            | Bausch + Lomb Netherlands BV and Bausch & Lomb, Inc.                                  | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $115914.93    | 0.00%             | 2031-01-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                         | Element Solutions, Inc., First Lien, CME Term Loan, B3                                | CUSIP: 72766TAK5<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |    330000 | PA      | $330707.85    | 0.01%             | 2030-12-18      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2021-28, Class NI                                                        | CUSIP: 3136BHKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5346187 | PA      | $515863.78    | 0.02%             | 2041-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                  | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    724000 | PA      | $657281.64    | 0.02%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106037.83    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                | Salesforce, Inc.                                                                      | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    455000 | PA      | $455274.06    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                      | United Natural Foods, Inc.                                                            | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      3687 | NS      | $166136.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris, Inc.                                                                   | Arteris, Inc.                                                                         | CUSIP: 04302A104<br>LEI: 5299009413BJXLY5SM79 | Long             | EC               | CORP              | US        |     21186 | NS      | $348297.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First-Citizens Bank & Trust Co.                                                 | First-Citizens Bank & Trust Co.                                                       | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1166031.63   | 0.04%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA7, Class 1A2                                    | CUSIP: 02146BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298352 | PA      | $297143.23    | 0.01%             | 2046-06-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2019-3A, Class AR                                               | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    196376 | PA      | $196572.79    | 0.01%             | 2032-10-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617K54B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19121 | PA      | $18605.15     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                             | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402060.80    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F040644<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -500000 | PA      | $-471879.01   | -0.02%            | 2056-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $789.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grindr, Inc.                                                                    | Grindr, Inc.                                                                          | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |      8187 | NS      | $98980.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                   | Comcast Corp.                                                                         | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    189000 | PA      | $100203.01    | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-52.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                     | Crocs, Inc.                                                                           | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249745.78    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                        | PRPM LLC, Series 2026-1, Class A1                                                     | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402980 | PA      | $399032.88    | 0.01%             | 2031-02-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                  | Alphabet, Inc., Class C                                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     77238 | NS      | $22156492.68  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2011-C3, Class D                              | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257303 | PA      | $94556.46     | 0.00%             | 2044-03-15      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                      | Cloud Software Group, Inc.                                                            | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190428.28    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mineralys Therapeutics, Inc.                                                    | Mineralys Therapeutics, Inc.                                                          | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11468 | NS      | $310668.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM Finance Ltd.                                                               | GGAM Finance Ltd.                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     85000 | PA      | $85930.75     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                                     | Informa plc                                                                           | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |     31888 | NS      | $320274.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                          | Aramark Services, Inc.                                                                | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    314000 | PA      | $312321.14    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                  | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    580573 | PA      | $550054.34    | 0.02%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Medpace Holdings, Inc.                                                          | Medpace Holdings, Inc.                                                                | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      2043 | NS      | $981028.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc., First Lien, CME Term Loan, B                                   | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    329160 | PA      | $329058.27    | 0.01%             | 2031-02-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                          | Truist Financial Corp.                                                                | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348059.68    | 0.01%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |    150000 | PA      | $167962.92    | 0.01%             | 2030-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                     | McGraw-Hill Education, Inc.                                                           | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123689.80    | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                               | BAT Capital Corp.                                                                     | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    255000 | PA      | $272281.12    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                     | Nigeria Government Bond                                                               | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    310000 | PA      | $326083.68    | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                       | Shell plc                                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    150344 | NS      | $7030253.67   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMrush Holdings, Inc.                                                          | SEMrush Holdings, Inc., Class A                                                       | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |      8832 | NS      | $105454.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                       | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70829.57     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                 | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    182000 | PA      | $181413.40    | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                                    | Neurocrine Biosciences, Inc.                                                          | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     13615 | NS      | $1793640.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2015-GC30, Class B                               | CUSIP: 36250GAU9<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |    388581 | PA      | $378186.84    | 0.01%             | 2050-05-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                   | Cummins, Inc.                                                                         | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2292 | NS      | $1233141.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5725.62      | 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      | $119.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                     | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $514514.71    | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                         | Boston Scientific Corp.                                                               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     91705 | NS      | $5754488.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503366.13    | 0.02%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Insmed, Inc.                                                                    | Insmed, Inc.                                                                          | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      6862 | NS      | $1122074.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF Compute LLC                                                                | WULF Compute LLC                                                                      | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $528657.50    | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5KJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75972 | PA      | $77850.28     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                      | News Corp.                                                                            | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    119000 | PA      | $116401.21    | 0.00%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                    | Intuit, Inc.                                                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1998 | NS      | $863895.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary                                                                         | Hungary Government Bond                                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    730000 | PA      | $732626.47    | 0.03%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                       | Turkiye Government Bond                                                               | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    670000 | PA      | $698787.42    | 0.02%             | 2027-09-24      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Scorpio Tankers, Inc.                                                           | Scorpio Tankers, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |      8029 | NS      | $599445.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                            | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    645000 | PA      | $649145.33    | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                   | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1191627.73   | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                        | BX Trust, Series 2025-VOLT, Class A                                                   | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177000 | PA      | $176769.30    | 0.01%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| DiamondRock Hospitality Co.                                                     | DiamondRock Hospitality Co.                                                           | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     11569 | NS      | $108401.53    | 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      | $37.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rhythm Pharmaceuticals, Inc.                                                    | Rhythm Pharmaceuticals, Inc.                                                          | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |      5924 | NS      | $515210.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO Verwaltungs GmbH                                                            | IHO Verwaltungs GmbH                                                                  | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    590000 | PA      | $604896.91    | 0.02%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    280000 | PA      | $287745.65    | 0.01%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Urban Outfitters, Inc.                                                          | Urban Outfitters, Inc.                                                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2257 | NS      | $142980.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                               | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    710000 | PA      | $705066.42    | 0.02%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                        | Penn Entertainment, Inc.                                                              | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $244661.67    | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trustmark Corp.                                                                 | Trustmark Corp.                                                                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      9168 | NS      | $386339.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort, Inc.                                                                  | CryoPort, Inc.                                                                        | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |      6186 | NS      | $51220.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chobani Holdco II LLC                                                           | Chobani Holdco II LLC                                                                 | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98230 | PA      | $104752.08    | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                    | Prysmian SpA                                                                          | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |      8369 | NS      | $988304.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                | Roche Holding AG                                                                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      9882 | NS      | $3943815.71   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Abercrombie & Fitch Co.                                                         | Abercrombie & Fitch Co., Class A                                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      6829 | NS      | $623965.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class M1                                   | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     40294 | PA      | $40492.06     | 0.00%             | 2043-11-25      | Floating      | 5.51%                 | 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      | $771.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                  | Long Beach Mortgage Loan Trust, Series 2004-1, Class A2                               | CUSIP: 542514FE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258684 | PA      | $257615.35    | 0.01%             | 2034-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                                 | Snowflake, Inc., Class A                                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |     19929 | NS      | $3005691.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp.                                                               | Asahi Kasei Corp.                                                                     | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |     20200 | NS      | $197646.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                                  | BHP Group Ltd.                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      6045 | NS      | $219105.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corp. Pte. Ltd.                                          | Equinix Asia Financing Corp. Pte. Ltd.                                                | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |    205000 | PA      | $200760.86    | 0.01%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                 | CSAIL Commercial Mortgage Trust, Series 2019-C17, Class AS                            | CUSIP: 12597BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $391691.86    | 0.01%             | 2052-09-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                       | Sanofi SA                                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     61390 | NS      | $5928421.78   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                             | Citigroup Mortgage Loan Trust, Inc., Series 2005-2, Class 1A2A                        | CUSIP: 17307GQZ4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     70596 | PA      | $69992.10     | 0.00%             | 2035-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                                | GE Vernova, Inc.                                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     20976 | NS      | $18309950.40  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Wachovia Bank Commercial Mortgage Trust                                         | Wachovia Bank Commercial Mortgage Trust, Series 2006-C29                              | CUSIP: 92978PAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9640 | PA      | $9.94         | 0.00%             | 2048-11-15      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BSD74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36105 | PA      | $37052.70     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Next plc                                                                        | Next plc                                                                              | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      2462 | NS      | $415952.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services, Inc.                                                       | Kodiak Gas Services, Inc.                                                             | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2693 | NS      | $157055.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty, Inc.                                                                 | PagerDuty, Inc.                                                                       | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     49019 | NS      | $304407.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-117, Class MI                                                       | CUSIP: 38382WEX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5363501 | PA      | $828567.55    | 0.03%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                 | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120228.24    | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                           | Petronas Capital Ltd.                                                                 | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    660000 | PA      | $674758.88    | 0.02%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                         | Waste Connections, Inc.                                                               | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $221535.00    | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148041.28    | 0.01%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                                  | Fortescue Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |    135180 | NS      | $1931668.28   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                              | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    272000 | PA      | $274435.43    | 0.01%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer, Inc.                                            | Asurion LLC and Asurion Co-Issuer, Inc.                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    565000 | PA      | $548938.42    | 0.02%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                                         | GSK plc                                                                               | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     79076 | NS      | $2178186.25   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                         | Republic Services, Inc., Class A                                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      4163 | NS      | $911780.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                                              | Everest Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      2877 | NS      | $940347.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd, Inc.                                                                      | WaFd, Inc.                                                                            | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3035 | NS      | $95299.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrium Therapeutics, Inc.                                                       | Atrium Therapeutics, Inc.                                                             | CUSIP: 04965N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $1885.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                | GE HealthCare Technologies, Inc.                                                      | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234642.06    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                     | Apple, Inc.                                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    425532 | NS      | $107995766.28 | 3.69%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6277973 | PA      | $5617785.72   | 0.19%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJVH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29020 | PA      | $30053.89     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F062648<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1270000 | PA      | $-1314018.24  | -0.04%            | 2056-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                        | Motorola Solutions, Inc.                                                              | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    179000 | PA      | $161469.03    | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2020-C56, Class B                       | CUSIP: 95002RAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $346880.68    | 0.01%             | 2053-06-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE, Class A                                                               | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |     23716 | NS      | $582939.28    | 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        |     55487 | NS      | $3221510.24   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer, Inc.                                            | Asurion LLC and Asurion Co-Issuer, Inc.                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    385000 | PA      | $399740.88    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WMB Holdings, Inc.                                                              | WMB Holdings, Inc., First Lien, USD CME Term Loan, B                                  | CUSIP: 22006VAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    319230 | PA      | $317635.21    | 0.01%             | 2029-11-05      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT, Inc.                                                    | Apple Hospitality REIT, Inc.                                                          | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      7979 | NS      | $91838.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | Crescent Energy Finance LLC                                                           | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320158.18    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                 | Automatic Data Processing, Inc.                                                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      5393 | NS      | $1095749.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -4500000 | PA      | $-4343580.18  | -0.15%            | 2056-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd.                                                                | SiriusPoint Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |     12225 | NS      | $263326.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc.                                                               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608851.80    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                 | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    328346 | PA      | $325883.27    | 0.01%             | 2028-04-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | Protective Life Global Funding                                                        | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    435000 | PA      | $445233.38    | 0.02%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                                  | DoorDash, Inc., Class A                                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      5368 | NS      | $806005.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                                    | Fiserv, Inc.                                                                          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      7709 | NS      | $430162.20    | 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      | $11765.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                              | Station Place Securitization Trust, Series 2025-3, Class A                            | CUSIP: 85779TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $963474.91    | 0.03%             | 2026-09-23      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| DexKo Global, Inc.                                                              | DexKo Global, Inc., First Lien, Closing Date Dollar CME Term Loan                     | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152553 | PA      | $149827.14    | 0.01%             | 2028-10-04      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                              | Crown Castle, Inc.                                                                    | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    545000 | PA      | $548193.01    | 0.02%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                              | Devon Energy Corp.                                                                    | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     21619 | NS      | $1087868.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                            | NextEra Energy, Inc.                                                                  | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     99154 | NS      | $9209423.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                                          | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    805000 | PA      | $776784.17    | 0.03%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                       | Recruit Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     29200 | NS      | $1272243.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                                    | Komatsu Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |     15800 | NS      | $629165.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                   | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $215806.10    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                          | Southwest Airlines Co.                                                                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    149022 | NS      | $5598756.54   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5121, Class KI                                                          | CUSIP: 3137H0LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3593965 | PA      | $874825.81    | 0.03%             | 2051-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                        | PRET LLC, Series 2026-NPL3, Class A1                                                  | CUSIP: 69383QAA2<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |   1055043 | PA      | $1047184.86   | 0.04%             | 2056-02-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                             | Omnicom Group, Inc.                                                                   | CUSIP: 681919BP0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1278103.62   | 0.04%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      4161 | NS      | $828163.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 43 Ltd.                                      | Neuberger Berman Loan Advisers CLO 43 Ltd., Series 2021-43A, Class AR                 | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1600852.71   | 0.05%             | 2036-07-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 5 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       872 | NC      | $-1376823.14  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                   | Dornoch Debt Merger Sub, Inc.                                                         | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $250243.81    | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64589 | PA      | $68005.34     | 0.00%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                     | Service Corp. International                                                           | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92323.18     | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd.                                                 | Galaxy Entertainment Group Ltd.                                                       | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |     34000 | NS      | $153676.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                             | Toll Brothers, Inc.                                                                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      6511 | NS      | $888556.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                                                           | Sun Communities, Inc.                                                                 | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      7035 | NS      | $886128.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M2                                   | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    714000 | PA      | $716003.20    | 0.02%             | 2041-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Southern Missouri Bancorp, Inc.                                                 | Southern Missouri Bancorp, Inc.                                                       | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1695 | NS      | $108378.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Life Group, Inc.                                                        | Daiichi Life Group, Inc.                                                              | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |     20000 | NS      | $184439.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Gamma Acquisition BV                                                  | Energizer Gamma Acquisition BV                                                        | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |    185000 | PA      | $201775.91    | 0.01%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $736.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                          | Birch Grove CLO 2 Ltd., Series 2021-2A, Class A1R                                     | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500605.14    | 0.02%             | 2037-10-19      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                                                  | Ironwood Pharmaceuticals, Inc., Class A                                               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     72370 | NS      | $254018.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R06, Class 1A1                  | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312106 | PA      | $311551.05    | 0.01%             | 2045-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                       | MFA Trust, Series 2025-NQM3, Class A1                                                 | CUSIP: 58004LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194899 | PA      | $194830.41    | 0.01%             | 2070-08-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                                          | Stifel Financial Corp.                                                                | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     13146 | NS      | $971752.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5024, Class HI                                                          | CUSIP: 3137FWKE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3400260 | PA      | $800649.34    | 0.03%             | 2050-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                                              | SBI Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |     47000 | NS      | $870268.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                                               | Compass Group plc                                                                     | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     87048 | NS      | $2428720.02   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                            | Owens-Brockway Glass Container, Inc., First Lien, CME Term Loan, B1                   | CUSIP: 69074LAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162797 | PA      | $161439.84    | 0.01%             | 2032-09-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| National Energy Services Reunited Corp.                                         | National Energy Services Reunited Corp.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     12567 | NS      | $269813.49    | 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      | $-7221.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                              | Vodafone Group plc                                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |   1139409 | NS      | $1718629.67   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rayonier Advanced Materials, Inc.                                               | Rayonier Advanced Materials, Inc.                                                     | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     15336 | NS      | $169769.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                                                   | Dropbox, Inc., Class A                                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     37193 | NS      | $845024.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co.                                                         | Commonwealth Edison Co.                                                               | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    133000 | PA      | $141309.25    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | 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      | $-731.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings, Inc.                                                         | Lantheus Holdings, Inc.                                                               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      8084 | NS      | $613171.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                                       | RTX Corp.                                                                             | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112231.36    | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112158.42    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-98, Class FA                                                        | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360143 | PA      | $362743.24    | 0.01%             | 2053-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                           | Cheniere Energy, Inc.                                                                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     40434 | NS      | $11473551.84  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    547000 | PA      | $534357.62    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2640.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BK Technologies Corp.                                                           | BK Technologies Corp.                                                                 | CUSIP: 05587G203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1397 | NS      | $104258.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                                               | Ross Stores, Inc.                                                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      6106 | NS      | $1322742.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                                                | Virtus Investment Partners, Inc.                                                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      1408 | NS      | $189164.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                                                   | Veralto Corp.                                                                         | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      9694 | NS      | $857143.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McAfee Corp.                                                                    | McAfee Corp.                                                                          | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    315000 | PA      | $260595.18    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                              | Barclays Commercial Mortgage Trust, Series 2019-C5, Class C                           | CUSIP: 05492JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473000 | PA      | $430330.34    | 0.01%             | 2052-11-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                 | National Health Investors, Inc.                                                       | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      1371 | NS      | $110859.06    | 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      | $-135.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                                            | American Express Co.                                                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3194 | NS      | $966121.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                   | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315960.91    | 0.01%             | 2031-02-01      | 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        |    795000 | PA      | $731482.53    | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        | 109518996 | PA      | $4692771.39   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Shore Bancshares, Inc.                                                          | Shore Bancshares, Inc.                                                                | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5422 | NS      | $101282.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-103                                                                 | CUSIP: 38380PXY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5179769 | PA      | $328633.56    | 0.01%             | 2063-01-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE Peet's NV                                                                         | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $146318.41    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI Properties LP                                                                    | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    615000 | PA      | $610855.48    | 0.02%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA Finance LLC                                                                  | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    143000 | PA      | $142135.77    | 0.00%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BQLU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    399911 | PA      | $407834.57    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                          | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    510000 | PA      | $518263.09    | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                         | Uber Technologies, Inc.                                                               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     12799 | NS      | $920632.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Partners of America Trust                                                  | Home Partners of America Trust, Series 2021-2, Class C                                | CUSIP: 43732VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420193 | PA      | $412423.43    | 0.01%             | 2026-12-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                  | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $320240.55    | 0.01%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                               | BAT Capital Corp.                                                                     | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90995.93     | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                           | Spotify Technology SA                                                                 | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |     13820 | NS      | $6701456.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                                                                | Kroger Co. (The)                                                                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     52520 | NS      | $3800347.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2024-DNA1, Class A1                                   | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |     82896 | PA      | $82935.06     | 0.00%             | 2044-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                            | Allstate Corp. (The)                                                                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     28710 | NS      | $5952731.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International, Inc.                                                         | NPK International, Inc.                                                               | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      7440 | NS      | $107805.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals, Inc.                                                     | Olema Pharmaceuticals, Inc.                                                           | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6088 | NS      | $90772.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower, Inc.                                                                 | Nextpower, Inc., Class A                                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7237 | NS      | $872420.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp.                                                              | Primo Brands Corp., First Lien, 2025 Refinancing CME Term Loan                        | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    330000 | PA      | $330714.45    | 0.01%             | 2028-03-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                         | Waste Connections, Inc.                                                               | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $85040.36     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Edison International                                                            | Edison International                                                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     17595 | NS      | $1287602.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA                                   | Banco Latinoamericano de Comercio Exterior SA, Class E                                | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | NUSS              | PA        |      3690 | NS      | $188485.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                                                    | Mueller Water Products, Inc., Class A                                                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      4332 | NS      | $119086.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                                                           | MGIC Investment Corp.                                                                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     35992 | NS      | $944790.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                               | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238420.30    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                  | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    844000 | PA      | $833476.75    | 0.03%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4001 | NS      | $978004.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                                                    | Kenvue, Inc.                                                                          | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85940.02     | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  77084000 | PA      | $-566491.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12038.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                 | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166638.13    | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                                              | Tokyo Gas Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     15500 | NS      | $729989.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                               | Merck & Co., Inc.                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    137034 | NS      | $16483819.86  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Digicel International Finance Ltd. / DIFL US LLC                                | Digicel International Finance Ltd. / DIFL US LLC                                      | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $488772.48    | 0.02%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                | Mastercard, Inc., Class A                                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     58268 | NS      | $29114188.88  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                  | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $636378.84    | 0.02%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Innospec, Inc.                                                                  | Innospec, Inc.                                                                        | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      2733 | NS      | $199563.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                                    | Barclays plc                                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    444153 | NS      | $2324467.49   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | Lloyds Banking Group plc                                                              | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |   1953597 | NS      | $2421357.05   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                  | DTE Energy Co.                                                                        | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      6406 | NS      | $936685.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    175000 | PA      | $176768.11    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    463361 | NS      | $13432835.39  | 0.46%             |  |  |  | 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      | $-14396.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49 Ltd.                                             | Octagon Investment Partners 49 Ltd., Series 2020-5A, Class ARR                        | CUSIP: 67578FBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1080000 | PA      | $1076494.77   | 0.04%             | 2037-04-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2021-HE3, Class A2                            | CUSIP: 10569VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217968 | PA      | $216987.68    | 0.01%             | 2069-08-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                             | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206000 | PA      | $199878.92    | 0.01%             | 2057-10-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C05, Class 2M2                  | CUSIP: 30711XDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    248390 | PA      | $250499.74    | 0.01%             | 2029-01-25      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                       | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    735000 | PA      | $726819.57    | 0.02%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 10X Genomics, Inc.                                                              | 10X Genomics, Inc., Class A                                                           | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     25510 | NS      | $541577.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                                  | Broadcom, Inc.                                                                        | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    545000 | PA      | $556364.10    | 0.02%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                        | Equitable Holdings, Inc.                                                              | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    104254 | NS      | $3868865.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PetSmart LLC / PetSmart Finance Corp.                                           | PetSmart LLC / PetSmart Finance Corp.                                                 | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $452526.75    | 0.02%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                    | Pfizer, Inc.                                                                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     35551 | NS      | $998272.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     28034 | NS      | $2670620.37   | 0.09%             |  |  |  | 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      | $4601.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1                  | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73693 | PA      | $74406.88     | 0.00%             | 2042-09-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                | Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                      | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $565967.49    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140KKLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2773374 | PA      | $2359408.66   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    994000 | PA      | $817170.34    | 0.03%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 45 Ltd.                                      | Neuberger Berman Loan Advisers CLO 45 Ltd., Series 2021-45A, Class AR                 | CUSIP: 64134MAJ5<br>LEI: 549300BQ0WQMX5H5TS32 | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2201416.67   | 0.08%             | 2036-10-14      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                        | Pertamina Hulu Energi PT                                                              | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    295000 | PA      | $295980.77    | 0.01%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                | Bombardier, Inc.                                                                      | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31172.61     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co.                                      | Clarios Global LP / Clarios US Finance Co.                                            | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $206769.15    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                                     | Taiwan Semiconductor Manufacturing Co. Ltd.                                           | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     33000 | NS      | $1908539.32   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Udemy, Inc.                                                                     | Udemy, Inc.                                                                           | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |     45062 | NS      | $208186.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Global Funding                                                              | CNO Global Funding                                                                    | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    304000 | PA      | $288152.17    | 0.01%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150778.59    | 0.01%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                   | Equinix, Inc.                                                                         | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    266000 | PA      | $253329.70    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                            | Ally Financial, Inc.                                                                  | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     25259 | NS      | $990910.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                                                | McGrath RentCorp                                                                      | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      1076 | NS      | $118661.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                                                            | Teladoc Health, Inc.                                                                  | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     87590 | NS      | $477365.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI Holdco B LLC                                                                | CPI Holdco B LLC, First Lien, 2025 Fourth Amendment Incremental CME Term Loan         | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    329165 | PA      | $327406.82    | 0.01%             | 2031-05-19      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XVIII Ltd.                                                         | Trinitas CLO XVIII Ltd., Series 2021-18A, Class A1R                                   | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300106.35    | 0.01%             | 2035-01-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                                              | Primo Brands Corp., First Lien, CME Term Loan, B                                      | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    197586 | PA      | $198141.51    | 0.01%             | 2031-03-19      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Pentair plc                                                                     | Pentair plc                                                                           | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     10433 | NS      | $908818.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Building Products, Inc.                                                     | QXO Building Products, Inc.                                                           | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    605000 | PA      | $617623.93    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                           | Las Vegas Sands Corp.                                                                 | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     29150 | NS      | $1570602.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences, Inc.                                                           | Kodiak Sciences, Inc.                                                                 | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      4033 | NS      | $153737.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                 | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    540000 | PA      | $543178.38    | 0.02%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179XS80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3488386 | PA      | $3134505.87   | 0.11%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                          | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159049.42    | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | 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      | $-10135.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                      | Spectra Energy Partners LP                                                            | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422947.45    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                            | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $659478.82    | 0.02%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                                                      | Taylor Morrison Home Corp., Class A                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      9277 | NS      | $540292.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                                       | Corebridge Global Funding                                                             | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319416.73    | 0.01%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                          | Cie de Saint-Gobain SA                                                                | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |     22708 | NS      | $1880096.09   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                                 | Ashton Woods USA LLC / Ashton Woods Finance Co.                                       | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $425134.86    | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.                                             | Sun Country Airlines Holdings, Inc.                                                   | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     10446 | NS      | $172567.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                                                     | Tesla, Inc.                                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     80507 | NS      | $29928477.25  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                  | CUSIP: 3140FXES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2633521 | PA      | $2406516.59   | 0.08%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                      | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204323.85    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133C3TV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    865813 | PA      | $890812.64    | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                              | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    495000 | PA      | $466845.56    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    342000 | PA      | $338154.95    | 0.01%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                     | Pandora A/S                                                                           | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |      8058 | NS      | $575936.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amalgamated Financial Corp.                                                     | Amalgamated Financial Corp.                                                           | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6448 | NS      | $250633.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                    | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $100765.00    | 0.00%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class B          | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    659921 | PA      | $627377.17    | 0.02%             | 2046-07-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health, Inc.                                                        | Hims & Hers Health, Inc.                                                              | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |      4154 | NS      | $86237.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS, Inc.                                                              | Leonardo DRS, Inc.                                                                    | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |     20645 | NS      | $919115.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                        | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199936.49    | 0.01%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | Truist Bank                                                                           | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    540000 | PA      | $535689.69    | 0.02%             | 2029-09-17      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    870000 | PA      | $831198.00    | 0.03%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR17, Class C                                        | CUSIP: 12631DBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392000 | PA      | $370525.73    | 0.01%             | 2047-05-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5446, Class DF                                                          | CUSIP: 3137HFAE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    989928 | PA      | $997146.27    | 0.03%             | 2054-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bond                                                                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    919000 | PA      | $919000.00    | 0.03%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Watts Water Technologies, Inc.                                                  | Watts Water Technologies, Inc., Class A                                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      2513 | NS      | $729498.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                                         | KB Home                                                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1665 | NS      | $86163.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                                                  | Cargurus, Inc., Class A                                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     13511 | NS      | $460049.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                 | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class D                              | CUSIP: 12527DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47038 | PA      | $46377.91     | 0.00%             | 2047-12-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                    | Vistra Corp.                                                                          | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96065.43     | 0.00%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SPX Technologies, Inc.                                                          | SPX Technologies, Inc.                                                                | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       460 | NS      | $91972.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                             | Bausch + Lomb Corp., First Lien, 2025-2 Refinancing CME Term Loan                     | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    206868 | PA      | $207580.02    | 0.01%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -2350000 | PA      | $-2365333.73  | -0.08%            | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                        | Ipsen SA                                                                              | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |      5704 | NS      | $1065984.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, 30 Year                                                                      | CUSIP: 3622ACN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1534178 | PA      | $1567849.55   | 0.05%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2                                   | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     28395 | PA      | $28400.21     | 0.00%             | 2034-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                       | Stonepeak Nile Parent LLC, First Lien, Amendment No. 1 CME Term Loan                  | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |    329244 | PA      | $329125.22    | 0.01%             | 2032-04-09      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Nextdoor Holdings, Inc.                                                         | Nextdoor Holdings, Inc.                                                               | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62499 | NS      | $87498.60     | 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      | $26463.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teekay Tankers Ltd.                                                             | Teekay Tankers Ltd., Class A                                                          | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | BM        |      7531 | NS      | $552172.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                   | Mill City Mortgage Loan Trust, Series 2023-NQM2, Class A1                             | CUSIP: 59981CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399532 | PA      | $398374.30    | 0.01%             | 2067-12-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                            | Flutter Financing BV, First Lien, 2024 Refinancing CME Term Loan, B                   | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    328321 | PA      | $325529.89    | 0.01%             | 2030-12-02      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                          | Becton Dickinson & Co.                                                                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     23792 | NS      | $3740816.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Filtration Group Corp.                                                          | Filtration Group Corp., First Lien, 2025 Incremental Dollar CME Term Loan, B          | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     88961 | PA      | $89100.20     | 0.00%             | 2028-10-23      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C07, Class 2M2                  | CUSIP: 30711XEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    215899 | PA      | $219823.54    | 0.01%             | 2029-05-25      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc                                                                  | TransDigm, Inc., First Lien, CME Term Loan, N                                         | CUSIP: 89364MCG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115116 | PA      | $115303.34    | 0.00%             | 2033-02-14      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 3391                                                                    | CUSIP: 31397P6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1719 | PA      | $1507.94      | 0.00%             | 2037-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | Glencore Funding LLC                                                                  | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271319.27    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                                                      | Korn Ferry                                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      4180 | NS      | $263131.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                                           | Arista Networks, Inc.                                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     63547 | NS      | $7802300.66   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                    | Jones Deslauriers Insurance Management, Inc.                                          | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $111900.58    | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                  | Alphabet, Inc.                                                                        | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397398.45    | 0.01%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                               | Rain Carbon, Inc.                                                                     | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    575000 | PA      | $592306.93    | 0.02%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                  | CUSIP: 3140FXDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1046924 | PA      | $958456.20    | 0.03%             | 2056-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BWHX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50358 | PA      | $51220.93     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                      | Prudential Financial, Inc.                                                            | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      9901 | NS      | $967228.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP                                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    950000 | PA      | $919525.71    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                   | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $145933.54    | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyster-Yale, Inc.                                                               | Hyster-Yale, Inc.                                                                     | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2880 | NS      | $93628.80     | 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      | $-2460.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cushman & Wakefield Ltd.                                                        | Cushman & Wakefield Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     83372 | NS      | $1022140.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                                  | Synopsys, Inc.                                                                        | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    510000 | PA      | $513886.21    | 0.02%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8275.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                      | CSMC Trust, Series 2021-RPL4, Class A1                                                | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198975 | PA      | $198425.03    | 0.01%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America, Inc.                                            | Klockner Pentaplast of America, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     11090 | NS      | $16676.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                        | Energizer Holdings, Inc., First Lien, Initial CME Term Loan                           | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |    183785 | PA      | $183784.72    | 0.01%             | 2032-03-19      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Kimball Electronics, Inc.                                                       | Kimball Electronics, Inc.                                                             | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      4246 | NS      | $100587.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                     | United Parcel Service, Inc., Class B                                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      9784 | NS      | $962549.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                                        | Fabrinet                                                                              | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |       287 | NS      | $149676.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YKM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1118521 | PA      | $1003676.66   | 0.03%             | 2053-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                       | Thales SA                                                                             | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |      5436 | NS      | $1594080.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $120929.66    | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. III LLC                                                   | KKR Group Finance Co. III LLC                                                         | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $300434.43    | 0.01%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp.                                                              | SITE Centers Corp.                                                                    | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     37636 | NS      | $203234.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Energy Services LLC                                                         | UGI Energy Services LLC, First Lien, Initial CME Term Loan                            | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    329149 | PA      | $330255.43    | 0.01%             | 2030-02-22      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Cathay General Bancorp                                                          | Cathay General Bancorp                                                                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     10778 | NS      | $537391.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                     | Prologis LP                                                                           | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103964.90    | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |     71761 | NS      | $2798205.04   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3138WH5S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569240 | PA      | $513500.45    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                        | Marvell Technology, Inc.                                                              | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |     42507 | NS      | $4210318.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                                                   | Magnite, Inc.                                                                         | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      5249 | NS      | $62358.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                                                      | Simon Property Group, Inc.                                                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     35599 | NS      | $6640281.47   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions, Inc.                                                           | Viavi Solutions, Inc.                                                                 | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      6961 | NS      | $231662.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro CLO XII Ltd.                                                            | Allegro CLO XII Ltd., Series 2020-1A, Class A1R                                       | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $370985.77    | 0.01%             | 2037-07-21      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                     | ONEOK, Inc.                                                                           | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    920000 | PA      | $910487.58    | 0.03%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                                                | AptarGroup, Inc.                                                                      | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168570.18    | 0.01%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                               | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305629.83    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140XB2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2358790 | PA      | $1986682.96   | 0.07%             | 2051-07-01      | 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      | $-3227.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                | Omega Healthcare Investors, Inc.                                                      | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     21049 | NS      | $922367.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                                                    | United Community Banks, Inc.                                                          | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      3214 | NS      | $101208.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2021-65, Class LI                                                        | CUSIP: 3136BJRV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3209334 | PA      | $624329.69    | 0.02%             | 2051-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                          | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    590000 | PA      | $591090.24    | 0.02%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                       | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $140842.53    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KKR CLO 43 Ltd.                                                                 | KKR CLO 43 Ltd., Series 2022-43A, Class A2R2                                          | CUSIP: 48255UAW4<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |   1240000 | PA      | $1239609.14   | 0.04%             | 2038-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                              | Ryder System, Inc.                                                                    | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    595000 | PA      | $602927.52    | 0.02%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                   | Raymond James Financial, Inc.                                                         | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      2850 | NS      | $412651.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wise CLO Ltd.                                                                   | Wise CLO Ltd., Series 2024-2A, Class A                                                | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501318.52    | 0.02%             | 2037-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                      | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    380000 | PA      | $391881.84    | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan      | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    128804 | PA      | $129319.39    | 0.00%             | 2028-08-23      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR17, Class D                                        | CUSIP: 12631DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442000 | PA      | $375046.95    | 0.01%             | 2047-05-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | Eni SpA                                                                               | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     20029 | NS      | $569500.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | Vinci SA                                                                              | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     17085 | NS      | $2564445.84   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $308475.67    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                   | Novelis Corp.                                                                         | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196842.95    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                         | RR Donnelley & Sons Co.                                                               | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    820000 | PA      | $830671.48    | 0.03%             | 2029-08-01      | Fixed         | 9.50%                 | 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      | $-640.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arlo Technologies, Inc.                                                         | Arlo Technologies, Inc.                                                               | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     18057 | NS      | $256951.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                                        | Angel Oak Mortgage Trust, Series 2024-9, Class A1                                     | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |    321884 | PA      | $321746.99    | 0.01%             | 2069-09-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                              | Johnson Controls International plc                                                    | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     20511 | NS      | $2685915.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications, Inc.                                                      | Weave Communications, Inc.                                                            | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19776 | NS      | $91365.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                | American Builders & Contractors Supply Co., Inc.                                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213462.86    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                     | Apollo Commercial Real Estate Finance, Inc.                                           | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263015.55    | 0.01%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                               | Solstice Advanced Materials, Inc.                                                     | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |     21559 | NS      | $1641933.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair LLC                                                                     | Wayfair LLC                                                                           | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250255.01    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                               | Brink's Co. (The)                                                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      5404 | NS      | $560016.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH Moet Hennessy Louis Vuitton SE                                                   | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       220 | NS      | $120262.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems, Inc.                                                               | Pegasystems, Inc.                                                                     | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     20356 | NS      | $866351.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                                                                | Globe Life, Inc.                                                                      | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     17038 | NS      | $2371178.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                                               | Essent Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      1713 | NS      | $100107.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49573.11     | 0.00%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Forum Energy Technologies, Inc.                                                 | Forum Energy Technologies, Inc.                                                       | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |      7626 | NS      | $447341.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines, Inc.                                                | Praxis Precision Medicines, Inc.                                                      | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       344 | NS      | $110833.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KazMunayGas National Co. JSC                                                    | KazMunayGas National Co. JSC                                                          | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    770000 | PA      | $779453.35    | 0.03%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                  | Illumina, Inc.                                                                        | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    186000 | PA      | $186044.47    | 0.01%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                       | RTX Corp.                                                                             | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    857000 | PA      | $853599.88    | 0.03%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                               | HF Sinclair Corp.                                                                     | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     19377 | NS      | $1208931.03   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd.                                                                | NU Holdings Ltd., Class A                                                             | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |     32979 | NS      | $473908.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                                                        | Guidewire Software, Inc.                                                              | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    239000 | PA      | $238551.88    | 0.01%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2025-DNA3, Class M1                                   | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |    290475 | PA      | $290476.48    | 0.01%             | 2045-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Prudential plc                                                                  | Prudential plc                                                                        | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |     86431 | NS      | $1201660.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bills                                                                   | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4700000 | PA      | $4689589.17   | 0.16%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146609.12    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                            | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    830000 | PA      | $840071.90    | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                   | WaMu Mortgage Pass-Through Certificates Trust, Series 2007-HY2, Class 1A1             | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270793 | PA      | $250418.62    | 0.01%             | 2036-12-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP / Scientific Games US FinCo, Inc.                  | Scientific Games Holdings LP / Scientific Games US FinCo, Inc.                        | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $202370.74    | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | Duke Energy Indiana LLC                                                               | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    210000 | PA      | $228917.83    | 0.01%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5023000 | PA      | $-18853.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                          | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268124.03    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                | MPT Operating Partnership LP / MPT Finance Corp.                                      | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $791389.56    | 0.03%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                               | LendingClub Corp.                                                                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     37499 | NS      | $536985.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                                         | Progressive Corp. (The)                                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      4648 | NS      | $921419.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                                                 | Transocean Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Long             | EC               | CORP              | CH        |    109212 | NS      | $724075.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                                    | Barclays plc                                                                          | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $600414.42    | 0.02%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Vistance Networks, Inc.                                                         | Vistance Networks, Inc.                                                               | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      5619 | NS      | $102265.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                                  | Enbridge, Inc.                                                                        | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    122000 | PA      | $121969.22    | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                  | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    835000 | PA      | $831062.75    | 0.03%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BTAG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    208149 | PA      | $213923.76    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                          | Mineral Resources Ltd.                                                                | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $132966.52    | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BLVN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46632 | PA      | $47704.62     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Glencore plc                                                                    | Glencore plc                                                                          | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |    590071 | NS      | $4469123.44   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                             | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24634.90     | 0.00%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                          | Brightstar Lottery plc                                                                | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |     28349 | NS      | $361166.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                                                         | Element Solutions, Inc.                                                               | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    320000 | PA      | $311770.50    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Visteon Corp.                                                                   | Visteon Corp.                                                                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      5495 | NS      | $500649.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3141.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp.                                                         | Paylocity Holding Corp.                                                               | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      8006 | NS      | $864968.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                            | Schindler Holding AG                                                                  | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |      3447 | NS      | $1135417.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                               | CIFC Funding Ltd., Series 2021-7A, Class AR                                           | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |   1124000 | PA      | $1124371.60   | 0.04%             | 2035-01-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                    | Nasdaq, Inc.                                                                          | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    144000 | PA      | $147012.11    | 0.01%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                           | Indonesia Government Bond                                                             | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    480000 | PA      | $460330.95    | 0.02%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                        | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1343329.29   | 0.05%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140KPNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    555397 | PA      | $480757.88    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                           | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34891.13     | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M1                  | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7164 | PA      | $7169.51      | 0.00%             | 2042-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA19, Class A1                                    | CUSIP: 12668RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338322 | PA      | $276763.46    | 0.01%             | 2047-02-20      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                          | Home Depot, Inc. (The)                                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2590 | NS      | $851825.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                            | CrossCountry Intermediate HoldCo LLC                                                  | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $419163.52    | 0.01%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp. Japan                                                                    | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |      4100 | NS      | $222354.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd.                                                        | QBE Insurance Group Ltd.                                                              | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     93257 | NS      | $1376171.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    327000 | PA      | $202580.62    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | Airbus SE                                                                             | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |     24615 | NS      | $4654031.11   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                 | LGI Homes, Inc.                                                                       | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214988.97    | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                                                        | Jones Lang LaSalle, Inc.                                                              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      3213 | NS      | $977780.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial, Inc.                                                             | MFA Financial, Inc.                                                                   | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     10974 | NS      | $105130.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                                         | Daiichi Sankyo Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |     74800 | NS      | $1338221.74   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                      | PG&E Corp.                                                                            | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296196.63    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                                                                                | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      4850 | NS      | $222865.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                               | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    415000 | PA      | $418104.50    | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 3 Ltd.                                                      | Warwick Capital CLO 3 Ltd., Series 2024-3A, Class A1                                  | CUSIP: 93655PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    350000 | PA      | $351040.28    | 0.01%             | 2037-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                             | Kinetik Holdings LP                                                                   | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    485000 | PA      | $487068.04    | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13860000 | PA      | $12707934.76  | 0.43%             | 2056-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1B                                  | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |     24000 | PA      | $24764.27     | 0.00%             | 2042-09-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                                                  | Exelixis, Inc.                                                                        | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     98734 | NS      | $4234701.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp.                                                                 | Blue Bird Corp.                                                                       | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     10221 | NS      | $580450.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                                           | Commercial Metals Co.                                                                 | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $305458.30    | 0.01%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cinemark Holdings, Inc.                                                         | Cinemark Holdings, Inc.                                                               | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      6380 | NS      | $181957.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                           | Schneider Electric SE                                                                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      7289 | NS      | $1985389.51   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                       | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2646122.83   | 0.09%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2026-5C40, Class C                                       | CUSIP: 05557AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368000 | PA      | $367275.00    | 0.01%             | 2059-02-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| California Water Service Group                                                  | California Water Service Group                                                        | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      2165 | NS      | $98161.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                                                     | Terex Corp.                                                                           | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      1681 | NS      | $99347.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                          | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    199000 | PA      | $174370.11    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust, Series 2026-5C14, Class XA                                        | CUSIP: 05594WAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7428000 | PA      | $382722.50    | 0.01%             | 2059-03-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                      | Corebridge Financial, Inc.                                                            | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     37934 | NS      | $905105.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                                              | HealthEquity, Inc.                                                                    | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      1242 | NS      | $103793.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                            | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1061245.71   | 0.04%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                 | Air Lease Corp.                                                                       | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    252000 | PA      | $237140.43    | 0.01%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Greif, Inc.                                                                     | Greif, Inc., Class A                                                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1542 | NS      | $103421.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1                  | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206470 | PA      | $206504.03    | 0.01%             | 2044-09-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Gentherm, Inc.                                                                  | Gentherm, Inc.                                                                        | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      3372 | NS      | $93674.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wind River CLO Ltd.                                                             | Wind River CLO Ltd., Series 2021-4A, Class AR                                         | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $360108.81    | 0.01%             | 2035-01-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                                   | Popular, Inc.                                                                         | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      7354 | NS      | $986686.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                                                              | Telstra Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |    335264 | NS      | $1237663.69   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                 | Sinclair Television Group, Inc.                                                       | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712250.00    | 0.02%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                         | Bank Leumi Le-Israel BM                                                               | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |     92658 | NS      | $2072096.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    115000 | PA      | $111668.84    | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Maplebear, Inc.                                                                 | Maplebear, Inc.                                                                       | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39348 | NS      | $1473976.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                                  | Rivers Enterprise Borrower LLC                                                        | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $279457.14    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                      | Evergy Missouri West, Inc.                                                            | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    680000 | PA      | $686851.92    | 0.02%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                              | Cerdia Finanz GmbH                                                                    | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     25000 | PA      | $24888.25     | 0.00%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc.                                                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    435000 | PA      | $427073.82    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                          | Trane Technologies plc                                                                | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     13873 | NS      | $5781434.02   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162273.39    | 0.01%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                 | Brunswick Corp.                                                                       | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    435000 | PA      | $377372.87    | 0.01%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                    | Wisconsin Electric Power Co.                                                          | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355306.14    | 0.01%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                       | Williams Cos., Inc. (The)                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     16019 | NS      | $1165862.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                  | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434324 | PA      | $439046.54    | 0.02%             | 2042-01-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ2S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49282 | PA      | $51790.59     | 0.00%             | 2049-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                | Bombardier, Inc.                                                                      | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $196986.52    | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $247452.53    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                   | Novelis Corp.                                                                         | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    465000 | PA      | $440244.69    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                     | Toronto-Dominion Bank (The)                                                           | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    965000 | PA      | $959526.15    | 0.03%             | 2031-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M1                  | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11700 | PA      | $11720.25     | 0.00%             | 2043-09-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                 | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    297000 | PA      | $250771.30    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp.            | Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $201760.31    | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                  | VeriSign, Inc.                                                                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      3953 | NS      | $981767.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                                                   | Hologic, Inc.                                                                         | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     12833 | NS      | $970046.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax, Inc.                                                                  | Icosavax, Inc., CVR                                                                   | CUSIP: 451CVR021<br>LEI: N/A                  | Long             |  | CORP              | US        |      4444 | NS      | $1333.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novocure Ltd.                                                                   | Novocure Ltd.                                                                         | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |     39793 | NS      | $433743.70    | 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      | $398.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BXMT Ltd.                                                                       | BXMT Ltd., Series 2021-FL4, Class A                                                   | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    343835 | PA      | $342307.88    | 0.01%             | 2038-05-15      | Floating      | 5.09%                 | 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        |     29927 | NS      | $6227509.43   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                        | Hermes International SCA                                                              | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       468 | NS      | $886556.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                    | Airbnb, Inc.                                                                          | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164697.48    | 0.01%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                   | Transocean International Ltd.                                                         | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    320000 | PA      | $307645.76    | 0.01%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC, First Lien, 2025-1 Incremental CME Term Loan, B              | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    351171 | PA      | $351861.52    | 0.01%             | 2032-11-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                 | Telefonaktiebolaget LM Ericsson, Class B                                              | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     75424 | NS      | $859851.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  88888164 | PA      | $2672083.32   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Castle Biosciences, Inc.                                                        | Castle Biosciences, Inc.                                                              | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |     13391 | NS      | $328749.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                                       | Forvia SE                                                                             | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    490000 | PA      | $478707.85    | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                  | Broadcom, Inc.                                                                        | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113702.23    | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.                                                    | Enanta Pharmaceuticals, Inc.                                                          | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      8339 | NS      | $105321.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                                                       | Insight Enterprises, Inc.                                                             | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      1247 | NS      | $83561.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics, Inc.                                                       | Amicus Therapeutics, Inc.                                                             | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      7383 | NS      | $106758.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2026-V21, Class AS                                   | CUSIP: 08164HBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645000 | PA      | $653121.13    | 0.02%             | 2031-03-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                  | NiSource, Inc.                                                                        | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    320000 | PA      | $311295.47    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4526.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                                    | Hitachi Ltd.                                                                          | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |     75100 | NS      | $2203095.36   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $29537.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140J5JS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    683647 | PA      | $623609.23    | 0.02%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                               | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109232.16    | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    307230 | NS      | $3444269.13   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1264821.40   | 0.04%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235791.37    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                    | Avient Corp.                                                                          | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100782.40    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                      | Travelers Cos., Inc. (The)                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3515 | NS      | $1025255.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp.                                                        | Flushing Financial Corp.                                                              | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10805 | NS      | $165964.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                        | Enel SpA                                                                              | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    211210 | NS      | $2309122.96   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                       | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    760000 | PA      | $770529.80    | 0.03%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                        | Endo Finance Holdings LP, First Lien, 2024 Refinancing CME Term Loan                  | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    251812 | PA      | $250868.20    | 0.01%             | 2031-04-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| HealthStream, Inc.                                                              | HealthStream, Inc.                                                                    | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      4598 | NS      | $95224.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ Secured Financing BV                                                         | VZ Secured Financing BV                                                               | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $273614.68    | 0.01%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                        | Motorola Solutions, Inc.                                                              | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    675000 | PA      | $690359.79    | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                           | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    915000 | PA      | $932400.10    | 0.03%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                      | PRPM Trust, Series 2024-NQM2, Class A1                                                | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1001215 | PA      | $1010775.12   | 0.03%             | 2069-06-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                             | Brown & Brown, Inc.                                                                   | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399734.80    | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd.                                                            | Viking Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 52990032GOPN7BVQMN13       | Long             | EC               | CORP              | BM        |     13955 | NS      | $1025413.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                                             | Rithm Capital Corp.                                                                   | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     99651 | NS      | $944691.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                                     | Adobe, Inc.                                                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     48824 | NS      | $11868137.92  | 0.41%             |  |  |  | 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        |     50585 | NS      | $1851132.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                              | Poland Government Bond                                                                | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    220000 | PA      | $225003.07    | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                  | Air Liquide SA                                                                        | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      5981 | NS      | $1236263.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Therapeutics, Inc.                                                          | PTC Therapeutics, Inc.                                                                | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      1422 | NS      | $96880.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class XA                     | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8376798 | PA      | $19069.78     | 0.00%             | 2059-12-15      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Samsonite Group SA                                                              | Samsonite Group SA, First Lien, Initial CME Term Loan, B                              | CUSIP: 89969KAK3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    127587 | PA      | $128065.60    | 0.00%             | 2032-11-08      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Northwestern Energy Group, Inc.                                                 | Northwestern Energy Group, Inc.                                                       | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      1560 | NS      | $102866.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11306.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Euro-Bund                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       238 | NC      | $-668061.22   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands plc                                                             | Imperial Brands plc                                                                   | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     48697 | NS      | $1974556.98   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nassau Ltd.                                                                     | Nassau Ltd., Series 2020-1A, Class A1R                                                | CUSIP: 631715AW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    245417 | PA      | $245561.53    | 0.01%             | 2035-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3138WG5Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389021 | PA      | $350702.01    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $540095.98    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                     | Terex Corp.                                                                           | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147879.86    | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nidec Corp.                                                                     | Nidec Corp.                                                                           | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |     74000 | NS      | $939668.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corp.                                                                 | NewMarket Corp.                                                                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1500 | NS      | $961425.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP, First Lien, 2028 Refinancing CME Term Loan                       | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     84672 | PA      | $84894.69     | 0.00%             | 2028-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                                     | Reckitt Benckiser Group plc                                                           | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     22323 | NS      | $1501006.19   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                                             | Calpine Construction Finance Co. LP, First Lien, 2025 Refinancing CME Term Loan       | CUSIP: 13134NAK7<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    330000 | PA      | $330514.80    | 0.01%             | 2030-07-31      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                         | El Salvador Government Bond                                                           | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    390000 | PA      | $407156.10    | 0.01%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                   | Canadian National Railway Co.                                                         | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     10689 | NS      | $1100173.26   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                                                    | Pfizer, Inc., CVR                                                                     | CUSIP: 592CVR013<br>LEI: N/A                  | Long             |  | CORP              | US        |      2750 | NS      | $13475.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sprint Capital Corp.                                                            | Sprint Capital Corp.                                                                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    455000 | PA      | $481168.91    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2023-HE2, Class A1                                 | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158037 | PA      | $158446.49    | 0.01%             | 2054-03-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                           | Walt Disney Co. (The)                                                                 | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    382000 | PA      | $474888.43    | 0.02%             | 2045-12-01      | Fixed         | 7.75%                 | 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      | $-16969.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                     | QXO Building Products, Inc., First Lien, CME Term Loan, B                             | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    357642 | PA      | $357397.01    | 0.01%             | 2032-04-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32908 | PA      | $29449.04     | 0.00%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                                                             | Veeva Systems, Inc., Class A                                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     46731 | NS      | $8208767.46   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2025-1, Class A11                                  | CUSIP: 46658UAY7<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |    191071 | PA      | $191565.05    | 0.01%             | 2055-06-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                             | Vertiv Holdings Co., Class A                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     28636 | NS      | $7175608.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                                                              | Hope Bancorp, Inc.                                                                    | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     13238 | NS      | $147868.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Software, Inc.                                                           | Rocket Software, Inc., First Lien, CME Term Loan                                      | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    180340 | PA      | $173389.27    | 0.01%             | 2028-11-28      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                            | Banco de Sabadell SA                                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |    112069 | NS      | $401464.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class A1                                | CUSIP: 46658DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252562 | PA      | $254110.65    | 0.01%             | 2064-11-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Danish Krone                                                                    | Danish Krone                                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | DK        |        -0 | OU      | $-0.03        | -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      | $-485.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                                                    | ROBLOX Corp., Class A                                                                 | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |     15137 | NS      | $856148.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                               | Merck & Co., Inc.                                                                     | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    805000 | PA      | $627206.07    | 0.02%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Workiva, Inc.                                                                   | Workiva, Inc., Class A                                                                | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      1567 | NS      | $93440.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                         | Aristocrat Leisure Ltd.                                                               | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     41754 | NS      | $1327161.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                                    | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1257185.20   | 0.04%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                     | Kedrion SpA                                                                           | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    910000 | PA      | $882414.63    | 0.03%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                               | CIFC Funding Ltd., Series 2014-2RA, Class AR                                          | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400302.92    | 0.01%             | 2037-10-24      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                           | Westpac Banking Corp.                                                                 | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     78000 | PA      | $77584.77     | 0.00%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                          | General Dynamics Corp.                                                                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      8731 | NS      | $2996653.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corp.                                                              | Imola Merger Corp.                                                                    | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $233423.69    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                            | Dollar General Corp.                                                                  | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      9696 | NS      | $1151206.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA, Inc.                                                                      | CEVA, Inc.                                                                            | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      2276 | NS      | $42515.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging International LLC                                             | Graphic Packaging International LLC                                                   | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145236.35    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                     | Marsh & McLennan Cos., Inc.                                                           | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    393000 | PA      | $393956.61    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                       | Chobani LLC / Chobani Finance Corp., Inc.                                             | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $245545.68    | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                            | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93868.17     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                                    | GEA Group AG                                                                          | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     12543 | NS      | $899555.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                  | CUSIP: 3140HUDV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362370 | PA      | $346747.82    | 0.01%             | 2029-09-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                        | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373811.69    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                      | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    770000 | PA      | $776766.14    | 0.03%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HNI Corp.                                                                       | HNI Corp.                                                                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      2312 | NS      | $77197.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                                                  | Autodesk, Inc.                                                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     24584 | NS      | $5885409.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                     | EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $118017.72    | 0.00%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AtriCure, Inc.                                                                  | AtriCure, Inc.                                                                        | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |      3341 | NS      | $95318.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Morocco                                                              | Morocco Government Bond                                                               | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    410000 | PA      | $417272.55    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corp.                                                          | Independent Bank Corp.                                                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3824 | NS      | $127339.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                                                     | Deere & Co.                                                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1631 | NS      | $918742.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PK Alift Loan Funding 7 LP                                                      | PK Alift Loan Funding 7 LP, Series 2025-2, Class A                                    | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    859513 | PA      | $856529.55    | 0.03%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                                           | TransDigm Group, Inc.                                                                 | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2058 | NS      | $2385139.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Notes                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -29 | NC      | $58500.94     | 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      | $5765.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                     | Capital One Financial Corp.                                                           | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216070.81    | 0.01%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                 | Universal Health Services, Inc., Class B                                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      4742 | NS      | $848675.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2015-H26, Class EI                                                       | CUSIP: 38376RJY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    451037 | PA      | $16327.98     | 0.00%             | 2065-10-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                                      | Lyft, Inc., Class A                                                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     72577 | NS      | $965274.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                                                  | Cross Country Healthcare, Inc.                                                        | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      4950 | NS      | $46530.00     | 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      | $14054.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perimeter Solutions, Inc.                                                       | Perimeter Solutions, Inc.                                                             | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21824 | NS      | $532942.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-171.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Astronics Corp.                                                                 | Astronics Corp.                                                                       | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      5934 | NS      | $395975.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Media Secured Finance plc                                                | Virgin Media Secured Finance plc                                                      | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $177525.72    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAD Commercial Mortgage Trust                                                   | MAD Commercial Mortgage Trust, Series 2025-11MD, Class D                              | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388000 | PA      | $394644.58    | 0.01%             | 2042-10-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                         | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    540000 | PA      | $530577.94    | 0.02%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-DNA5, Class M1A                                  | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    270828 | PA      | $274911.17    | 0.01%             | 2042-06-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                           | OneMain Finance Corp.                                                                 | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172231.38    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423897.20    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | 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      | $260.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                          | Becton Dickinson & Co.                                                                | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    731000 | PA      | $681842.65    | 0.02%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                | Bombardier, Inc.                                                                      | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $481786.37    | 0.02%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                       | Tesco plc                                                                             | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    186054 | NS      | $1169355.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd.                                                      | Axis Capital Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |     25285 | NS      | $2564151.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BSD82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46066 | PA      | $47091.59     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANUC Corp.                                                                     | FANUC Corp.                                                                           | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |      2800 | NS      | $97599.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                    | Iberdrola SA                                                                          | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    128003 | NS      | $2930522.01   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Rock Resorts, Inc.                                                          | Red Rock Resorts, Inc., Class A                                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1828 | NS      | $97542.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                            | American Express Co.                                                                  | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    805000 | PA      | $832345.62    | 0.03%             | 2036-04-25      | Fixed         | 5.67%                 | 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      | $169072.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                       | Seagate Data Storage Technology Pte. Ltd.                                             | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    550000 | PA      | $532762.23    | 0.02%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5236, Class KI                                                          | CUSIP: 3137H8BA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10395884 | PA      | $2096737.58   | 0.07%             | 2051-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 9 Ltd.                                        | GoldenTree Loan Management US CLO 9 Ltd., Series 2021-9A, Class AR                    | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300000.00    | 0.01%             | 2037-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                                                 | Lincoln Electric Holdings, Inc.                                                       | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      4154 | NS      | $1034678.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                                             | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96585.59     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140XB3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1447794 | PA      | $1253846.85   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                       | Consolidated Edison, Inc.                                                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      8565 | NS      | $969386.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2                  | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102000 | PA      | $103460.23    | 0.00%             | 2042-03-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1M1                  | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315711 | PA      | $315977.92    | 0.01%             | 2045-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ESCO Technologies, Inc.                                                         | ESCO Technologies, Inc.                                                               | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       641 | NS      | $180358.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle Finance International Ltd.                                               | Nestle Finance International Ltd.                                                     | CUSIP: 64106HE56<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |  14250000 | PA      | $14198258.25  | 0.49%             | 2026-05-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                      | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    253000 | PA      | $233285.66    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2539924.65   | 0.09%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| NOF Corp.                                                                       | NOF Corp.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     28600 | NS      | $570907.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2024-5YR7, Class XA                                               | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7537871 | PA      | $278473.82    | 0.01%             | 2057-06-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336815.50    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp.                                                     | Horace Mann Educators Corp.                                                           | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      2302 | NS      | $98249.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp.                                                             | Daily Journal Corp.                                                                   | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |       185 | NS      | $89232.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                                                     | Tennant Co.                                                                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      1544 | NS      | $102521.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 406, Class F30                                                          | CUSIP: 3133Q3H79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340290 | PA      | $343872.78    | 0.01%             | 2053-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133C3TT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    919770 | PA      | $938310.21    | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                          | Freeport-McMoRan, Inc.                                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    123609 | NS      | $7265737.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                                                    | Natera, Inc.                                                                          | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      5204 | NS      | $1040747.96   | 0.04%             |  |  |  | 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        |     12327 | NS      | $1117689.09   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2018-C02, Class 2M2                  | CUSIP: 30711XC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      8992 | PA      | $9114.15      | 0.00%             | 2030-08-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The)                                                                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     10674 | NS      | $1030254.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                                                           | McCormick & Co., Inc.                                                                 | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277336.61    | 0.01%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital 27 Ltd.                                                      | Northwoods Capital 27 Ltd., Series 2021-27A, Class A1R                                | CUSIP: 66860XAN7<br>LEI: 254900WP3D5TE62YH237 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750878.57    | 0.03%             | 2034-10-17      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co. (The)                                                            | EW Scripps Co. (The)                                                                  | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    750000 | PA      | $728807.18    | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | Directv Financing LLC                                                                 | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $194248.26    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                      | Sherwin-Williams Co. (The)                                                            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     11213 | NS      | $3594327.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                 | Fairfax Financial Holdings Ltd.                                                       | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    719000 | PA      | $722246.83    | 0.02%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                   | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $610849.35    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    817000 | PA      | $812310.02    | 0.03%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | Prologis LP                                                                           | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    236000 | PA      | $217390.43    | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                       | RTX Corp.                                                                             | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119076.02    | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    261257 | NS      | $29629156.37  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TIAA Real Estate CDO Ltd.                                                       | TIAA Real Estate CDO Ltd., Series 2003-1A, Class E                                    | CUSIP: 88631FAA6<br>LEI: 5493005Y5RSPJ6PO8N21 | Long             | ABS-CBDO         | CORP              | KY        |    417718 | PA      | $49.58        | 0.00%             | 2038-12-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bandwidth, Inc.                                                                 | Bandwidth, Inc., Class A                                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      8299 | NS      | $147888.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                                            | UFP Industries, Inc.                                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      6374 | NS      | $587172.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group plc                                                                    | 3i Group plc                                                                          | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     36278 | NS      | $1182336.53   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                    | Fortescue Treasury Pty. Ltd.                                                          | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    205000 | PA      | $209659.17    | 0.01%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                         | Fast Retailing Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |      2000 | NS      | $790212.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5010, Class IA                                                          | CUSIP: 3137FVPZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2642129 | PA      | $473929.54    | 0.02%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class C          | CUSIP: 61690FAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $454540.06    | 0.02%             | 2048-04-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                          | BP plc                                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    245325 | NS      | $1920110.53   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Holdings Corp.                                                    | National Bank Holdings Corp., Class A                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9262 | NS      | $362699.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8072.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8040000 | PA      | $7760529.92   | 0.27%             | 2056-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Associated British Foods plc                                                    | Associated British Foods plc                                                          | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |     39982 | NS      | $1000843.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Trinitas CLO XV Ltd.                                                            | Trinitas CLO XV Ltd., Series 2021-15A, Class A1R                                      | CUSIP: 89641XAN5<br>LEI: 254900ZVDNHQAUJNHH42 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000891.43   | 0.03%             | 2034-04-22      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                              | Southern Power Co., Series A                                                          | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177750.72    | 0.01%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                    | Airbnb, Inc., Class A                                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     92826 | NS      | $11722067.28  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 51 Ltd.                                      | Neuberger Berman Loan Advisers CLO 51 Ltd., Series 2022-51A, Class BR2                | CUSIP: 64135BAY5<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |    275000 | PA      | $275005.06    | 0.01%             | 2036-10-23      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                    | Vistra Corp.                                                                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190376.57    | 0.01%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Microvast Holdings, Inc.                                                        | Microvast Holdings, Inc.                                                              | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |     46651 | NS      | $69976.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                                                              | Seneca Foods Corp., Class A                                                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1283 | NS      | $193886.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnetite XL Ltd.                                                               | Magnetite XL Ltd., Series 2024-40A, Class A1                                          | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |    774000 | PA      | $776049.56    | 0.03%             | 2037-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                                                      | Moog, Inc., Class A                                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       448 | NS      | $131102.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient, Inc.                                                                   | Allient, Inc.                                                                         | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      4270 | NS      | $252314.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5090.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 27 Ltd.                                                             | Elmwood CLO 27 Ltd., Series 2024-3A, Class A                                          | CUSIP: 29003FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    422000 | PA      | $423089.03    | 0.01%             | 2037-04-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Universal Insurance Holdings, Inc.                                              | Universal Insurance Holdings, Inc.                                                    | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      5311 | NS      | $181423.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Commercial Mortgage Trust                                         | Credit Suisse Commercial Mortgage Trust, Series 2007-C2, Class AX                     | CUSIP: 22545YBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2894510 | PA      | $677.32       | 0.00%             | 2049-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | Eversource Energy                                                                     | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76241.67     | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  12223000 | PA      | $-125817.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                           | OneMain Finance Corp.                                                                 | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231374.25    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                    | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86814.94     | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3138WGX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    603993 | PA      | $546254.87    | 0.02%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corp.                                                        | Chimera Investment Corp.                                                              | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      8098 | NS      | $101629.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                               | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    395000 | PA      | $396798.55    | 0.01%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1                  | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19382 | PA      | $19365.68     | 0.00%             | 2041-12-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Avanos Medical, Inc.                                                            | Avanos Medical, Inc.                                                                  | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      7792 | NS      | $109165.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1A1                  | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144156 | PA      | $144249.60    | 0.00%             | 2045-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                          | Chart Industries, Inc.                                                                | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       707 | NS      | $146172.25    | 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      | $100.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westamerica BanCorp                                                             | Westamerica BanCorp                                                                   | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |      2168 | NS      | $113061.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                                 | LSTAR Commercial Mortgage Trust, Series 2017-5, Class A5                              | CUSIP: 54910TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846000 | PA      | $838302.50    | 0.03%             | 2050-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | Glencore Funding LLC                                                                  | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    668000 | PA      | $607663.54    | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133APQJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3289781 | PA      | $2770786.10   | 0.09%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                                                   | Corteva, Inc.                                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     76430 | NS      | $6397955.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                                                     | Terex Corp.                                                                           | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110818.76    | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                  | Opal Bidco SAS                                                                        | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    850000 | PA      | $851333.65    | 0.03%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F030645<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -400000 | PA      | $-351396.78   | -0.01%            | 2056-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Laureate Education, Inc.                                                        | Laureate Education, Inc.                                                              | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     18591 | NS      | $647710.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                               | American Electric Power Co., Inc., Series J                                           | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1091710.82   | 0.04%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Axos Financial, Inc.                                                            | Axos Financial, Inc.                                                                  | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      6608 | NS      | $562274.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1                  | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18201 | PA      | $18192.09     | 0.00%             | 2044-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Park Place Securities, Inc.                                                     | Park Place Securities, Inc., Series 2004-WCW2, Class M3                               | CUSIP: 70069FAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101861 | PA      | $101266.25    | 0.00%             | 2034-10-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Towne Bank                                                                      | Towne Bank                                                                            | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      2737 | NS      | $92154.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114738.72    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                              | Ares Capital Corp.                                                                    | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197682.71    | 0.01%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp.                                                                   | Sandisk Corp.                                                                         | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2092 | NS      | $1329131.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point CLO XXVI Ltd.                                                       | Sound Point CLO XXVI Ltd., Series 2020-1A, Class AR                                   | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    508000 | PA      | $508674.81    | 0.02%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  13114000 | PA      | $-341780.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                           | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $272644.57    | 0.01%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                                                    | Xenia Hotels & Resorts, Inc.                                                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      6773 | NS      | $100443.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                        | SCIH Salt Holdings, Inc.                                                              | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199168.00    | 0.01%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                           | Kraft Heinz Foods Co.                                                                 | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110296.99    | 0.00%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO Global Funding                                                                    | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240690.18    | 0.01%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co., Series KK                                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126490.46    | 0.00%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                | S&P Global, Inc.                                                                      | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     91000 | PA      | $85480.04     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Japan 10 Year Bonds                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        43 | NC      | $-393012.58   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                             | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    815000 | PA      | $757628.74    | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class C                  | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700400 | PA      | $680298.52    | 0.02%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| BioMerieux                                                                      | BioMerieux                                                                            | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |      2100 | NS      | $224351.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Core CLO 31 Ltd.                                                            | AGL Core CLO 31 Ltd., Series 2024-31A, Class A                                        | CUSIP: 00852MAA8<br>LEI: 254900LYT9TA0J0GKX14 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350175.33    | 0.01%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                | GE HealthCare Technologies, Inc.                                                      | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    480000 | PA      | $484444.72    | 0.02%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                          | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    957000 | PA      | $638517.01    | 0.02%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133C32D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171774 | PA      | $177707.14    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  64051000 | PA      | $-658835.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                               | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374583.19    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | Eversource Energy                                                                     | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     12919 | NS      | $895028.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                                                        | Apogee Enterprises, Inc.                                                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      2808 | NS      | $94180.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                    | Nasdaq, Inc.                                                                          | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     27432 | NS      | $2328702.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                                  | AutoZone, Inc.                                                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       276 | NS      | $932267.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA, Inc.                                                                     | IQVIA, Inc.                                                                           | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1347181.83   | 0.05%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                           | Jane Street Group LLC, First Lien, Extended CME Term Loan                             | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    328272 | PA      | $322676.86    | 0.01%             | 2031-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                         | Jackson Financial, Inc., Class A                                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      6667 | NS      | $704835.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                      | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    335000 | PA      | $317748.57    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Adient plc                                                                      | Adient plc                                                                            | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |      9645 | NS      | $194925.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                                                            | Federal Signal Corp.                                                                  | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       849 | NS      | $91810.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1441000 | PA      | $1435939.73   | 0.05%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | Serbia Government Bond                                                                | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    600000 | PA      | $612744.03    | 0.02%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $329240.43    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M2                  | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901000 | PA      | $914192.44    | 0.03%             | 2042-04-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global                                                                      | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167166.97    | 0.01%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | Targa Resources Corp.                                                                 | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156681.98    | 0.01%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2025-120, Class SD                                                       | CUSIP: 38381N6U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4246744 | PA      | $464867.75    | 0.02%             | 2049-10-20      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140XGML0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1404372 | PA      | $1299809.49   | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                            | Otis Worldwide Corp.                                                                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     50446 | NS      | $3888377.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology, Inc.                                                      | GigaCloud Technology, Inc., Class A                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3383 | NS      | $153520.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C06, Class 1M2                  | CUSIP: 30711XDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    142239 | PA      | $143649.77    | 0.00%             | 2029-04-25      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                               | Rocket Cos., Inc.                                                                     | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $371364.48    | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | Crescent Energy Finance LLC                                                           | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250487.27    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                         | AS Mileage Plan IP Ltd.                                                               | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    425000 | PA      | $420862.82    | 0.01%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                 | Live Nation Entertainment, Inc., First Lien, Initial CME Term Loan, B                 | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    267622 | PA      | $268067.54    | 0.01%             | 2032-10-21      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                      | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    280000 | PA      | $303272.20    | 0.01%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 130757000 | PA      | $956247.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-CR22, Class B                                        | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266874 | PA      | $256483.07    | 0.01%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd.                                                                    | Invesco Ltd.                                                                          | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |     40626 | NS      | $986805.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's, Inc.                                                               | Alexander's, Inc.                                                                     | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |       426 | NS      | $100621.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems plc                                                                 | BAE Systems plc                                                                       | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $609625.09    | 0.02%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJZ25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42330 | PA      | $44379.77     | 0.00%             | 2048-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $153.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2020-B22, Class XA                                   | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2565228 | PA      | $145080.05    | 0.00%             | 2054-01-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                                      | Hoya Corp.                                                                            | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |     31000 | NS      | $5374173.44   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                  | Univision Communications, Inc.                                                        | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    465000 | PA      | $479582.47    | 0.02%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                            | Cross Mortgage Trust, Series 2024-H4, Class A1                                        | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135648 | PA      | $136773.81    | 0.00%             | 2069-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                                                      | ANZ New Zealand Int'l Ltd.                                                            | CUSIP: 00182EBF5<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $198371.39    | 0.01%             | 2027-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                 | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     21807 | NS      | $3325785.57   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                                               | Bunker Hill Loan Depositary Trust, Series 2020-1, Class A2                            | CUSIP: 12062RAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328072 | PA      | $325559.81    | 0.01%             | 2055-02-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                  | Broadcom, Inc.                                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    129083 | NS      | $39952479.33  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Dollar                                                                 | Canadian Dollar                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |       739 | OU      | $531.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                                                  | McKesson Corp.                                                                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     10666 | NS      | $9229929.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                                                       | ADT, Inc.                                                                             | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146815 | NS      | $964574.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                 | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2112000 | PA      | $1957327.89   | 0.07%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                        | PRET LLC, Series 2026-NPL1, Class A1                                                  | CUSIP: 69383TAA6<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-MBS          | CORP              | US        |    185163 | PA      | $183802.31    | 0.01%             | 2056-01-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2016-C03, Class 2M2                  | CUSIP: 30711XCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     16828 | PA      | $16885.47     | 0.00%             | 2028-10-25      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Teradata Corp.                                                                  | Teradata Corp.                                                                        | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     32202 | NS      | $825337.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                           | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1076194.68   | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                           | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183428.28    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1651.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                            | IHO Verwaltungs GmbH                                                                  | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $203454.20    | 0.01%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                   | Netflix, Inc.                                                                         | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |    725000 | PA      | $851837.74    | 0.03%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1085904.31   | 0.04%             | 2029-10-21      | Fixed         | 4.15%                 | 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        |      3247 | NS      | $46594.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                                       | CNO Financial Group, Inc.                                                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     12367 | NS      | $507789.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                                | Altice France SA                                                                      | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    152439 | PA      | $144572.23    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                               | Sumitomo Electric Industries Ltd.                                                     | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |      6800 | NS      | $386376.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                          | Freedom Mortgage Corp.                                                                | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    360000 | PA      | $388698.12    | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                        | ABB Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     61173 | NS      | $4973852.26   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Oklo, Inc.                                                                      | Oklo, Inc., Class A                                                                   | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1588 | NS      | $78748.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri Lux FinCo SARL                                                          | Froneri Lux FinCo SARL                                                                | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    395000 | PA      | $385509.26    | 0.01%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings, Inc.                                                      | First Eagle Holdings, Inc., First Lien, Initial CME Term Loan                         | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    289691 | PA      | $286069.50    | 0.01%             | 2032-08-16      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S                                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |     26741 | NS      | $1317865.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                      | Coronado Finance Pty. Ltd.                                                            | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $117583.14    | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                 | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1649531.12   | 0.06%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Venture XV CLO Ltd.                                                             | Venture XV CLO Ltd., Series 2013-15A, Class AR3                                       | CUSIP: 92328XBD0<br>LEI: 549300UYHZCJPN3LMT03 | Long             | ABS-CBDO         | CORP              | KY        |    115887 | PA      | $116029.35    | 0.00%             | 2032-07-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                             | American Axle & Manufacturing, Inc., First Lien, CME Term Loan, C                     | CUSIP: 02406MBB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    326700 | PA      | $325884.88    | 0.01%             | 2033-02-03      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                 | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208946.26    | 0.01%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                     | Investor AB, Class B                                                                  | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |     66674 | NS      | $2525260.28   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                  | Southern Co. Gas Capital Corp.                                                        | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1573177.61   | 0.05%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | Abbott Laboratories                                                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      8777 | NS      | $901134.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                             | Post Holdings, Inc.                                                                   | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    166000 | PA      | $180027.00    | 0.01%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp. / Broadcom Cayman Finance Ltd.                                   | Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1986413.94   | 0.07%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| fuboTV, Inc.                                                                    | fuboTV, Inc., Class A                                                                 | CUSIP: 35953D401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8696 | NS      | $82264.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                                            | Meta Platforms, Inc., Class A                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     78913 | NS      | $45148494.69  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial F&B Investments III, Inc.                                            | Industrial F&B Investments III, Inc.                                                  | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333713.47    | 0.01%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                                    | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $398751.92    | 0.01%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $153605.46    | 0.01%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                                   | Medtronic plc                                                                         | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     10580 | NS      | $916757.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                | Paramount Global                                                                      | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166165.69    | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                   | Koninklijke Ahold Delhaize NV                                                         | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     39063 | NS      | $1819132.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                                                  | United Airlines Holdings, Inc.                                                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      9882 | NS      | $909835.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                                                     | Capital One Financial Corp.                                                           | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     56638 | NS      | $10332470.34  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                                          | Costco Wholesale Corp.                                                                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     10516 | NS      | $10478457.88  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | Deutsche Telekom International Finance BV                                             | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    435000 | PA      | $499748.99    | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2025-HE1, Class A1A                                 | CUSIP: 89183LAA3<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-O            | CORP              | US        |    131844 | PA      | $131913.76    | 0.00%             | 2065-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                      | Occidental Petroleum Corp.                                                            | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    705000 | PA      | $720551.60    | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Hanmi Financial Corp.                                                           | Hanmi Financial Corp.                                                                 | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      6205 | NS      | $163563.80    | 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      | $-2988.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corvus Pharmaceuticals, Inc.                                                    | Corvus Pharmaceuticals, Inc.                                                          | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |      5810 | NS      | $85000.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                          | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124071.39    | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                     | Wayfair LLC                                                                           | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    420000 | PA      | $437600.94    | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Alkermes, Inc.                                                                  | Alkermes, Inc., First Lien, Initial Tranche CME Term Loan, B                          | CUSIP: 01642UAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30462 | PA      | $30728.21     | 0.00%             | 2031-08-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                 | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2328000 | PA      | $2308663.17   | 0.08%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24174.30     | 0.00%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                       | Ivory Coast Government Bond                                                           | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    646990 | PA      | $651645.45    | 0.02%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                      | Grifols SA                                                                            | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $196017.96    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9552.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class D           | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    316000 | PA      | $289042.10    | 0.01%             | 2046-05-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2025-41, Class FA                                                        | CUSIP: 3136BV4Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286421 | PA      | $288690.47    | 0.01%             | 2054-06-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                  | Structured Asset Mortgage Investments II Trust, Series 2007-AR7, Class 1A1            | CUSIP: 86364KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429088 | PA      | $356822.20    | 0.01%             | 2047-05-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Peabody Energy Corp.                                                            | Peabody Energy Corp.                                                                  | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     17301 | NS      | $570067.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $185465.35    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35091 | PA      | $35173.80     | 0.00%             | 2045-03-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                      | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $40982.01     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                       | Bank of Nova Scotia (The)                                                             | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $313268.64    | 0.01%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                          | TTM Technologies, Inc.                                                                | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    585000 | PA      | $562307.36    | 0.02%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                              | Southern Power Co., Series B                                                          | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43543.27     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global                                                                      | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    123000 | PA      | $119018.07    | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Firefly Aerospace, Inc.                                                         | Firefly Aerospace, Inc.                                                               | CUSIP: 31816X106<br>LEI: 529900JPYLDP30163X55 | Long             | EC               | CORP              | US        |     11929 | NS      | $339618.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunbelt Rentals Holdings, Inc.                                                  | Sunbelt Rentals Holdings, Inc.                                                        | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |     18819 | NS      | $1200489.53   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                          | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    345000 | PA      | $347167.75    | 0.01%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 8 Ltd.                                                          | Birch Grove CLO 8 Ltd., Series 2024-8A, Class A1                                      | CUSIP: 09077TAA3<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |    450000 | PA      | $451333.44    | 0.02%             | 2037-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                       | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    776000 | PA      | $776203.47    | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                 | ASML Holding NV                                                                       | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      7368 | NS      | $9797646.99   | 0.34%             |  |  |  | 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      | $-243.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    140000 | PA      | $137599.94    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | Beach Acquisition Bidco LLC                                                           | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    641078 | PA      | $683223.95    | 0.02%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IDT Corp.                                                                       | IDT Corp., Class B                                                                    | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      3808 | NS      | $186972.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2016-5, Class M2                                    | CUSIP: 89173CAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282000 | PA      | $267523.87    | 0.01%             | 2056-10-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        | 119059413 | PA      | $-2740185.89  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                               | Philip Morris International, Inc.                                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    108877 | NS      | $18001723.18  | 0.62%             |  |  |  | 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      | $140.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LivaNova plc                                                                    | LivaNova plc                                                                          | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      6254 | NS      | $397504.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                                             | Qantas Airways Ltd.                                                                   | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |    229180 | NS      | $1346260.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury Long Bonds                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       524 | NC      | $-1976050.57  | -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      | $3957.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                                    | Leonardo SpA                                                                          | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |      4052 | NS      | $275614.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class M2                                   | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    229458 | PA      | $229728.97    | 0.01%             | 2041-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Mesa Laboratories, Inc.                                                         | Mesa Laboratories, Inc.                                                               | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      3792 | NS      | $335288.64    | 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      | $-2895.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hawaiian Electric Industries, Inc.                                              | Hawaiian Electric Industries, Inc.                                                    | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      3300 | NS      | $48972.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP Capital LP / GLP Financing II, Inc.                                         | GLP Capital LP / GLP Financing II, Inc.                                               | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336000 | PA      | $299848.92    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Life Time Group Holdings, Inc.                                                  | Life Time Group Holdings, Inc.                                                        | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3442 | NS      | $92727.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                   | Alnylam Pharmaceuticals, Inc.                                                         | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      2998 | NS      | $991948.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                            | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19167 | PA      | $19193.38     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                                           | Associated Banc-Corp.                                                                 | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      3828 | NS      | $98992.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC         | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC               | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $527571.15    | 0.02%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-OA10, Class 4A1                                   | CUSIP: 02146QAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635887 | PA      | $567404.14    | 0.02%             | 2046-08-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Inhibrx Biosciences, Inc.                                                       | Inhibrx Biosciences, Inc.                                                             | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6167 | NS      | $414607.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group, Inc.                                                 | Janus International Group, Inc.                                                       | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17473 | NS      | $89985.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners, Inc.                                                         | Farmland Partners, Inc.                                                               | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |      9132 | NS      | $102552.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd.                                                             | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $100234.40    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                   | Transocean International Ltd.                                                         | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    410000 | PA      | $438367.90    | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Coeur Mining, Inc.                                                              | Coeur Mining, Inc.                                                                    | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     20460 | NS      | $384034.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS                                                             | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    705000 | PA      | $726962.16    | 0.02%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                | Murphy Oil Corp.                                                                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      8672 | NS      | $357720.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                                                     | Palantir Technologies, Inc., Class A                                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     19784 | NS      | $2894003.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                                                                       | Avolta AG                                                                             | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |      4483 | NS      | $268784.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                | Gray Media, Inc.                                                                      | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    290000 | PA      | $215570.05    | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                               | Boyd Gaming Corp.                                                                     | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    410000 | PA      | $390184.29    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                  | US Foods, Inc.                                                                        | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274544.63    | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                       | Consolidated Edison Co. of New York, Inc., Series 12-A                                | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    255000 | PA      | $216119.09    | 0.01%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                            | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    804000 | PA      | $680709.00    | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | Intesa Sanpaolo SpA                                                                   | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    198853 | NS      | $1202640.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                                          | Invitation Homes, Inc.                                                                | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199775 | NS      | $4964408.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                                           | OneMain Finance Corp.                                                                 | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    405000 | PA      | $401627.04    | 0.01%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Onity Loan Investment Trust                                                     | Onity Loan Investment Trust, Series 2025-HB1, Class A                                 | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44980 | PA      | $44132.03     | 0.00%             | 2038-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SkyWest, Inc.                                                                   | SkyWest, Inc.                                                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      6572 | NS      | $603506.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                   | Comcast Corp., Class A                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     76890 | NS      | $2207511.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                                           | First Merchants Corp.                                                                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      1180 | NS      | $45701.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-583.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class B          | CUSIP: 61690FAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237000 | PA      | $220375.11    | 0.01%             | 2048-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| GoDaddy, Inc.                                                                   | GoDaddy, Inc., Class A                                                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     10235 | NS      | $846127.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                             | Hilton Domestic Operating Co., Inc.                                                   | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    730000 | PA      | $727280.78    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avista Corp.                                                                    | Avista Corp.                                                                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     10219 | NS      | $410190.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                                                            | Ladder Capital Corp., Class A                                                         | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |      9088 | NS      | $88789.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                                               | Standard Building Solutions, Inc.                                                     | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280392.56    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                                  | Fortinet, Inc.                                                                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      6280 | NS      | $513201.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                                               | Xcel Energy, Inc.                                                                     | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     11654 | NS      | $925793.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    731000 | PA      | $683352.01    | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                                  | BHP Group Ltd.                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |    154574 | NS      | $5592877.23   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  21844000 | PA      | $15357.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                               | Time Warner Cable Enterprises LLC                                                     | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $282078.69    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2026-R01, Class 2A1                  | CUSIP: 20755BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519294 | PA      | $516432.58    | 0.02%             | 2046-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                           | Sumitomo Mitsui Financial Group, Inc.                                                 | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     72500 | NS      | $2383823.53   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Battalion CLO X Ltd.                                                            | Battalion CLO X Ltd., Series 2016-10A, Class A1R3                                     | CUSIP: 07132JBL7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |    898360 | PA      | $899328.32    | 0.03%             | 2035-01-24      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                             | Brown & Brown, Inc.                                                                   | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170528.12    | 0.01%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                            | LXP Industrial Trust                                                                  | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      2050 | NS      | $94833.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Funding Luxco SARL                                                        | Eagle Funding Luxco SARL                                                              | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    330000 | PA      | $332145.00    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                                           | Kansai Electric Power Co., Inc. (The)                                                 | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |     98200 | NS      | $1632680.67   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                              | Elevation CLO Ltd., Series 2021-13A, Class A1R                                        | CUSIP: 28622EAS7<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |    615000 | PA      | $615430.66    | 0.02%             | 2034-07-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A                                  | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |    103011 | PA      | $104021.87    | 0.00%             | 2043-03-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                                             | Hong Kong Exchanges & Clearing Ltd.                                                   | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |      6300 | NS      | $317822.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                    | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan       | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112988 | PA      | $111466.28    | 0.00%             | 2029-04-04      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                               | Black Hills Corp.                                                                     | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      7280 | NS      | $505304.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                             | Kinder Morgan, Inc.                                                                   | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    410000 | PA      | $416248.01    | 0.01%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                      | TKO Worldwide Holdings LLC, First Lien, CME Term Loan, B5                             | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    278839 | PA      | $279013.26    | 0.01%             | 2031-11-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                      | Cloud Software Group, Inc.                                                            | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135188.00    | 0.00%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                                       | PRMI Securitization Trust, Series 2024-CMG1, Class A1                                 | CUSIP: 74275VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    451562 | PA      | $451174.88    | 0.02%             | 2054-07-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                        | Lumen Technologies, Inc.                                                              | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     14552 | NS      | $101136.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                                       | Kellanova, Series B                                                                   | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     99000 | PA      | $111671.47    | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                       | Connect Finco SARL / Connect US Finco LLC                                             | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $715217.20    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                      | Corebridge Financial, Inc.                                                            | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    402000 | PA      | $392650.16    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                            | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49094.90     | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                   | Smyrna Ready Mix Concrete LLC                                                         | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232194.38    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                               | Nintendo Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |     24200 | NS      | $1381472.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140QRSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2025894 | PA      | $2105634.68   | 0.07%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                               | Ulta Beauty, Inc.                                                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1488 | NS      | $777792.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                                                    | Zoetis, Inc.                                                                          | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145370.74    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                               | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204412.30    | 0.01%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                           | Cardinal Health, Inc.                                                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      4506 | NS      | $952162.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                                                       | Millrose Properties, Inc.                                                             | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $690251.09    | 0.02%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                           | Public Service Enterprise Group, Inc.                                                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     12131 | NS      | $982004.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Directv Financing LLC                                                           | Directv Financing LLC                                                                 | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $209795.31    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Extreme Networks, Inc.                                                          | Extreme Networks, Inc.                                                                | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     38288 | NS      | $577383.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                     | Apple, Inc.                                                                           | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    556000 | PA      | $460022.65    | 0.02%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 4 Ltd.                                                          | HalseyPoint CLO 4 Ltd., Series 2021-4A, Class A                                       | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250327.44    | 0.01%             | 2034-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                  | Amphenol Corp.                                                                        | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193593.56    | 0.01%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                                                                                | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     11792 | NS      | $2010331.33   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                                                      | CK Hutchison Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |     43000 | NS      | $330069.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                             | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    435000 | PA      | $395340.47    | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                               | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1022489.82   | 0.03%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                  | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211970.30    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ADMA Biologics, Inc.                                                            | ADMA Biologics, Inc.                                                                  | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5850 | NS      | $52708.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                           | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    740000 | PA      | $751172.15    | 0.03%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust                                                  | CGMS Commercial Mortgage Trust, Series 2017-B1, Class AS                              | CUSIP: 17326CBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262000 | PA      | $256221.56    | 0.01%             | 2050-08-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    415000 | PA      | $464455.55    | 0.02%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                          | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $201489.09    | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                   | Netflix, Inc.                                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    185885 | NS      | $17872842.75  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                                                        | Dole plc                                                                              | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |     20138 | NS      | $287772.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                    | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $54339.09     | 0.00%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                              | Angola Government Bond                                                                | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    530000 | PA      | $535129.91    | 0.02%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Calix, Inc.                                                                     | Calix, Inc.                                                                           | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      5978 | NS      | $292862.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                      | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $503924.77    | 0.02%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp., Series L                                                       | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    555000 | PA      | $553272.46    | 0.02%             | 2027-11-25      | Fixed         | 4.18%                 | 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      | $26823.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Israeli Sheqel                                                              | New Israeli Sheqel                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd.                                                             | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    390000 | PA      | $411637.20    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Rubrik, Inc.                                                                    | Rubrik, Inc., Class A                                                                 | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |     16821 | NS      | $823724.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp.                                                                       | NEC Corp.                                                                             | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |     34400 | NS      | $855978.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     20099 | NS      | $1045348.99   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                                                       | PPL Corp.                                                                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     96418 | NS      | $3683167.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                          | Tenet Healthcare Corp.                                                                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      4059 | NS      | $765973.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp.                                                       | Blueprint Medicines Corp., CVR                                                        | CUSIP: 096CVR048<br>LEI: 5299004CC60O9T5HVM83 | Long             |  | CORP              | US        |      2540 | NS      | $1168.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Olympus Corp.                                                                   | Olympus Corp.                                                                         | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |     66900 | NS      | $637378.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                   | Viatris, Inc.                                                                         | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    565000 | PA      | $548015.08    | 0.02%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                                    | Dexcom, Inc.                                                                          | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     16174 | NS      | $1015727.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     14460 | NS      | $1151160.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                       | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46503.27     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| New Taiwan Dollar                                                               | New Taiwan Dollar                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |         3 | OU      | $0.08         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                                                       | Rockwell Automation, Inc.                                                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      2602 | NS      | $933805.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                                       | American States Water Co.                                                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1396 | NS      | $105565.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                                           | Urban Edge Properties                                                                 | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5076 | NS      | $101418.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp.                                                                        | LY Corp.                                                                              | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |    340800 | NS      | $821714.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                      | Dana, Inc.                                                                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     19130 | NS      | $643724.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                    | Nasdaq, Inc.                                                                          | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64830.79     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $148702.33    | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                               | Philip Morris International, Inc.                                                     | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    806000 | PA      | $822609.87    | 0.03%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Archrock Services LP / Archrock Partners Finance Corp.                          | Archrock Services LP / Archrock Partners Finance Corp.                                | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $440909.59    | 0.02%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                 | Jefferies Financial Group, Inc.                                                       | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388788.45    | 0.01%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                             | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218392.04    | 0.01%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                       | Talanx AG                                                                             | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |      7083 | NS      | $878908.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                      | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177965.16    | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11711.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 3 Ltd.                                                          | HalseyPoint CLO 3 Ltd., Series 2020-3A, Class A1R                                     | CUSIP: 40638UAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    274000 | PA      | $274723.44    | 0.01%             | 2037-07-30      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc     | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $183278.28    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $142977.71    | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VEGAS                                                                           | VEGAS, Series 2024-GCS, Class D                                                       | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    363000 | PA      | $361842.76    | 0.01%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                        | Penn Entertainment, Inc., First Lien, CME Term Loan, B                                | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    328295 | PA      | $329570.00    | 0.01%             | 2029-05-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Canada 10 Year Bonds                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       203 | NC      | $-311575.43   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                                                   | First Bancorp                                                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     25810 | NS      | $551301.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                             | Cisco Systems, Inc.                                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    160203 | NS      | $12430150.77  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                                                          | Antero Midstream Corp.                                                                | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41866 | NS      | $954544.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                            | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |    251600 | NS      | $4260578.02   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                       | CSX Corp.                                                                             | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    446000 | PA      | $368489.02    | 0.01%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                  | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    788000 | PA      | $779762.51    | 0.03%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                               | Caterpillar, Inc.                                                                     | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    555000 | PA      | $568777.02    | 0.02%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GeneDx Holdings Corp.                                                           | GeneDx Holdings Corp., Class A                                                        | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1097 | NS      | $70449.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                                                     | Capital One Financial Corp.                                                           | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1667960.91   | 0.06%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035094.31   | 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        |     31673 | NS      | $2837584.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2024-78, Class QF                                                        | CUSIP: 38384NV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    672591 | PA      | $675984.70    | 0.02%             | 2054-05-20      | Floating      | 4.77%                 | 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      | $1147.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                        | Stonex Escrow Issuer LLC                                                              | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $520833.41    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                               | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    917000 | PA      | $931220.05    | 0.03%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2560000 | PA      | $2603423.87   | 0.09%             | 2056-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                               | Philadelphia Authority for Industrial Development, Series 2004                        | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    235000 | PA      | $248163.88    | 0.01%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 7 Ltd.                                                     | Diameter Capital CLO 7 Ltd., Series 2024-7A, Class A1A                                | CUSIP: 25255WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401062.36    | 0.01%             | 2037-07-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                       | Sekisui Chemical Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     26300 | NS      | $441541.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                   | PepsiCo, Inc.                                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     33777 | NS      | $5245230.33   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                                    | Arcosa, Inc.                                                                          | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112795.43    | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings, Inc.                                                     | Bandai Namco Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |     61600 | NS      | $1519697.10   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    415000 | PA      | $426927.93    | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hovnanian Enterprises, Inc.                                                     | Hovnanian Enterprises, Inc., Class A                                                  | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       883 | NS      | $97933.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                                         | CRH plc                                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |     15640 | NS      | $1636264.87   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                                 | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    575000 | PA      | $567304.23    | 0.02%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                           | Dominion Energy, Inc.                                                                 | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1214004.82   | 0.04%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $49291.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                                    | Coca-Cola Consolidated, Inc.                                                          | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      4705 | NS      | $902136.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp.                                                                     | Asics Corp.                                                                           | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |     26900 | NS      | $723209.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                           | Kioxia Holdings Corp.                                                                 | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |     16900 | NS      | $2207141.83   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Par Pacific Holdings, Inc.                                                      | Par Pacific Holdings, Inc.                                                            | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      2029 | NS      | $127096.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VZS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134174 | PA      | $120267.34    | 0.00%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                               | CIFC Funding Ltd., Series 2020-1A, Class A1R                                          | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    690000 | PA      | $690920.67    | 0.02%             | 2036-07-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                               | Galderma Group AG                                                                     | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |     19375 | NS      | $3807842.61   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                  | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208634.09    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5129.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AnaptysBio, Inc.                                                                | AnaptysBio, Inc.                                                                      | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      8333 | NS      | $462148.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $19821.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP                                                                                | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80868.40     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                 | DR Horton, Inc.                                                                       | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143165.22    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                | Bank Hapoalim BM                                                                      | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |     66014 | NS      | $1550338.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                              | Connect Finco SARL, First Lien, Amendment No. 4 CME Term Loan                         | CUSIP: L2000DAH7<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    137200 | PA      | $137693.23    | 0.00%             | 2029-09-13      | Variable      | 8.17%                 | 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      | $10252.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     18336 | NS      | $5393717.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas, Inc.                                                                   | Arvinas, Inc.                                                                         | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37365 | NS      | $396069.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises, Inc.                                                   | Worthington Enterprises, Inc.                                                         | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      2008 | NS      | $104697.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                                                            | SmartFinancial, Inc.                                                                  | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1343 | NS      | $52484.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHH Escrow Issuer LLC                                                           | PHH Escrow Issuer LLC / PHH Corp.                                                     | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $792022.67    | 0.03%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Silicon Laboratories, Inc.                                                      | Silicon Laboratories, Inc.                                                            | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       481 | NS      | $100120.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Diamond CLO Ltd.                                                          | Black Diamond CLO Ltd., Series 2021-1A, Class A1AR                                    | CUSIP: 09204WAF1<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-CBDO         | CORP              | KY        |    454000 | PA      | $454624.79    | 0.02%             | 2034-11-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                       | OAK-Eagle Acquireco, Inc.                                                             | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230460.27    | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                       | ATI, Inc.                                                                             | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295142.07    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94347 | PA      | $99703.20     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media, Inc.                                                            | Outfront Media, Inc.                                                                  | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     22270 | NS      | $590155.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                                                    | Chefs' Warehouse, Inc. (The)                                                          | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |    125000 | PA      | $184875.00    | 0.01%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                | Mitsubishi Corp.                                                                      | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     16600 | NS      | $569479.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                            | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164241.74    | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | Paraguay Government Bond                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    740000 | PA      | $739075.00    | 0.03%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | Erste Group Bank AG                                                                   | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |     27491 | NS      | $2969723.07   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5142, Class AI                                                          | CUSIP: 3137H2CD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3860536 | PA      | $726615.74    | 0.02%             | 2051-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                             | Hanover Insurance Group, Inc. (The)                                                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      5423 | NS      | $940077.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73810.11     | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                                                | JB Hunt Transport Services, Inc.                                                      | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      5767 | NS      | $1222027.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                        | Berkshire Hathaway, Inc., Class B                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      4625 | NS      | $2216300.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                                            | Mativ Holdings, Inc.                                                                  | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     10809 | NS      | $94038.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC    | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $138920.70    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      6342 | NS      | $1043702.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                             | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $313270.43    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                           | Nomura Holdings, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |    201500 | NS      | $1586618.78   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA) Inc.                                                      | HSBC Securities (USA) Inc.                                                            | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |   4113216 | PA      | $4113216.41   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                   | Fortress Intermediate 3, Inc., First Lien, CME Term Loan, B                           | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    162944 | PA      | $161925.29    | 0.01%             | 2031-06-27      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                       | FMC Corp.                                                                             | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    230000 | PA      | $148294.73    | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                       | Weekley Homes LLC / Weekley Finance Corp.                                             | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $604168.05    | 0.02%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2020000 | PA      | $1627520.30   | 0.06%             | 2056-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                            | PPG Industries, Inc.                                                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     26553 | NS      | $2837984.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                                    | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $245970.98    | 0.01%             | 2033-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                               | T-Mobile US, Inc.                                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     22703 | NS      | $4768311.09   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ2R6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42512 | PA      | $44715.99     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                            | Meta Platforms, Inc.                                                                  | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    310000 | PA      | $290798.58    | 0.01%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Zais CLO 16 Ltd.                                                                | Zais CLO 16 Ltd., Series 2020-16A, Class A1R2                                         | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |    620000 | PA      | $620788.85    | 0.02%             | 2034-10-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                              | Elevation CLO Ltd., Series 2018-10A, Class AR                                         | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |       649 | PA      | $649.22       | 0.00%             | 2031-10-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                                                    | ACADIA Pharmaceuticals, Inc.                                                          | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     22049 | NS      | $490810.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                                                     | Axalta Coating Systems Ltd.                                                           | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     33817 | NS      | $936730.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                         | Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    270000 | PA      | $294995.14    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                    | Advanced Micro Devices, Inc.                                                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     28021 | NS      | $5700312.03   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                                 | Norsk Hydro ASA                                                                       | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |     45404 | NS      | $483933.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gabx Leasing LLC                                                                | Gabx Leasing LLC                                                                      | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    365000 | PA      | $359929.27    | 0.01%             | 2031-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                  | Apollo Global Management, Inc.                                                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     29843 | NS      | $3325107.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2024-DNA2, Class A1                                   | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |     86301 | PA      | $86374.15     | 0.00%             | 2044-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                                                      | Constellation Energy Corp.                                                            | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     13057 | NS      | $3646167.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| 1166 Avenue of the Americas Commercial Mortgage Trust II                        | 1166 Avenue of the Americas Commercial Mortgage Trust II, Series 2005-C6A, Class A3   | CUSIP: 682439AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    713000 | PA      | $729092.98    | 0.02%             | 2037-10-13      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                 | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    710000 | PA      | $719407.50    | 0.02%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                      | Ball Corp.                                                                            | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     47460 | NS      | $2805360.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S / Genmab Finance LLC                                                 | Genmab A/S / Genmab Finance LLC                                                       | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    530000 | PA      | $543757.21    | 0.02%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                                     | Ciena Corp.                                                                           | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     11792 | NS      | $4578008.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Capital Trust IV                                                        | MetLife Capital Trust IV                                                              | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $324619.80    | 0.01%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                              | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    668000 | PA      | $664902.13    | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                               | Philip Morris International, Inc.                                                     | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1019811.72   | 0.03%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                              | Berry Global, Inc.                                                                    | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    273000 | PA      | $267349.60    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                                       | Holcim AG                                                                             | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |     22322 | NS      | $1845180.18   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2007-14, Class KO                                                        | CUSIP: 31396PG62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4252 | PA      | $3630.66      | 0.00%             | 2037-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                  | Weatherford International Ltd.                                                        | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    127000 | PA      | $129511.17    | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                              | Cipher Compute LLC                                                                    | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $383793.23    | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                          | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $873835.31    | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2025-169, Class FC                                                       | CUSIP: 38385HLF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    655471 | PA      | $657818.70    | 0.02%             | 2055-10-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                                                   | Sanmina Corp.                                                                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      1119 | NS      | $145067.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                                    | Vertex Pharmaceuticals, Inc.                                                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2147 | NS      | $958721.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                                                 | Primerica, Inc.                                                                       | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      3695 | NS      | $925523.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F022444<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21000000 | PA      | $19844029.80  | 0.68%             | 2041-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hub Group, Inc.                                                                 | Hub Group, Inc., Class A                                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6384 | NS      | $230079.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | U.S. Treasury Ultra Bonds                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       374 | NC      | $-1495027.46  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co. Ltd.                                            | SITC International Holdings Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |    186000 | NS      | $814405.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                                   | Fujikura Ltd.                                                                         | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |      9000 | NS      | $247518.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coursera, Inc.                                                                  | Coursera, Inc.                                                                        | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     78291 | NS      | $455653.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                                                    | Kenvue, Inc.                                                                          | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    480000 | PA      | $484000.14    | 0.02%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2610000 | PA      | $2622429.24   | 0.09%             | 2056-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                       | CBAM Ltd., Series 2017-2A, Class AR                                                   | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | KY        |    309000 | PA      | $309415.64    | 0.01%             | 2034-07-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2026-R01, Class 2M1                  | CUSIP: 20755BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    589040 | PA      | $589210.85    | 0.02%             | 2046-01-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| SLB Ltd.                                                                        | SLB Ltd.                                                                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     10252 | NS      | $526850.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                                           | Colgate-Palmolive Co.                                                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    130604 | NS      | $11131378.92  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                      | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    470000 | PA      | $466005.99    | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Won                                                                             | Won                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |       234 | OU      | $0.15         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4326, Class GS                                                          | CUSIP: 3137BABH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3795883 | PA      | $375324.02    | 0.01%             | 2044-04-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                         | Applied Materials, Inc.                                                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      4102 | NS      | $1402022.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media, Inc.                                                             | Nexstar Media, Inc., First Lien, CME Term Loan, B                                     | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    328346 | PA      | $325384.18    | 0.01%             | 2032-06-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                           | Arroyo Mortgage Trust, Series 2019-1, Class A3                                        | CUSIP: 042859AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37477 | PA      | $36733.99     | 0.00%             | 2049-01-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                | Bombardier, Inc.                                                                      | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $160263.49    | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.                                                  | BioCryst Pharmaceuticals, Inc.                                                        | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     63514 | NS      | $604653.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                                  | Ameris Bancorp                                                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1333 | NS      | $103960.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                       | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $149641.03    | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | Allianz SE                                                                            | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      6240 | NS      | $2635268.19   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever Indonesia Tbk. PT                                                      | Unilever Indonesia Tbk. PT                                                            | CUSIP: N/A<br>LEI: 549300MUHUFNRRI19O72       | Long             | EC               | CORP              | ID        |   4876300 | NS      | $528094.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                     | SV RNO Property Owner 1 LLC                                                           | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $415416.78    | 0.01%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare Services, Inc.                                                   | AMN Healthcare Services, Inc.                                                         | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     17155 | NS      | $314622.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                                                    | Sabra Health Care REIT, Inc.                                                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      5595 | NS      | $107591.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp, Inc.                                                          | Northrim BanCorp, Inc.                                                                | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      4304 | NS      | $98475.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                            | American Express Co.                                                                  | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    380000 | PA      | $382118.38    | 0.01%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Manhattan Associates, Inc.                                                      | Manhattan Associates, Inc.                                                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      6307 | NS      | $839587.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies, Inc.                                                         | SS&C Technologies, Inc., First Lien, CME Term Loan, B8                                | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    307614 | PA      | $306978.38    | 0.01%             | 2031-05-09      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                  | Weatherford International Ltd.                                                        | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    515000 | PA      | $526545.79    | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust                                                    | Imperial Fund Mortgage Trust, Series 2022-NQM5, Class A1                              | CUSIP: 45276QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116505 | PA      | $116265.01    | 0.00%             | 2067-08-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WSFS Financial Corp.                                                            | WSFS Financial Corp.                                                                  | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      1738 | NS      | $113769.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $509556.15    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                        | Marvell Technology, Inc.                                                              | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190718.48    | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1708034.54   | 0.06%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                         | Nabors Industries, Inc.                                                               | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100210.00    | 0.00%             | 2029-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                    | Exelon Corp.                                                                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     19483 | NS      | $955056.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                                                     | Sally Beauty Holdings, Inc.                                                           | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      9594 | NS      | $132876.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                       | Weekley Homes LLC / Weekley Finance Corp.                                             | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $368324.23    | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                        | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    512000 | PA      | $415313.86    | 0.01%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-UBS5, Class AM                                       | CUSIP: 12592KBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129446 | PA      | $127812.44    | 0.00%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2025-5C38, Class XA                                      | CUSIP: 05556RAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5113000 | PA      | $302451.33    | 0.01%             | 2058-11-15      | Variable      | 1.46%                 | 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      | $7.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                      | KDDI Corp.                                                                            | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |    141500 | NS      | $2409282.39   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132AATC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92327 | PA      | $88997.50     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1282.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                         | Genesee & Wyoming, Inc., First Lien, Initial CME Term Loan                            | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    328333 | PA      | $327136.56    | 0.01%             | 2031-04-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                   | Chevron Corp.                                                                         | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6136 | NS      | $1269538.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                           | Nissan Motor Co. Ltd.                                                                 | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    275000 | PA      | $283178.87    | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                   | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $177637.09    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                        | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312148.60    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TXNM Energy, Inc.                                                               | TXNM Energy, Inc.                                                                     | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      1654 | NS      | $96692.84     | 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      | $-163.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                               | Cigna Group (The)                                                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3480 | NS      | $928290.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp.                                                              | World Kinect Corp.                                                                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      4096 | NS      | $94494.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                                                    | Ameren Corp.                                                                          | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223515.50    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                           | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214534.11    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2025-25, Class FB                                                        | CUSIP: 3136BVJR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    776046 | PA      | $777625.20    | 0.03%             | 2055-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                               | Chase Home Lending Mortgage Trust, Series 2025-10, Class A11                          | CUSIP: 16160BBD8<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |    130457 | PA      | $130695.45    | 0.00%             | 2056-07-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Ouster, Inc.                                                                    | Ouster, Inc.                                                                          | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17585 | NS      | $323036.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Point CLO 10 Ltd.                                                         | Crown Point CLO 10 Ltd., Series 2021-10A, Class A                                     | CUSIP: 22846FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350462.43    | 0.01%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    351000 | PA      | $356158.36    | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                             | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    242000 | PA      | $238708.98    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     23997 | NS      | $447888.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-718.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                                     | RenaissanceRe Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      3590 | NS      | $1067055.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                  | Citigroup Global Markets, Inc.                                                        | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Long             | RA               | CORP              | US        |   1993824 | PA      | $1993824.06   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                                 | Atlassian Corp., Class A                                                              | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     11500 | NS      | $784875.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                                                           | First Financial Corp.                                                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1617 | NS      | $102194.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Canadian Gaming Corp.                                                     | Great Canadian Gaming Corp. / Raptor LLC                                              | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239175.49    | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ebara Corp.                                                                     | Ebara Corp.                                                                           | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |     27400 | NS      | $775642.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                       | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    415000 | PA      | $349872.82    | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                                                 | Seagate Technology Holdings plc                                                       | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     12235 | NS      | $4793183.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                                                                   | Oshkosh Corp.                                                                         | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    263000 | PA      | $262939.51    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                  | Tapestry, Inc.                                                                        | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363858.29    | 0.01%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                      | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    278000 | PA      | $278336.17    | 0.01%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                     | Southern California Gas Co.                                                           | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251549.96    | 0.01%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust, Series 2018-4A, Class A1M                        | CUSIP: 64828FCS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112307 | PA      | $110876.70    | 0.00%             | 2048-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.                                                 | Arrowhead Pharmaceuticals, Inc.                                                       | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     12681 | NS      | $795098.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomino Funding Trust I                                                        | Palomino Funding Trust I                                                              | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $553955.35    | 0.02%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Banner Corp.                                                                    | Banner Corp.                                                                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1596 | NS      | $96845.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings, Inc.                                                              | DHT Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |      7762 | NS      | $141811.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Capital plc                                                      | Anglo American Capital plc                                                            | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $395658.18    | 0.01%             | 2031-03-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Origin Bancorp, Inc.                                                            | Origin Bancorp, Inc.                                                                  | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      2687 | NS      | $111403.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Global Holdings Ltd.                                                     | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    365000 | PA      | $378836.79    | 0.01%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                    | Target Corp.                                                                          | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      7961 | NS      | $964873.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                 | CSAIL Commercial Mortgage Trust, Series 2015-C1, Class C                              | CUSIP: 126281BF0<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    538000 | PA      | $503151.05    | 0.02%             | 2050-04-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| NMI Holdings, Inc.                                                              | NMI Holdings, Inc., Class A                                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      8273 | NS      | $310320.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corp.                                                                      | ESAB Corp.                                                                            | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403804.00    | 0.01%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical                                                         | BioMarin Pharmaceutical, Inc., First Lien, CME Term Loan, B                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    103812 | PA      | $103682.73    | 0.00%             | 2033-01-28      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1                  | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129551 | PA      | $129374.19    | 0.00%             | 2045-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                 | Halliburton Co.                                                                       | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     28242 | NS      | $1101155.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                                                   | Insulet Corp.                                                                         | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      4057 | NS      | $851320.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                                           | Delta Air Lines, Inc.                                                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     16296 | NS      | $1083358.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                             | Blackstone Holdings Finance Co. LLC                                                   | CUSIP: 09261BAA8<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    270000 | PA      | $232113.38    | 0.01%             | 2031-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                           | Arroyo Mortgage Trust, Series 2019-3, Class A3                                        | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68272 | PA      | $65737.59     | 0.00%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                  | ConocoPhillips                                                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     42932 | NS      | $5667024.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2020000 | PA      | $2000884.17   | 0.07%             | 2056-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co., Series W                                                        | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    368000 | PA      | $324211.06    | 0.01%             | 2047-05-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                     | Itron, Inc.                                                                           | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      6095 | NS      | $546294.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                           | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1673172.63   | 0.06%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                               | American Electric Power Co., Inc.                                                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      7293 | NS      | $955966.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                 | CSAIL Commercial Mortgage Trust, Series 2016-C7, Class AS                             | CUSIP: 12637UBA6<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    399000 | PA      | $394675.68    | 0.01%             | 2049-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    387000 | PA      | $380520.44    | 0.01%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                      | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91705.06     | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class D                      | CUSIP: 94988QAU5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    312000 | PA      | $213716.88    | 0.01%             | 2046-07-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                 | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125222.45    | 0.00%             | 2026-09-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                           | Commercial Metals Co.                                                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      1750 | NS      | $107502.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                                | S&P Global, Inc.                                                                      | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    188000 | PA      | $163979.17    | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Zymeworks, Inc.                                                                 | Zymeworks, Inc.                                                                       | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |      6678 | NS      | $167217.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Long Gilt                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       102 | NC      | $-595719.94   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                                                            | Ally Financial, Inc.                                                                  | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    807000 | PA      | $896246.52    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                  | Broadcom, Inc.                                                                        | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280362.73    | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  13900000 | PA      | $12126.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | Viper Energy Partners LLC                                                             | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    455000 | PA      | $455550.55    | 0.02%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EverQuote, Inc.                                                                 | EverQuote, Inc., Class A                                                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15004 | NS      | $231361.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                            | Broadridge Financial Solutions, Inc.                                                  | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      4884 | NS      | $793552.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                                               | Australian Dollar                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | AU        |    -64438 | OU      | $-44459.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                                                                 | Frontdoor, Inc.                                                                       | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      1774 | NS      | $93773.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932007.74    | 0.03%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-79537.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                      | Charles Schwab Corp. (The)                                                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     74795 | NS      | $7029234.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                                  | Chugai Pharmaceutical Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |     53700 | NS      | $2961473.57   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK                                                                            | BANK, Series 2020-BN26, Class XA                                                      | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2583090 | PA      | $88080.80     | 0.00%             | 2063-03-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H020642<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    940000 | PA      | $776748.43    | 0.03%             | 2056-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201706 | PA      | $201301.49    | 0.01%             | 2045-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                       | Shell plc                                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      5128 | NS      | $237503.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                           | Commercial Metals Co.                                                                 | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162089.53    | 0.01%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  89064130 | PA      | $-1643291.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Everpure, Inc.                                                                  | Everpure, Inc., Class A                                                               | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     15790 | NS      | $932241.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global, Inc.                                                              | Berry Global, Inc.                                                                    | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21002.44     | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                 | M/I Homes, Inc.                                                                       | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      3373 | NS      | $413023.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                                         | Republic Services, Inc.                                                               | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1389831.91   | 0.05%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BQKD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112730 | PA      | $115238.93    | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                              | Barclays Commercial Mortgage Trust, Series 2019-C4, Class XA                          | CUSIP: 07335CAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9793106 | PA      | $374633.33    | 0.01%             | 2052-08-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                     | FIGRE Trust, Series 2025-FL1, Class A1                                                | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145247 | PA      | $145218.28    | 0.00%             | 2055-07-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                               | Philip Morris International, Inc.                                                     | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381872.02    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                    | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $151147.50    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                   | AIB Group plc                                                                         | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     97347 | NS      | $1039190.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                     | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $142658.04    | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                               | Tyson Foods, Inc., Class A                                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      7783 | NS      | $498656.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                 | Eli Lilly & Co.                                                                       | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    562000 | PA      | $572310.18    | 0.02%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                            | Avery Dennison Corp.                                                                  | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      5431 | NS      | $937825.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BXBL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26831 | PA      | $27526.12     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132A5H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7035099 | PA      | $6315901.15   | 0.22%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                                      | Edwards Lifesciences Corp.                                                            | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     11518 | NS      | $922361.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                    | Vistra Corp.                                                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      6043 | NS      | $908444.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                        | SCIH Salt Holdings, Inc.                                                              | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $252241.74    | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                        | Puget Sound Energy, Inc.                                                              | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    258000 | PA      | $245009.47    | 0.01%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class B                             | CUSIP: 92939FAX7<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    845302 | PA      | $833808.22    | 0.03%             | 2047-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C21, Class B          | CUSIP: 61764XBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    639232 | PA      | $626427.09    | 0.02%             | 2048-03-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2006-84, Class OT                                                        | CUSIP: 31396K2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       589 | PA      | $497.92       | 0.00%             | 2036-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                              | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    401000 | PA      | $404136.99    | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                     | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $207405.18    | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                                     | Aisin Corp.                                                                           | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |     77900 | NS      | $1097463.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YPB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1192362 | PA      | $1070676.88   | 0.04%             | 2054-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tanger, Inc.                                                                    | Tanger, Inc.                                                                          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      3048 | NS      | $103571.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission, Inc.                                                      | Allison Transmission, Inc., First Lien, 2026 CME Term Loan                            | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |    154515 | PA      | $155248.97    | 0.01%             | 2033-01-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                 | Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $214477.34    | 0.01%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Co. LLC                                           | Corpay Technologies Operating Co. LLC, First Lien, CME Term Loan, B6                  | CUSIP: 33903RBA6<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    116728 | PA      | $116692.26    | 0.00%             | 2032-11-05      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Appian Corp.                                                                    | Appian Corp., Class A                                                                 | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |      3591 | NS      | $86579.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties, Inc.                                                            | LTC Properties, Inc.                                                                  | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      2711 | NS      | $100740.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                                                         | Micron Technology, Inc.                                                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3117 | NS      | $1053047.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                                                         | Primoris Services Corp.                                                               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      5134 | NS      | $734367.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd.                                                              | IBEX Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: 5493000GRFLPVYU2CX17       | Long             | EC               | CORP              | BM        |      3988 | NS      | $106958.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties, Inc.                                               | CBL & Associates Properties, Inc.                                                     | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |      3825 | NS      | $146994.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5MP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97720 | PA      | $99679.61     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | Banco Bilbao Vizcaya Argentaria SA                                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     80488 | NS      | $1738506.13   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140XNRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2525459 | PA      | $2232941.02   | 0.08%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $69.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                          | Verisk Analytics, Inc., Class A                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      4349 | NS      | $825222.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B74D7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38330 | PA      | $39650.62     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                       | OAK-Eagle Acquireco, Inc.                                                             | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    420000 | PA      | $435432.66    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                       | ATI, Inc.                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74057.03     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                | Gray Media, Inc.                                                                      | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186560.66    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-30141.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S / Genmab Finance LLC                                                 | Genmab A/S / Genmab Finance LLC                                                       | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    330000 | PA      | $345723.18    | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                            | Ingersoll Rand, Inc.                                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     43549 | NS      | $3489145.88   | 0.12%             |  |  |  | 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      | $-3566.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                                                    | Allegion plc                                                                          | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      6395 | NS      | $929129.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State of California                                                             | State of California                                                                   | CUSIP: 13063ESC1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    375000 | PA      | $374135.66    | 0.01%             | 2032-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories, Inc.                                                        | IDEXX Laboratories, Inc.                                                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      5304 | NS      | $2980264.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    234365 | PA      | $209527.54    | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                      | California Resources Corp.                                                            | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      2119 | NS      | $146677.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust, Series 2016-BNK2, Class C                             | CUSIP: 61690YBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148000 | PA      | $129905.11    | 0.00%             | 2049-11-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI Properties LP                                                                    | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    658000 | PA      | $658843.31    | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                    | Ameren Corp.                                                                          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      8624 | NS      | $947950.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO 33 Ltd.                                                             | Elmwood CLO 33 Ltd., Series 2024-9RA, Class AR                                        | CUSIP: 29001EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350268.64    | 0.01%             | 2037-10-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                | California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                      | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    645000 | PA      | $630599.99    | 0.02%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                              | Toyota Motor Corp.                                                                    | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |     21000 | NS      | $436534.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                             | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48631.34     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                             | Coca-Cola Co. (The)                                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    130974 | NS      | $9960572.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.                                                  | Supernus Pharmaceuticals, Inc.                                                        | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      9630 | NS      | $497774.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd.                                                  | Jardine Matheson Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |     27700 | NS      | $1991165.84   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                           | One Bryant Park Trust, Series 2019-OBP, Class A                                       | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371000 | PA      | $343081.40    | 0.01%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                         | DuPont de Nemours, Inc.                                                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     10624 | NS      | $486579.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                               | Caterpillar, Inc.                                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     26906 | NS      | $19061824.76  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle US CLO Ltd.                                                             | Carlyle US CLO Ltd., Series 2020-2A, Class A1R2                                       | CUSIP: 14315GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1120000 | PA      | $1117771.55   | 0.04%             | 2035-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                   | Comcast Corp.                                                                         | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    307000 | PA      | $222826.75    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                | CMS Energy Corp.                                                                      | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     12463 | NS      | $966879.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                      | Genmab A/S                                                                            | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |       777 | NS      | $209262.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AeroVironment, Inc.                                                             | AeroVironment, Inc.                                                                   | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       205 | NS      | $37525.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                                                       | Janus Henderson Group plc                                                             | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     18724 | NS      | $961851.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd.                                                                   | WH Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   1599000 | NS      | $2101784.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                               | Standard Building Solutions, Inc.                                                     | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267223.18    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                | S&P Global, Inc.                                                                      | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86936.60     | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                        | Infineon Technologies AG                                                              | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |     49872 | NS      | $2262499.93   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $21603.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                        | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    255000 | PA      | $255235.82    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                            | TJX Cos., Inc. (The)                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     13969 | NS      | $2230849.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DBUBS Mortgage Trust                                                            | DBUBS Mortgage Trust, Series 2011-LC3A, Class D                                       | CUSIP: 23305YAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    809962 | PA      | $792219.97    | 0.03%             | 2044-08-10      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| MAD Commercial Mortgage Trust                                                   | MAD Commercial Mortgage Trust, Series 2025-11MD, Class C                              | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397000 | PA      | $400056.46    | 0.01%             | 2042-10-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                      | Encore Capital Group, Inc.                                                            | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209500.00    | 0.01%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                          | Neptune Bidco US, Inc.                                                                | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55197.89     | 0.00%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust, Series 2018-L1, Class A3                              | CUSIP: 61691QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283982 | PA      | $282877.35    | 0.01%             | 2051-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Ultra Notes                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -10 | NC      | $25606.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M2                  | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104000 | PA      | $106067.21    | 0.00%             | 2042-03-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                            | Coterra Energy, Inc.                                                                  | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     30990 | NS      | $1088988.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                                                    | Impinj, Inc.                                                                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      3119 | NS      | $320321.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                                                | ServiceNow, Inc.                                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     39490 | NS      | $4128679.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                                                     | Spire, Inc.                                                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      1279 | NS      | $115800.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                               | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105149 | PA      | $105702.79    | 0.00%             | 2054-06-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                          | Waste Management, Inc.                                                                | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    323000 | PA      | $328576.70    | 0.01%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                              | United Rentals North America, Inc.                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197698.22    | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -300000 | PA      | $-289864.10   | -0.01%            | 2056-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                          | Norfolk Southern Corp.                                                                | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      3223 | NS      | $925001.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                                                      | Ameriprise Financial, Inc.                                                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      2048 | NS      | $910131.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                                  | EchoStar Corp.                                                                        | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    340000 | PA      | $367494.36    | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363463.94    | 0.01%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Precigen, Inc.                                                                  | Precigen, Inc.                                                                        | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |     98097 | NS      | $379635.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2026-5C40, Class B                                       | CUSIP: 05557AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $517712.22    | 0.02%             | 2059-02-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                             | Kinder Morgan, Inc.                                                                   | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    580000 | PA      | $665285.02    | 0.02%             | 2032-01-15      | Fixed         | 7.75%                 | 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      | $-723.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TCI Communications, Inc.                                                        | TCI Communications, Inc.                                                              | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $344428.20    | 0.01%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                    | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    530000 | PA      | $534929.00    | 0.02%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                                 | Concentra Health Services, Inc.                                                       | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    330000 | PA      | $341587.62    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H030641<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19000000 | PA      | $16965214.19  | 0.58%             | 2056-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Euro-OAT                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        62 | NC      | $-219723.18   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                                           | VICI Properties, Inc., Class A                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    100184 | NS      | $2737026.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Albaugh LLC                                                                     | Albaugh LLC, First Lien, Initial CME Term Loan                                        | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198450 | PA      | $191463.19    | 0.01%             | 2029-04-06      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                              | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    377000 | PA      | $395208.08    | 0.01%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                     | Wayfair LLC                                                                           | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    845000 | PA      | $852091.12    | 0.03%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2026-5C40, Class AS                                      | CUSIP: 05557AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $324727.20    | 0.01%             | 2059-02-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Monarch Casino & Resort, Inc.                                                   | Monarch Casino & Resort, Inc.                                                         | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      1167 | NS      | $111565.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    580000 | PA      | $573718.63    | 0.02%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 2 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       770 | NC      | $-1153268.90  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Rand Parent LLC                                                                 | Rand Parent LLC, First Lien, CME Term Loan, B                                         | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178113 | PA      | $178119.59    | 0.01%             | 2030-03-18      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                       | UKG, Inc.                                                                             | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    295000 | PA      | $288560.28    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Gold.com, Inc.                                                                  | Gold.com, Inc.                                                                        | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      3090 | NS      | $123847.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Global Funding                                                              | CNO Global Funding                                                                    | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    378000 | PA      | $380166.78    | 0.01%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rigel Pharmaceuticals, Inc.                                                     | Rigel Pharmaceuticals, Inc.                                                           | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      3428 | NS      | $92693.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                                                   | Insulet Corp.                                                                         | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337074.21    | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Calavo Growers, Inc.                                                            | Calavo Growers, Inc.                                                                  | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3893 | NS      | $100400.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree CLO Ltd.                                                                | Oaktree CLO Ltd., Series 2021-1A, Class A1R                                           | CUSIP: 67402JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    272000 | PA      | $272633.09    | 0.01%             | 2038-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                      | Procter & Gamble Co. (The)                                                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     71972 | NS      | $10395635.68  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                                                     | Aena SME SA                                                                           | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |     17040 | NS      | $502633.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     30217 | NS      | $2167882.61   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    513000 | PA      | $515683.97    | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177203.59    | 0.01%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    119000 | PA      | $115922.92    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                              | Light & Wonder International, Inc.                                                    | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382453.13    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                          | Montenegro Government Bond                                                            | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |    400000 | PA      | $433778.02    | 0.01%             | 2029-10-03      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Protagonist Therapeutics, Inc.                                                  | Protagonist Therapeutics, Inc.                                                        | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6932 | NS      | $730632.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                                                   | Moody's Corp.                                                                         | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    962000 | PA      | $847544.26    | 0.03%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                               | PennyMac Financial Services, Inc.                                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      2370 | NS      | $207138.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                                                             | ACI Worldwide, Inc.                                                                   | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      4663 | NS      | $191229.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                                      | Grifols SA                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    620000 | PA      | $701998.37    | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cerence, Inc.                                                                   | Cerence, Inc.                                                                         | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     13968 | NS      | $88138.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen, Inc.                                                                    | Axogen, Inc.                                                                          | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10284 | NS      | $340708.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                 | CFCRE Commercial Mortgage Trust, Series 2017-C8, Class B                              | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169000 | PA      | $164048.67    | 0.01%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                   | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347735.19    | 0.01%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                          | Chart Industries, Inc.                                                                | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89350.30     | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ImmunityBio, Inc.                                                               | ImmunityBio, Inc.                                                                     | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |     70356 | NS      | $539630.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                   | Fortress Intermediate 3, Inc.                                                         | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199019.70    | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56053.75     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Structured Agency Credit Risk                                                   | Structured Agency Credit Risk, Series 2026-DNA1, Class M1                             | CUSIP: 35564UCR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218802 | PA      | $218147.42    | 0.01%             | 2046-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                                 | 1261229 BC Ltd.                                                                       | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204937.80    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Putnam Short Term Investment Fund                                               | Putnam Short Term Investment Fund, Class P                                            | CUSIP: 74676P664<br>LEI: 549300S9JYWEMKQCLW53 | Long             |  | RF                | US        | 190220473 | NS      | $190220472.52 | 6.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                | GE HealthCare Technologies, Inc.                                                      | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322938.49    | 0.01%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2023-152, Class FB                                                       | CUSIP: 38384DZX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    584471 | PA      | $596536.90    | 0.02%             | 2051-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                            | Roche Holdings, Inc.                                                                  | CUSIP: 771196BH4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1018646.70   | 0.03%             | 2044-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  46540000 | PA      | $45905241.87  | 1.57%             | 2056-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Travere Therapeutics, Inc.                                                      | Travere Therapeutics, Inc.                                                            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15983 | NS      | $474854.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                     | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    416000 | PA      | $409900.24    | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                       | Bank of Nova Scotia (The)                                                             | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | RA               | CORP              | US        |    287925 | PA      | $287925.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Co.                                                             | Crescent Energy Co.                                                                   | CUSIP: 44952JAA2<br>LEI: 254900FBNP5A21Q39U97 | Long             | DBT              | CORP              | US        |    220000 | PA      | $253110.00    | 0.01%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | Blackstone Private Credit Fund                                                        | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    193000 | PA      | $188229.55    | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9320.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                 | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    905000 | PA      | $843172.81    | 0.03%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings, Inc.                                                         | Delek US Holdings, Inc.                                                               | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      2399 | NS      | $108122.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capricor Therapeutics, Inc.                                                     | Capricor Therapeutics, Inc.                                                           | CUSIP: 14070B309<br>LEI: 5493002ZI5PDLXV4DX14 | Long             | EC               | CORP              | US        |      4358 | NS      | $132483.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                                                      | Corcept Therapeutics, Inc.                                                            | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     26864 | NS      | $1082887.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com, Inc.                                                             | Legalzoom.com, Inc.                                                                   | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     44369 | NS      | $251572.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                      | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class AS                 | CUSIP: 46647TAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373000 | PA      | $363855.16    | 0.01%             | 2050-03-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2702.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PK Alift Loan Funding 8 LP                                                      | PK Alift Loan Funding 8 LP, Series 2026-1, Class A                                    | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $247266.80    | 0.01%             | 2043-09-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1A                                  | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |     15350 | PA      | $15357.17     | 0.00%             | 2043-06-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co., Inc. (The)                                                     | Boston Beer Co., Inc. (The), Class A                                                  | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      4142 | NS      | $954316.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                          | Duke Energy Ohio, Inc.                                                                | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    427000 | PA      | $419671.77    | 0.01%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 5 Ltd.                                                          | Signal Peak CLO 5 Ltd., Series 2018-5A, Class A1R                                     | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250641.42    | 0.01%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                       | Seagate Data Storage Technology Pte. Ltd.                                             | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    295000 | PA      | $300047.45    | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C18, Class B                  | CUSIP: 46641JBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405594 | PA      | $403143.34    | 0.01%             | 2047-02-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Advanced Energy Industries, Inc.                                                | Advanced Energy Industries, Inc.                                                      | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      2764 | NS      | $891970.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 1261229 BC Ltd.                                                                 | 1261229 BC Ltd., First Lien, Initial CME Term Loan                                    | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    193762 | PA      | $187517.96    | 0.01%             | 2030-10-08      | Variable      | 9.92%                 | No            |                  2 | On Loan: No      |
| Ambarella, Inc.                                                                 | Ambarella, Inc.                                                                       | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |     10291 | NS      | $529729.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                                        | Universal Music Group NV                                                              | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     74513 | NS      | $1446358.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ProPetro Holding Corp.                                                          | ProPetro Holding Corp.                                                                | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7991 | NS      | $115150.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class C                  | CUSIP: 46639NAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232593 | PA      | $229772.60    | 0.01%             | 2045-07-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                   | MetLife, Inc.                                                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     56056 | NS      | $3964280.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                                                             | PROG Holdings, Inc.                                                                   | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      9848 | NS      | $282539.12    | 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      | $-4002.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M1A                                  | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |      3423 | PA      | $3427.16      | 0.00%             | 2042-03-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                              | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $231659.20    | 0.01%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IonQ, Inc.                                                                      | IonQ, Inc.                                                                            | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |     15723 | NS      | $453294.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2020-96, Class JI                                                        | CUSIP: 3136BDKM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6292439 | PA      | $1038417.37   | 0.04%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RR 29 Ltd.                                                                      | RR 29 Ltd., Series 2024-29RA, Class A1R                                               | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350277.90    | 0.01%             | 2039-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                          | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45815.31     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                            | Osaic Holdings, Inc.                                                                  | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    565000 | PA      | $558229.75    | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                | ArcelorMittal SA                                                                      | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      9859 | NS      | $511302.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                  | CUSIP: 3140NUCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294000 | PA      | $301756.91    | 0.01%             | 2028-12-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                       | Standard Industries, Inc.                                                             | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80730.59     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson Holdings, Inc.                                                   | Kennedy-Wilson Holdings, Inc.                                                         | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     10196 | NS      | $110320.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc.                                                 | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    435000 | PA      | $412090.12    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                       | ATI, Inc.                                                                             | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233472.15    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                      | Siemens AG                                                                            | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      5033 | NS      | $1226210.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AEGON Funding Co. LLC                                                           | AEGON Funding Co. LLC                                                                 | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413762.65    | 0.01%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     18812 | NS      | $944362.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     22959 | NS      | $19423084.41  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | TOPIX Index                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       131 | NC      | $-830855.69   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global, Inc.                                                           | Payoneer Global, Inc.                                                                 | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |     20877 | NS      | $100835.91    | 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      | $1528.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                           | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    280000 | PA      | $246201.17    | 0.01%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                         | Kite Realty Group Trust                                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4622 | NS      | $113470.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                                                  | Preferred Bank                                                                        | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      1209 | NS      | $109644.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Security Services Borrower LLC                                            | Prime Security Services Borrower LLC, First Lien, 2025 Incremental CME Term Loan, B2  | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    328346 | PA      | $324343.33    | 0.01%             | 2032-03-08      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                   | SM Energy Co.                                                                         | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135156.60    | 0.00%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                  | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class A                            | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $408467.94    | 0.01%             | 2042-11-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Univest Financial Corp.                                                         | Univest Financial Corp.                                                               | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      3731 | NS      | $127824.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                                                   | Moody's Corp.                                                                         | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295018.56    | 0.01%             | 2034-08-05      | Fixed         | 5.00%                 | 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      | $-282.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                             | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $121750.48    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2491.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                             | Nexstar Media, Inc.                                                                   | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147602.34    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $72891.20     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp.                     | Neuberger Berman Group LLC / Neuberger Berman Finance Corp.                           | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $260894.18    | 0.01%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F060642<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -480000 | PA      | $-489352.44   | -0.02%            | 2056-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                 | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    672000 | PA      | $621320.23    | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                                  | ACS Actividades de Construccion y Servicios SA                                        | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |     16376 | NS      | $1997140.90   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                        | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    130000 | PA      | $131368.90    | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OFG Bancorp                                                                     | OFG Bancorp                                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      6955 | NS      | $281399.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                                           | Walt Disney Co. (The)                                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      9470 | NS      | $912718.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99653.09     | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                            | Cenovus Energy, Inc.                                                                  | CUSIP: 15135UAF6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $27347.63     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                 | AstraZeneca plc                                                                       | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     22319 | NS      | $4364257.19   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Euro-BTP                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        62 | NC      | $-286278.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp.                                                               | BAT Capital Corp.                                                                     | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    370000 | PA      | $362273.12    | 0.01%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84294.60     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hamilton Insurance Group Ltd.                                                   | Hamilton Insurance Group Ltd., Class B                                                | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |     18225 | NS      | $543651.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                                                           | TreeHouse Foods, Inc., First Lien, Initial CME Term Loan                              | CUSIP: 89468XAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    327500 | PA      | $326409.43    | 0.01%             | 2033-02-11      | Variable      | 7.92%                 | 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      | $-3632.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                              | A&D Mortgage Trust, Series 2023-NQM4, Class A1                                        | CUSIP: 00002MAA7<br>LEI: 9845002EOD0CFAFA4F48 | Long             | ABS-MBS          | CORP              | US        |    202765 | PA      | $204548.50    | 0.01%             | 2068-09-25      | Fixed         | 7.47%                 | 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      | $-2211.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Electric Co., Inc.                                                     | Franklin Electric Co., Inc.                                                           | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      1006 | NS      | $92723.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                                                         | Waste Connections, Inc.                                                               | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    497000 | PA      | $488022.98    | 0.02%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2603 | NS      | $915865.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C24, Class AS                 | CUSIP: 46643GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542000 | PA      | $527921.12    | 0.02%             | 2047-11-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Transocean Aquila Ltd.                                                          | Transocean Aquila Ltd.                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     43385 | PA      | $44612.23     | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Smiths Group plc                                                                | Smiths Group plc                                                                      | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     17827 | NS      | $544012.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-17182.79    | -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      | $-117.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | Clearway Energy Operating LLC                                                         | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    405000 | PA      | $375232.10    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                                        | Otsuka Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     15300 | NS      | $1085854.38   | 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      | $5244.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    171000 | PA      | $159036.56    | 0.01%             | 2053-05-19      | Fixed         | 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      | $-2889.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                 | Microsoft Corp.                                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    208344 | NS      | $77122698.48  | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5134, Class IB                                                          | CUSIP: 3137H1X50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4203482 | PA      | $838763.17    | 0.03%             | 2051-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                        | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    275000 | PA      | $278553.28    | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA, Inc.                                                       | Comfort Systems USA, Inc.                                                             | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       752 | NS      | $1037000.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    660000 | PA      | $667083.57    | 0.02%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                   | Magnera Corp.                                                                         | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    245000 | PA      | $221437.20    | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                              | GS Mortgage Securities Corp Trust, Series 2017-375H, Class A                          | CUSIP: 36254JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    558000 | PA      | $543189.68    | 0.02%             | 2037-09-10      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings         | JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings               | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    183000 | PA      | $175652.09    | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-LC19, Class C                                        | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391564 | PA      | $382036.38    | 0.01%             | 2048-02-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  25244000 | PA      | $224107.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                 | FirstCash, Inc.                                                                       | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1377631.80   | 0.05%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA                                    | International Consolidated Airlines Group SA                                          | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |    278309 | NS      | $1320941.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc., First Lien, 2023 Incremental CME Term Loan, B            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    326972 | PA      | $318389.45    | 0.01%             | 2030-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                           | Rocket Software, Inc.                                                                 | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    215000 | PA      | $193761.74    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | 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      | $-21177.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2005-65CB, Class 2A1                                   | CUSIP: 12668AY90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    674615 | PA      | $402024.52    | 0.01%             | 2035-12-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| nLight, Inc.                                                                    | nLight, Inc.                                                                          | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8100 | NS      | $461862.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    263712 | PA      | $236642.23    | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | Celanese US Holdings LLC                                                              | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295892.73    | 0.01%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| O-I Glass, Inc.                                                                 | O-I Glass, Inc.                                                                       | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7953 | NS      | $83586.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                                                     | Intel Corp.                                                                           | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1211426.81   | 0.04%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Matson, Inc.                                                                    | Matson, Inc.                                                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      4168 | NS      | $683301.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                 | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360366.39    | 0.01%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                                                  | Nexon Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |     13800 | NS      | $259946.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7199.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                             | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717649.70    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake VIII Ltd.                                                        | Cathedral Lake VIII Ltd., Series 2021-8A, Class A1R                                   | CUSIP: 14919GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    690000 | PA      | $689730.21    | 0.02%             | 2035-01-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                 | Madison IAQ LLC                                                                       | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117276.41    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                 | AstraZeneca plc                                                                       | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     27619 | NS      | $5447019.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                                                        | Modine Manufacturing Co.                                                              | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       484 | NS      | $104887.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    220216 | NS      | $10735530.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-31.17       | -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      | $2615.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                          | Egypt Government Bond                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    300000 | PA      | $307845.63    | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                                    | CF Industries Holdings, Inc.                                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     57539 | NS      | $7470863.76   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                                | Altice France SA                                                                      | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    152440 | PA      | $145952.69    | 0.00%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                  | Public Storage                                                                        | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      3121 | NS      | $845416.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                           | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221402.89    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                                     | Inpex Corp.                                                                           | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |     83400 | NS      | $2466930.10   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                          | Alternative Loan Trust, Series 2006-24CB, Class A19                                   | CUSIP: 02146TAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335062 | PA      | $132652.64    | 0.00%             | 2036-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Bank of Hawaii Corp.                                                            | Bank of Hawaii Corp.                                                                  | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      3626 | NS      | $269230.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                            | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1337510.93   | 0.05%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C30, Class AS         | CUSIP: 61766NBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1162000 | PA      | $1125660.19   | 0.04%             | 2049-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                   | Transocean International Ltd.                                                         | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    353500 | PA      | $368740.45    | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                             | Nexstar Media, Inc.                                                                   | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    690000 | PA      | $692785.31    | 0.02%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                                            | Galp Energia SGPS SA, Class B                                                         | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |     92991 | NS      | $2229700.71   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $461.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                           | Telenet Finance Luxembourg Notes SARL                                                 | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $196789.87    | 0.01%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                                  | Prologis, Inc.                                                                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     32579 | NS      | $4306292.22   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                                   | Rio Tinto plc                                                                         | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     21911 | NS      | $2032764.89   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                 | CoreCivic, Inc.                                                                       | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      5391 | NS      | $101943.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5387, Class DF                                                          | CUSIP: 3137HBRE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1023047 | PA      | $1031763.17   | 0.04%             | 2054-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                                              | Ryman Hospitality Properties, Inc.                                                    | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      4662 | NS      | $430162.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                                       | Safran SA                                                                             | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      8381 | NS      | $2742508.91   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Graco, Inc.                                                                     | Graco, Inc.                                                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     11352 | NS      | $960946.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danby Park CLO Ltd.                                                             | Danby Park CLO Ltd., Series 2022-1A, Class AR                                         | CUSIP: 236057AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    670000 | PA      | $670512.26    | 0.02%             | 2037-10-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bond                                                                    | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    829000 | PA      | $829000.00    | 0.03%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                | Gray Media, Inc.                                                                      | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340294.61    | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                           | Kraft Heinz Foods Co.                                                                 | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135248.41    | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | Equinor ASA                                                                           | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     55367 | NS      | $2358877.11   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                        | VICI Properties LP / VICI Note Co., Inc.                                              | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $261062.93    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                     | Evergy Kansas Central, Inc.                                                           | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166406.53    | 0.01%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cimpress plc                                                                    | Cimpress plc                                                                          | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |      1371 | NS      | $100083.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd. (The)                                         | Bank of NT Butterfield & Son Ltd. (The)                                               | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |      5715 | NS      | $299923.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     91000 | PA      | $85667.39     | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Empire State Realty Trust, Inc.                                                 | Empire State Realty Trust, Inc., Class A                                              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     18156 | NS      | $94411.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                              | Ares Capital Corp.                                                                    | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    449000 | PA      | $437257.17    | 0.01%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nice Ltd.                                                                       | Nice Ltd.                                                                             | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |     11054 | NS      | $1220456.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                             | Bank of New York Mellon Corp. (The)                                                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      9244 | NS      | $1096615.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BDS Ltd.                                                                        | BDS Ltd., Series 2021-FL10, Class A                                                   | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    186920 | PA      | $187148.32    | 0.01%             | 2036-12-16      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                           | DIRECTV Financing LLC, First Lien, 2024 Refinancing CME Term Loan, B                  | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249682 | PA      | $250703.46    | 0.01%             | 2029-08-02      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                       | Kellanova                                                                             | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20399.48     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                               | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99604.70     | 0.00%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                                     | North Macedonia Government Bond                                                       | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |    310000 | PA      | $344842.54    | 0.01%             | 2030-01-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-473.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                | American Builders & Contractors Supply Co., Inc.                                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152198.81    | 0.01%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B3PK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39022 | PA      | $39949.46     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                                     | Minerals Technologies, Inc.                                                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      6299 | NS      | $446725.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                            | Glencore Funding LLC                                                                  | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338585.72    | 0.01%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $32268.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                              | Poland Government Bond                                                                | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    680000 | PA      | $695464.03    | 0.02%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Heritage Commerce Corp.                                                         | Heritage Commerce Corp.                                                               | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      9072 | NS      | $113218.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                                                                | FormFactor, Inc.                                                                      | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      1178 | NS      | $114254.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                                                             | First Horizon Corp.                                                                   | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     42159 | NS      | $959538.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JSE28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23530 | PA      | $24343.79     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                              | Light & Wonder International, Inc.                                                    | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46209.15     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                  | US Foods, Inc.                                                                        | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428507.44    | 0.01%             | 2033-04-15      | 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      | $-568387.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Select Medical Holdings Corp.                                                   | Select Medical Holdings Corp.                                                         | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6268 | NS      | $102105.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                          | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    910000 | PA      | $933024.61    | 0.03%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                     | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71512.70     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2025-J2, Class AF                                                   | CUSIP: 67122EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172706 | PA      | $173149.21    | 0.01%             | 2055-09-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                             | Expand Energy Corp.                                                                   | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    545000 | PA      | $531246.76    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                     | Apollo Commercial Real Estate Finance, Inc., First Lien, Initial CME Term Loan        | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |     31760 | PA      | $31859.41     | 0.00%             | 2030-06-13      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                         | Fresenius SE & Co. KGaA                                                               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |      2970 | NS      | $154130.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA Trust                                                                       | MFA Trust, Series 2023-INV2, Class A1                                                 | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116918 | PA      | $117689.43    | 0.00%             | 2058-10-25      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                  | AIA Group Ltd.                                                                        | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    183000 | NS      | $2033372.99   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-17598.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Financial Services Corp.                                             | Enterprise Financial Services Corp.                                                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      5036 | NS      | $272497.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                                      | PG&E Corp.                                                                            | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151086.66    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                          | 3M Co.                                                                                | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      6268 | NS      | $910301.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                 | Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $254220.36    | 0.01%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5438, Class FC                                                          | CUSIP: 3137HF7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    791909 | PA      | $796639.54    | 0.03%             | 2054-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                   | Carlsberg A/S, Class B                                                                | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     18651 | NS      | $2317095.09   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                                                  | Tapestry, Inc.                                                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      7341 | NS      | $1035888.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                                   | Honeywell International, Inc.                                                         | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     38376 | NS      | $8674127.28   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                                        | Motorola Solutions, Inc.                                                              | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206527.65    | 0.01%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TotalEnergies SE                                                                      | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     42616 | NS      | $3911046.57   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                           | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $588903.45    | 0.02%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica (The)                                                     | Jamaica Government Bond                                                               | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    410000 | PA      | $418712.50    | 0.01%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                           | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77030.63     | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                   | Paychex, Inc.                                                                         | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363379.06    | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                 | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207082.95    | 0.01%             | 2030-01-25      | Fixed         | 5.90%                 | 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      | $208.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154525.87    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     51871 | NS      | $1671670.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bills                                                                   | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  41100000 | PA      | $40666951.91  | 1.39%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                  | Lonza Group AG                                                                        | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |      4181 | NS      | $2682189.28   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Albany International Corp.                                                      | Albany International Corp., Class A                                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      2118 | NS      | $110580.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APLD ComputeCo LLC                                                              | APLD ComputeCo LLC                                                                    | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $716685.39    | 0.02%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                | WestRock MWV LLC                                                                      | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    154000 | PA      | $174619.44    | 0.01%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | Daimler Truck Finance North America LLC                                               | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    480000 | PA      | $484006.84    | 0.02%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                                  | TGNR Intermediate Holdings LLC                                                        | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318018.06    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B2ZP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33040 | PA      | $33825.12     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | RA               | CORP              | US        |   1933212 | PA      | $1933211.71   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                                   | Maximus, Inc.                                                                         | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1326 | NS      | $84996.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                                       | Nestle SA                                                                             | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      5802 | NS      | $569124.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                      | Fertitta Entertainment LLC, First Lien, Initial CME Term Loan, B                      | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    419136 | PA      | $411801.39    | 0.01%             | 2029-01-29      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| ScanSource, Inc.                                                                | ScanSource, Inc.                                                                      | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      2693 | NS      | $97755.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                       | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                             | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $230010.77    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                  | K. Hovnanian Enterprises, Inc.                                                        | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148508.61    | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                        | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    420000 | PA      | $454355.75    | 0.02%             | 2029-02-01      | Fixed         | 9.50%                 | 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      | $1654.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                    | Hasbro, Inc.                                                                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     12182 | NS      | $1140235.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSky Flight LLC                                                               | OneSky Flight LLC                                                                     | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    415000 | PA      | $428684.63    | 0.01%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                   | Novelis Corp.                                                                         | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    305000 | PA      | $299417.80    | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NetScout Systems, Inc.                                                          | NetScout Systems, Inc.                                                                | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      4095 | NS      | $130180.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                                                   | Glaukos Corp.                                                                         | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      3295 | NS      | $354739.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group, Inc.                                                      | Japan Exchange Group, Inc.                                                            | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |     71300 | NS      | $832640.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    180000 | PA      | $184062.80    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                               | Iliad Holding SAS                                                                     | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200489.60    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Assets Trust, Inc.                                                     | American Assets Trust, Inc.                                                           | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5527 | NS      | $101752.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                   | Comcast Corp.                                                                         | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    557000 | PA      | $365604.42    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables LLC                                                    | Constellation Renewables LLC, First Lien, CME Term Loan                               | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    208143 | PA      | $208577.43    | 0.01%             | 2027-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      3297 | NS      | $213909.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140KLMT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3358352 | PA      | $2856361.08   | 0.10%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment, Inc.                                                      | Golden Entertainment, Inc.                                                            | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      3761 | NS      | $100381.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                      | Occidental Petroleum Corp.                                                            | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    236000 | PA      | $262781.99    | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                | Coca-Cola HBC AG                                                                      | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     21123 | NS      | $1189841.78   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                                               | Flash Charm, Inc., First Lien, CME Term Loan, B2                                      | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181751 | PA      | $144900.93    | 0.00%             | 2028-03-02      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                              | Seagate HDD Cayman                                                                    | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $237547.50    | 0.01%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5440, Class FH                                                          | CUSIP: 3137HDYA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1471028 | PA      | $1479784.36   | 0.05%             | 2054-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP, Series B                                                          | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1376227.88   | 0.05%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                       | RTX Corp.                                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     37325 | NS      | $7199992.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                     | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    781000 | PA      | $595476.00    | 0.02%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Power Solutions International, Inc.                                             | Power Solutions International, Inc.                                                   | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |      3875 | NS      | $235910.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                                                        | Unipol Assicurazioni SpA                                                              | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |     17364 | NS      | $403368.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5KH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38299 | PA      | $39265.27     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                                  | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    530000 | PA      | $484208.00    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Waystar Holding Corp.                                                           | Waystar Holding Corp.                                                                 | CUSIP: 946784105<br>LEI: 529900QJLKXDYU36MH89 | Long             | EC               | CORP              | US        |      3929 | NS      | $94728.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                                                        | Genworth Financial, Inc., Class A                                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     65387 | NS      | $530942.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EquipmentShare.com, Inc.                                                        | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    295000 | PA      | $308277.66    | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $402.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | Uzbekistan Government Bond                                                            | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    590000 | PA      | $618172.97    | 0.02%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                          | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    660000 | PA      | $668339.76    | 0.02%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                     | Dick's Sporting Goods, Inc.                                                           | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    430000 | PA      | $390996.49    | 0.01%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153440.52    | 0.01%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                                            | HCA Healthcare, Inc.                                                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1805 | NS      | $854198.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                                      | Unum Group                                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     12778 | NS      | $933177.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                                                    | Ecolab, Inc.                                                                          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      3630 | NS      | $965652.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                          | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    360000 | PA      | $345809.29    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                | Altice France SA                                                                      | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | EC               | CORP              | FR        |      1810 | NS      | $30806.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kulicke & Soffa Industries, Inc.                                                | Kulicke & Soffa Industries, Inc.                                                      | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      1489 | NS      | $97857.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings, Inc.                                                        | Alarm.com Holdings, Inc.                                                              | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      2015 | NS      | $87027.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2026-V21, Class XA                                   | CUSIP: 08164HBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3218000 | PA      | $202927.72    | 0.01%             | 2030-11-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                    | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $468492.92    | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133A8F85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291919 | PA      | $252079.30    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2014-GC22, Class XA                              | CUSIP: 36253BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775028 | PA      | $4310.70      | 0.00%             | 2047-06-10      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                        | Intuitive Surgical, Inc.                                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     10108 | NS      | $4659686.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                              | State Street Corp.                                                                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    106956 | NS      | $13536351.36  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                        | CUSIP: 3617AHTE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    247064 | PA      | $241525.29    | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1202738.73   | 0.04%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                          | Mauser Packaging Solutions Holding Co.                                                | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275196.63    | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd.                                                             | Elmwood CLO IV Ltd., Series 2020-1A, Class AR                                         | CUSIP: 29002GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249988.90    | 0.01%             | 2037-04-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | Graphic Packaging International LLC                                                   | CUSIP: N/A<br>LEI: SO75N4VY5NXGQSK8YQ65       | Long             | DBT              | CORP              | US        |    150000 | PA      | $164489.19    | 0.01%             | 2029-02-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                          | Cogent Communications Group LLC / Cogent Finance, Inc.                                | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $628588.37    | 0.02%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                    | Cadence Design Systems, Inc.                                                          | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    505000 | PA      | $503508.63    | 0.02%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C25, Class XA                 | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1024380 | PA      | $4190.84      | 0.00%             | 2047-11-15      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                    | Mondelez International, Inc., Class A                                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     16348 | NS      | $942298.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                                            | Northern Trust Corp.                                                                  | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      7371 | NS      | $1028770.47   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     48342 | NS      | $10513901.58  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1                  | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344937 | PA      | $344863.72    | 0.01%             | 2045-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                               | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226253.78    | 0.01%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-60.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                          | Home Depot, Inc. (The)                                                                | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    397000 | PA      | $371362.72    | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                                            | Vornado Realty Trust                                                                  | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77006 | NS      | $2001385.94   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Pearl Compute LLC                                                         | Black Pearl Compute LLC                                                               | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $320999.81    | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                            | CrossCountry Intermediate HoldCo LLC                                                  | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $272000.76    | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                   | Netflix, Inc.                                                                         | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    878000 | PA      | $907015.35    | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                                     | BOC Hong Kong Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     49500 | NS      | $273091.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                               | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115383.87    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149717.45    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                              | City of Chicago, Series 2017 B                                                        | CUSIP: 167486M97<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    140000 | PA      | $143177.96    | 0.00%             | 2029-01-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                                      | Etsy, Inc.                                                                            | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     17767 | NS      | $887994.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    390000 | PA      | $387325.65    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                 | Oceaneering International, Inc.                                                       | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     16727 | NS      | $593306.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2023-NQM5, Class A1                           | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132120 | PA      | $132329.24    | 0.00%             | 2063-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LiveRamp Holdings, Inc.                                                         | LiveRamp Holdings, Inc.                                                               | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     13339 | NS      | $353750.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                                                             | Union Pacific Corp.                                                                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3785 | NS      | $918316.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                        | BX Trust, Series 2025-ARIA, Class C                                                   | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    554000 | PA      | $552933.83    | 0.02%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Argan, Inc.                                                                     | Argan, Inc.                                                                           | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      1510 | NS      | $822421.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics, Inc.                                                   | Monte Rosa Therapeutics, Inc.                                                         | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23906 | NS      | $393253.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                                               | Dollar Tree, Inc.                                                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      9539 | NS      | $1044615.89   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                                                          | WEC Energy Group, Inc.                                                                | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      8693 | NS      | $1006388.61   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                      | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    215000 | PA      | $232055.09    | 0.01%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Sterling Infrastructure, Inc.                                                   | Sterling Infrastructure, Inc.                                                         | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      2180 | NS      | $887848.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.                                              | Reinsurance Group of America, Inc.                                                    | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      4754 | NS      | $970576.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                                                        | Marathon Petroleum Corp.                                                              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      5156 | NS      | $1258992.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                          | Cleveland-Cliffs, Inc.                                                                | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    435000 | PA      | $425394.17    | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2021-214, Class AI                                                       | CUSIP: 38383FDA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2823422 | PA      | $559390.15    | 0.02%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NETGEAR, Inc.                                                                   | NETGEAR, Inc.                                                                         | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     15461 | NS      | $337668.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                   | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR9, Class A1C3            | CUSIP: 92922FU89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113447 | PA      | $112241.05    | 0.00%             | 2045-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bunzl plc                                                                       | Bunzl plc                                                                             | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      6193 | NS      | $186443.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                  | Broadcom, Inc.                                                                        | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    107000 | PA      | $89468.35     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | 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      | $15316.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR, Inc.                                                                    | PACCAR, Inc.                                                                          | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      7985 | NS      | $922267.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                 | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class XA                            | CUSIP: 12597NAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10249034 | PA      | $329218.46    | 0.01%             | 2053-03-15      | Variable      | 1.09%                 | 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      | $-1263.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                         | Nabors Industries, Inc.                                                               | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109453.26    | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                                  | Ingevity Corp.                                                                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      2038 | NS      | $145166.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                                                | Baker Hughes Co., Class A                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16078 | NS      | $981561.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                 | Regeneron Pharmaceuticals, Inc.                                                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     20841 | NS      | $16102590.24  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings plc                                                            | Ryanair Holdings plc                                                                  | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     15030 | NS      | $868734.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peer Holding III BV                                                             | Peer Holding III BV, First Lien, CME Term Loan, B8                                    | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    150882 | PA      | $149773.52    | 0.01%             | 2032-09-29      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  51690000 | PA      | $43468059.38  | 1.49%             | 2056-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Russell 2000 E-Mini Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -259 | NC      | $110760.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140NKNK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126008 | PA      | $130909.10    | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                          | Booking Holdings, Inc.                                                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       492 | NS      | $2071477.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                 | Affiliated Managers Group, Inc.                                                       | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      3366 | NS      | $931372.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                                                        | Perdoceo Education Corp.                                                              | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      3251 | NS      | $120969.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                                                 | Central Pacific Financial Corp.                                                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      5771 | NS      | $184441.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corp.                                                                   | Magnera Corp.                                                                         | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    255000 | PA      | $236309.78    | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                          | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    455000 | PA      | $464909.36    | 0.02%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                          | Cleveland-Cliffs, Inc.                                                                | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184072.44    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                          | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    550000 | PA      | $529155.11    | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110547.46    | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                   | Equinix, Inc.                                                                         | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1549113.85   | 0.05%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                            | United Rentals, Inc.                                                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      4504 | NS      | $3281434.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4921236 | PA      | $4411518.77   | 0.15%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                                          | Yangzijiang Shipbuilding Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |    511100 | NS      | $1518166.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings, Inc.                                             | Allison Transmission Holdings, Inc.                                                   | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      8224 | NS      | $962701.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                                                    | Zoetis, Inc.                                                                          | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    242000 | PA      | $237995.15    | 0.01%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                             | FNMA Connecticut Avenue Securities Trust, Series 2026-R02, Class 1M1                  | CUSIP: 20753EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    477566 | PA      | $475153.92    | 0.02%             | 2046-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130646 | PA      | $116987.20    | 0.00%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  14559000 | PA      | $-32154.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                            | Columbia Pipelines Operating Co. LLC                                                  | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $235586.88    | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | Aviation Capital Group LLC                                                            | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365892.44    | 0.01%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                          | Mauser Packaging Solutions Holding Co.                                                | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172045.89    | 0.01%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8969.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2021-C9, Class XA                                        | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2603757 | PA      | $152785.07    | 0.01%             | 2054-02-15      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease, Inc.                                                      | Broadstone Net Lease, Inc.                                                            | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      5726 | NS      | $104614.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp.                                                                   | Sylvamo Corp.                                                                         | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      2240 | NS      | $94617.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd.                                                                    | Fujitsu Ltd.                                                                          | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      9100 | NS      | $186101.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133AAZB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151153 | PA      | $130743.31    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                 | DR Horton, Inc.                                                                       | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1040720.86   | 0.04%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                              | American International Group, Inc.                                                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     61393 | NS      | $4619823.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co.                                                            | Century Aluminum Co.                                                                  | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      1820 | NS      | $106815.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-89, Class FA                                                        | CUSIP: 3136BTGT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589693 | PA      | $594712.37    | 0.02%             | 2054-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      7258 | NS      | $950362.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                     | McGraw-Hill Education, Inc.                                                           | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359721.51    | 0.01%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                             | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116012.73    | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5MQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76456 | PA      | $77831.27     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2025-V19, Class AS                                   | CUSIP: 08164DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $335528.36    | 0.01%             | 2058-01-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Zoom Communications, Inc.                                                       | Zoom Communications, Inc., Class A                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     12408 | NS      | $997479.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GoldenTree Loan Management US CLO 11 Ltd.                                       | GoldenTree Loan Management US CLO 11 Ltd., Series 2021-11A, Class AR                  | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001246.63   | 0.07%             | 2034-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| DocuSign, Inc.                                                                  | DocuSign, Inc., Class A                                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     19750 | NS      | $936347.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                                         | EnerSys                                                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      4128 | NS      | $717116.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC / New Red Finance, Inc.                                          | 1011778 BC ULC / New Red Finance, Inc.                                                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    555000 | PA      | $521949.86    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blend Labs, Inc.                                                                | Blend Labs, Inc., Class A                                                             | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109555 | NS      | $186243.50    | 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      | $-1017.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                     | Huntington Bancshares, Inc.                                                           | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    781000 | PA      | $670861.11    | 0.02%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105570.15    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                           | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250024.51    | 0.01%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                   | CQP Holdco LP, First Lien, CME Term Loan, B                                           | CUSIP: 12657QAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    329171 | PA      | $327989.13    | 0.01%             | 2032-12-31      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                        | UnitedHealth Group, Inc.                                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     18410 | NS      | $4981561.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                          | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302325.60    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3321675 | PA      | $2969655.47   | 0.10%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                              | General Motors Co.                                                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    128000 | NS      | $9536000.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                | Berkshire Hathaway Finance Corp.                                                      | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    812000 | PA      | $510138.56    | 0.02%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                                    | Viasat, Inc.                                                                          | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    470000 | PA      | $465045.28    | 0.02%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                              | Indofood CBP Sukses Makmur Tbk. PT                                                    | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | EC               | CORP              | ID        |   1160700 | NS      | $502139.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                  | Thermo Fisher Scientific, Inc.                                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     13399 | NS      | $6586010.47   | 0.23%             |  |  |  | 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      | $-499.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                               | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43040.70     | 0.00%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                        | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    295000 | PA      | $297500.72    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                        | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    590000 | PA      | $585991.89    | 0.02%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Omada Health, Inc.                                                              | Omada Health, Inc.                                                                    | CUSIP: 68170A108<br>LEI: 5299008WYNYU33NFKF88 | Long             | EC               | CORP              | US        |      6560 | NS      | $82459.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health, Inc.                                                           | Guardant Health, Inc.                                                                 | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      8431 | NS      | $778771.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alabama Economic Settlement Authority                                           | Alabama Economic Settlement Authority, Series 2016 B                                  | CUSIP: 01026CAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $431397.42    | 0.01%             | 2032-09-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Puma Biotechnology, Inc.                                                        | Puma Biotechnology, Inc.                                                              | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20421 | NS      | $130490.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     18376 | NS      | $220285.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                 | Air Lease Corp.                                                                       | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112333.60    | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    635000 | PA      | $635003.74    | 0.02%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                           | Beacon Mobility Corp.                                                                 | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175743.62    | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Battalion CLO 18 Ltd.                                                           | Battalion CLO 18 Ltd., Series 2020-18A, Class ARR                                     | CUSIP: 07134QAY2<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |    515000 | PA      | $515607.64    | 0.02%             | 2036-10-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | Deutsche Telekom AG                                                                   | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     84878 | NS      | $3167924.26   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | Commonwealth Bank of Australia                                                        | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    525000 | PA      | $541611.39    | 0.02%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                               | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218983.30    | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                     | FedEx Corp.                                                                           | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     23153 | NS      | $8246635.54   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                                       | Enova International, Inc.                                                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      3553 | NS      | $482603.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133A8Q59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92773 | PA      | $80126.83     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                               | Rocket Cos., Inc.                                                                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $530169.68    | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | Clearway Energy Operating LLC                                                         | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    220000 | PA      | $200703.36    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals, Inc.                                                           | Hudbay Minerals, Inc.                                                                 | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $215041.60    | 0.01%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                | Bombardier, Inc.                                                                      | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10390.92     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7604.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                                                           | Hexion Holdings Corp., Second Lien, Initial CME Term Loan                             | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61509 | PA      | $57587.53     | 0.00%             | 2030-03-15      | Variable      | 11.21%                | No            |                  2 | On Loan: No      |
| Commvault Systems, Inc.                                                         | Commvault Systems, Inc.                                                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      3639 | NS      | $283441.71    | 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      | $-599.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                                     | Novartis AG                                                                           | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     44312 | NS      | $6801645.50   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                       | O'Reilly Automotive, Inc.                                                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     10168 | NS      | $938608.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture 41 CLO Ltd.                                                             | Venture 41 CLO Ltd., Series 2021-41A, Class A1RR                                      | CUSIP: 92326JAW2<br>LEI: 549300Q6VG2813TG2830 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1101193.98   | 0.04%             | 2034-01-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    790000 | PA      | $895540.24    | 0.03%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | Prosus NV                                                                             | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     41669 | NS      | $1929090.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                           | OneMain Finance Corp.                                                                 | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130282.83    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                          | Home Depot, Inc. (The)                                                                | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    397000 | PA      | $400008.85    | 0.01%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                     | Brighthouse Financial, Inc.                                                           | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     16246 | NS      | $972810.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                                                    | Incyte Corp.                                                                          | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     66003 | NS      | $6212202.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                                                     | Vicor Corp.                                                                           | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      1996 | NS      | $321356.00    | 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      | $-234.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                                              | AerCap Holdings NV                                                                    | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |      6900 | NS      | $946542.00    | 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      | $-18786.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5893000 | PA      | $-29807.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kennametal, Inc.                                                                | Kennametal, Inc.                                                                      | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      3442 | NS      | $124359.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                                                      | Visa, Inc., Class A                                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     26291 | NS      | $7946191.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M1A                                  | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |     55882 | PA      | $55887.77     | 0.00%             | 2042-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                           | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $445737.88    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                           | Parker-Hannifin Corp.                                                                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1020 | NS      | $913144.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BSD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66412 | PA      | $67728.05     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2                  | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231663 | PA      | $232100.69    | 0.01%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                             | Public Service Electric and Gas Co.                                                   | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160511.65    | 0.01%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                                            | Crown Holdings, Inc.                                                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      9089 | NS      | $911172.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                      | Cloud Software Group, Inc., First Lien, Initial Dollar CME Term Loan, B               | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     18104 | PA      | $16616.71     | 0.00%             | 2032-08-16      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                              | Station Place Securitization Trust, Series 2025-1, Class A                            | CUSIP: 85772UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    967000 | PA      | $974886.85    | 0.03%             | 2026-07-23      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Q2 Holdings, Inc.                                                               | Q2 Holdings, Inc.                                                                     | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      2342 | NS      | $110776.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                                                               | Alamo Group, Inc.                                                                     | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       549 | NS      | $90568.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                  | Bread Financial Holdings, Inc.                                                        | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      8244 | NS      | $617393.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    131000 | PA      | $131797.85    | 0.00%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                       | Illinois Tool Works, Inc.                                                             | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1734 | NS      | $451342.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.                                             | Alpha Metallurgical Resources, Inc.                                                   | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |       571 | NS      | $117209.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2013-C15, Class D                             | CUSIP: 92938CAL1<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    299515 | PA      | $211158.01    | 0.01%             | 2046-08-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140X7Y29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3822352 | PA      | $3251407.01   | 0.11%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                   | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR11, Class A1B3           | CUSIP: 92922F2K3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84595 | PA      | $84209.03     | 0.00%             | 2045-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                    | Samsung Electronics Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |     17484 | NS      | $1411371.22   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140EXBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500784 | PA      | $452912.03    | 0.02%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    140000 | PA      | $145841.22    | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | 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      | $52078.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2020-31, Class BI                                                        | CUSIP: 3136B9XT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1525649 | PA      | $301574.94    | 0.01%             | 2050-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                            | General Electric Co.                                                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     37664 | NS      | $10687913.28  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                                              | Cirrus Logic, Inc.                                                                    | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      7617 | NS      | $1101570.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class XA                            | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250607 | PA      | $261.97       | 0.00%             | 2057-09-15      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                             | Kinder Morgan, Inc.                                                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     31502 | NS      | $1056262.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                 | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $509475.48    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT, Inc.                                                  | American Healthcare REIT, Inc.                                                        | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |      2107 | NS      | $99366.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                                                     | Aflac, Inc.                                                                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      8677 | NS      | $951953.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                    | Avolon Holdings Funding Ltd.                                                          | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $347739.30    | 0.01%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Simmons First National Corp.                                                    | Simmons First National Corp., Class A                                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     12044 | NS      | $234255.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                                      | Patterson-UTI Energy, Inc.                                                            | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     16074 | NS      | $174081.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                                        | G-III Apparel Group Ltd.                                                              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      4671 | NS      | $129386.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                                                               | Rocket Cos., Inc.                                                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $450337.33    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439572.66    | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| StoneCo Ltd.                                                                    | StoneCo Ltd., Class A                                                                 | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |     27699 | NS      | $391109.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co.                                                                | Hecla Mining Co.                                                                      | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     42968 | NS      | $800493.84    | 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      | $-4116.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                     | Apple, Inc.                                                                           | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1357519.99   | 0.05%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                           | Leidos Holdings, Inc.                                                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      5405 | NS      | $840585.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc                                                   | Weatherford International plc                                                         | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     10591 | NS      | $1001696.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Loan Funding Ltd.                                                           | OHA Loan Funding Ltd., Series 2016-1A, Class A1R2                                     | CUSIP: 67110UAW9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |    526000 | PA      | $527394.71    | 0.02%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1A                                  | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |     16532 | PA      | $16567.01     | 0.00%             | 2042-09-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Portland General Electric Co.                                                   | Portland General Electric Co.                                                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      4573 | NS      | $241317.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC    | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $219141.32    | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                     | Philippines Government Bond                                                           | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    590000 | PA      | $691976.97    | 0.02%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5079, Class BI                                                          | CUSIP: 3137F9DD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2180883 | PA      | $371203.53    | 0.01%             | 2051-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                          | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91984.96     | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                   | Teva Pharmaceutical Finance Netherlands II BV                                         | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |    420000 | PA      | $487044.06    | 0.02%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                              | Aretec Group, Inc.                                                                    | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     77000 | PA      | $81882.93     | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | 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      | $22120.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2021-45, Class MI                                                        | CUSIP: 3136BHW70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5694332 | PA      | $699164.34    | 0.02%             | 2049-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rigetti Computing, Inc.                                                         | Rigetti Computing, Inc.                                                               | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |      2870 | NS      | $40294.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaic Holdings, Inc.                                                            | Osaic Holdings, Inc.                                                                  | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325281.09    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                                | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $206850.00    | 0.01%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                          | TTM Technologies, Inc.                                                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      8393 | NS      | $817646.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                                                    | Charter Communications, Inc., Class A                                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      8352 | NS      | $1803029.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.                                                 | American Eagle Outfitters, Inc.                                                       | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      8533 | NS      | $142501.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                                   | Accenture plc, Class A                                                                | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |     24705 | NS      | $4898754.45   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617HXVC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13987 | PA      | $13603.95     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                              | Zegona Finance plc                                                                    | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $451752.84    | 0.02%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Navitas Semiconductor Corp.                                                     | Navitas Semiconductor Corp., Class A                                                  | CUSIP: 63942X106<br>LEI: 529900T4K9WALWC76S49 | Long             | EC               | CORP              | US        |     11232 | NS      | $98504.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Station Place Securitization Trust                                              | Station Place Securitization Trust, Series 2025-7, Class A                            | CUSIP: 85779XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    972000 | PA      | $974235.60    | 0.03%             | 2026-11-24      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                        | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55264.55     | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PubMatic, Inc.                                                                  | PubMatic, Inc., Class A                                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18352 | NS      | $150119.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novelis Corp.                                                                   | Novelis Corp.                                                                         | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222917.38    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  46850000 | PA      | $74619.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                  | 7-Eleven, Inc.                                                                        | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    715000 | PA      | $674733.75    | 0.02%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                      | Encore Capital Group, Inc.                                                            | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    555000 | PA      | $587161.70    | 0.02%             | 2030-05-15      | Fixed         | 8.50%                 | 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      | $5277.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                            | Elmwood CLO III Ltd., Series 2019-3A, Class A1RR                                      | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500393.77    | 0.02%             | 2037-07-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1082351.59   | 0.04%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | S&P 500 E-Mini Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1141 | NC      | $10472267.77  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                                                                | PulteGroup, Inc.                                                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55942 | NS      | $6579338.62   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                | Berkshire Hathaway Finance Corp.                                                      | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    176000 | PA      | $154360.45    | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                      | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     12341 | NS      | $886330.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 1000 Value ETF                                                  | iShares Russell 1000 Value ETF                                                        | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             |  | RF                | US        |     12534 | NS      | $2678139.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri US, Inc.                                                                | Froneri US, Inc., First Lien, CME Term Loan, B6                                       | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    295980 | PA      | $290821.26    | 0.01%             | 2032-09-30      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Teekay Corp. Ltd.                                                               | Teekay Corp. Ltd.                                                                     | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | BM        |     30031 | NS      | $366678.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                                                       | Williams Cos., Inc. (The)                                                             | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    321000 | PA      | $328158.98    | 0.01%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                           | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $276465.48    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                | BorgWarner, Inc.                                                                      | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     18565 | NS      | $1007336.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                          | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    700000 | PA      | $699884.40    | 0.02%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1968.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tutor Perini Corp.                                                              | Tutor Perini Corp.                                                                    | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      8332 | NS      | $643147.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $19766.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC Falcon I, Inc. / Arclin USA LLC / New Arclin US Holding Corp.               | ARC Falcon I, Inc. / Arclin USA LLC / New Arclin US Holding Corp.                     | CUSIP: 03881HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $380649.65    | 0.01%             | 2033-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329577.82    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                               | Gen Digital, Inc., First Lien, Second Amendment Incremental CME Term Loan, B          | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    328346 | PA      | $323934.54    | 0.01%             | 2032-04-16      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C18, Class C                  | CUSIP: 46641JBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $415429.64    | 0.01%             | 2047-02-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    174000 | PA      | $177053.14    | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                  | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $2587432.55   | 0.09%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                      | MSCI, Inc.                                                                            | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    677000 | PA      | $640226.38    | 0.02%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York Times Co. (The)                                                        | New York Times Co. (The), Class A                                                     | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     11955 | NS      | $1000992.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Partners LLC                                                       | Viper Energy Partners LLC                                                             | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    222000 | PA      | $223865.91    | 0.01%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                        | AthenaHealth Group, Inc.                                                              | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    355000 | PA      | $333591.26    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                              | Crown Castle, Inc.                                                                    | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    385000 | PA      | $381344.44    | 0.01%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                          | Playtika Holding Corp., First Lien, CME Term Loan, B1                                 | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    327415 | PA      | $308894.90    | 0.01%             | 2028-03-13      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    465000 | PA      | $463793.14    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                              | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    835000 | PA      | $862165.86    | 0.03%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                               | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101665.70    | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                         | VZ Secured Financing BV                                                               | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    510000 | PA      | $437667.21    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                             | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                     | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |    178906 | PA      | $174304.99    | 0.01%             | 2030-11-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Liberty Energy, Inc.                                                            | Liberty Energy, Inc., Class A                                                         | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |      5985 | NS      | $172368.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                                                  | QUALCOMM, Inc.                                                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     99908 | NS      | $12866152.24  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock MWV LLC                                                                | WestRock MWV LLC                                                                      | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    690000 | PA      | $774440.54    | 0.03%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI, Inc.                                                           | Minebea Mitsumi, Inc.                                                                 | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Long             | EC               | CORP              | JP        |     60300 | NS      | $1001286.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                                        | SCREEN Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |     15000 | NS      | $893648.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The)                                                                    | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    425000 | PA      | $437977.74    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9591.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Joby Aviation, Inc.                                                             | Joby Aviation, Inc.                                                                   | CUSIP: N/A<br>LEI: 254900NMVFUM8FO88E56       | Long             | EC               | CORP              | US        |     34140 | NS      | $281996.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1245000 | PA      | $1131166.64   | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | Stack Infrastructure Issuer LLC, Series 2026-1A, Class A2                             | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    599000 | PA      | $577597.43    | 0.02%             | 2056-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                              | Crown Castle, Inc.                                                                    | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    187000 | PA      | $186713.96    | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    269030 | NS      | $4418170.33   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SHRN Trust                                                                      | SHRN Trust, Series 2025-MF18, Class A                                                 | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $414489.72    | 0.01%             | 2040-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                        | VCAT LLC, Series 2026-NPL2, Class A1                                                  | CUSIP: 921968AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2324290 | PA      | $2315565.66   | 0.08%             | 2056-02-25      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5MN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67087 | PA      | $68711.17     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies, Inc.                                             | Atmus Filtration Technologies, Inc.                                                   | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11175 | NS      | $634404.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                 | CSAIL Commercial Mortgage Trust, Series 2021-C20, Class XA                            | CUSIP: 22945EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3830313 | PA      | $136496.26    | 0.00%             | 2054-03-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                      | Genmab A/S, First Lien, Initial CME Term Loan, B                                      | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |     49078 | PA      | $49319.38     | 0.00%             | 2032-12-13      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TotalEnergies Capital SA                                                              | CUSIP: 89152FDL6<br>LEI: 529900QI55ZLJVCMPA71 | Long             | STIV             | CORP              | FR        |  14500000 | PA      | $14469880.60  | 0.49%             | 2026-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                       | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194805.67    | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-51.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                        | VCAT LLC, Series 2026-NPL1, Class A1                                                  | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157512 | PA      | $156748.76    | 0.01%             | 2056-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                 | AES Corp. (The)                                                                       | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     68849 | NS      | $970082.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State of Illinois                                                               | State of Illinois, Series 2026 A                                                      | CUSIP: 452153PX1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    310000 | PA      | $314600.31    | 0.01%             | 2032-04-01      | Fixed         | 4.85%                 | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                      | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184299.96    | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Rambus, Inc.                                                                    | Rambus, Inc.                                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      7702 | NS      | $662603.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                               | Solstice Advanced Materials, Inc.                                                     | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    415000 | PA      | $409618.36    | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5104, Class HI                                                          | CUSIP: 3137H0GJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4958594 | PA      | $915151.65    | 0.03%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                        | CACI International, Inc.                                                              | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    415000 | PA      | $422725.64    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Phreesia, Inc.                                                                  | Phreesia, Inc.                                                                        | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     28593 | NS      | $239609.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     27635 | NS      | $4038578.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media, Inc.                                                             | Nexstar Media, Inc.                                                                   | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    745000 | PA      | $751126.88    | 0.03%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                            | Watco Cos. LLC / Watco Finance Corp.                                                  | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $385498.13    | 0.01%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2024-V10, Class XA                                   | CUSIP: 08163UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5153451 | PA      | $200840.30    | 0.01%             | 2057-09-15      | Variable      | 1.31%                 | 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      | $-5080.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd.                                                   | Madison Park Funding XXX Ltd., Series 2018-30A, Class A1R                             | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $380660.38    | 0.01%             | 2037-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| EURO                                                                            | EURO                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | XX        |    -12214 | OU      | $-14117.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                                                  | Pound Sterling                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |     19554 | OU      | $25881.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | MSCI Emerging Markets Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1442 | NC      | $-3218717.04  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     39359 | NS      | $6792576.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                          | Mauser Packaging Solutions Holding Co., First Lien, 2025 CME Term Loan                | CUSIP: 57763TAF0<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    260000 | PA      | $251967.30    | 0.01%             | 2030-04-15      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXII Ltd.                                                      | Sound Point CLO XXXII Ltd., Series 2021-4A, Class AR                                  | CUSIP: 83616AAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $449996.35    | 0.02%             | 2034-10-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                         | American Home Mortgage Investment Trust, Series 2007-1, Class GA1C                    | CUSIP: 026932AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1017082 | PA      | $617457.57    | 0.02%             | 2047-05-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                       | Honeywell Aerospace, Inc.                                                             | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    455000 | PA      | $450231.01    | 0.02%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                 | JH North America Holdings, Inc.                                                       | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29771.58     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                        | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2599000 | PA      | $2564881.13   | 0.09%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                   | Cencora, Inc.                                                                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2960 | NS      | $929854.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2025-2, Class A11                                  | CUSIP: 46593NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268158 | PA      | $268840.76    | 0.01%             | 2055-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                  | Ford Motor Co.                                                                        | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     79147 | NS      | $913356.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank NA                                                          | Morgan Stanley Bank NA                                                                | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    905000 | PA      | $914836.01    | 0.03%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                    | Avient Corp.                                                                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      4038 | NS      | $146579.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.                                                  | Oil States International, Inc.                                                        | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     38280 | NS      | $445579.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                       | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    555000 | PA      | $555307.25    | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dorian LPG Ltd.                                                                 | Dorian LPG Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |      3858 | NS      | $131943.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                                         | Valley National Bancorp                                                               | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      8896 | NS      | $109242.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings, Inc.                                               | Heritage Insurance Holdings, Inc.                                                     | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     15623 | NS      | $410103.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                                           | Lockheed Martin Corp.                                                                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     21044 | NS      | $12718783.16  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                                                      | Gibraltar Industries, Inc.                                                            | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2350 | NS      | $93694.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155330.61    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                | Novo Nordisk A/S                                                                      | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     61929 | NS      | $2275890.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                                                                 | MaxLinear, Inc., Class A                                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      7210 | NS      | $125381.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                                                              | Buckle, Inc. (The)                                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      1931 | NS      | $97245.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                                                  | Citizens Financial Group, Inc.                                                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     15851 | NS      | $950584.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP                                                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242990.58    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-26269.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                    | Kohl's Corp.                                                                          | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148138.48    | 0.01%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                       | ATI, Inc.                                                                             | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49447.49     | 0.00%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                          | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    412000 | PA      | $293494.05    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                  | 1011778 BC ULC, First Lien, CME Term Loan, B5                                         | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    313465 | PA      | $313153.02    | 0.01%             | 2030-09-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                  | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15967 | PA      | $15956.00     | 0.00%             | 2044-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BTAF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39513 | PA      | $40440.57     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                           | Veritiv Operating Co.                                                                 | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104049.80    | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fastly, Inc.                                                                    | Fastly, Inc., Class A                                                                 | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |      4287 | NS      | $124580.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics, Inc.                                                        | Akero Therapeutics, Inc., CVR                                                         | CUSIP: 009CVR044<br>LEI: 549300SI3KG74LBE2955 | Long             |  | CORP              | US        |      8919 | NS      | $5797.35      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335317.55    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                    | Uruguay Government Bond                                                               | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    773333 | PA      | $775730.67    | 0.03%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                             | Coca-Cola Co. (The)                                                                   | CUSIP: 19121BD71<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | STIV             | CORP              | US        |   6800000 | PA      | $6795160.44   | 0.23%             | 2026-04-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                            | Eastman Chemical Co.                                                                  | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     22119 | NS      | $1688122.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                                     | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class XA                | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5028583 | PA      | $151856.66    | 0.01%             | 2053-05-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group, Inc.                                                    | Brixmor Property Group, Inc.                                                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     31981 | NS      | $921052.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                                              | StoneX Group, Inc.                                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      8412 | NS      | $678427.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3140EVH91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231467 | PA      | $209676.94    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $2037227.87   | 0.07%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                        | Icon Investments Six DAC                                                              | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    310000 | PA      | $311655.49    | 0.01%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Boliden AB                                                                      | Boliden AB                                                                            | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |      8285 | NS      | $434315.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                            | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $502561.00    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                        | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    420000 | PA      | $434356.02    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $621225.82    | 0.02%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                              | Pinewood Finco plc                                                                    | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    460000 | PA      | $595523.30    | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5227.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NatWest Group plc                                                                     | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    290114 | NS      | $2149149.25   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                       | Repsol SA                                                                             | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |     25028 | NS      | $704499.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                                    | TCW CLO Ltd., Series 2020-1A, Class A1R3                                              | CUSIP: 87190CBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000095.49   | 0.07%             | 2034-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                             | Station Casinos LLC                                                                   | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175813.75    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class A1                                   | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     76089 | PA      | $76644.30     | 0.00%             | 2043-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank Holding Corp.                                                 | Metropolitan Bank Holding Corp.                                                       | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1365 | NS      | $113690.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                                          | Tri Pointe Homes, Inc.                                                                | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13239 | NS      | $618658.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-991.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| V2X, Inc.                                                                       | V2X, Inc.                                                                             | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3159 | NS      | $216391.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-82, Class FE                                                        | CUSIP: 3136BTGC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362685 | PA      | $363501.04    | 0.01%             | 2054-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49185 | PA      | $51517.84     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                                       | KREF Ltd., Series 2022-FL3, Class A                                                   | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |    136558 | PA      | $136630.42    | 0.00%             | 2039-02-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                           | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994828.15    | 0.03%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                   | Netflix, Inc.                                                                         | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140477.44    | 0.00%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                       | Seagate Data Storage Technology Pte. Ltd.                                             | CUSIP: 81180LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     90000 | PA      | $80818.65     | 0.00%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                | Salesforce, Inc.                                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4758 | NS      | $888175.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2025-DNA4, Class M1                                   | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | CORP              | US        |    187527 | PA      | $187545.22    | 0.01%             | 2045-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                          | Dycom Industries, Inc.                                                                | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       395 | NS      | $133833.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group plc                                               | InterContinental Hotels Group plc                                                     | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      3903 | NS      | $514707.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibotta, Inc.                                                                    | Ibotta, Inc., Class A                                                                 | CUSIP: 451051106<br>LEI: 54930026OZD4IQ7YR615 | Long             | EC               | CORP              | US        |      4550 | NS      | $136363.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                                              | Crown Castle, Inc.                                                                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443707.93    | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                               | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                           | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    721000 | PA      | $710639.23    | 0.02%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                    | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $409728.23    | 0.01%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chewy, Inc.                                                                     | Chewy, Inc., Class A                                                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     37815 | NS      | $1021005.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                                                           | Andersons, Inc. (The)                                                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      1896 | NS      | $136094.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                                                       | Mitsubishi Electric Corp.                                                             | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |     71400 | NS      | $2335286.42   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                                     | Garmin Ltd.                                                                           | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      4835 | NS      | $1121768.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                                         | Customers Bancorp, Inc.                                                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      7371 | NS      | $511621.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                                           | Churchill Downs, Inc.                                                                 | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232522.54    | 0.01%             | 2030-04-01      | 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      | $0.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                         | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                   | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    309882 | PA      | $309834.56    | 0.01%             | 2034-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Maze Therapeutics, Inc.                                                         | Maze Therapeutics, Inc.                                                               | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10313 | NS      | $307843.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                            | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $878871.85    | 0.03%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.                                       | Kratos Defense & Security Solutions, Inc.                                             | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      1258 | NS      | $88701.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                                                   | Workday, Inc., Class A                                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      6366 | NS      | $827070.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colossus Acquireco LLC                                                          | Colossus Acquireco LLC, First Lien, Initial CME Term Loan                             | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    328350 | PA      | $327657.18    | 0.01%             | 2032-07-30      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                                             | American Transmission Systems, Inc.                                                   | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $162262.24    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alkermes plc                                                                    | Alkermes plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     19085 | NS      | $674845.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                                                         | Victoria's Secret & Co.                                                               | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     10499 | NS      | $486733.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DH Europe Finance II SARL                                                       | DH Europe Finance II SARL                                                             | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    333000 | PA      | $233936.76    | 0.01%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp.                                                     | CDW LLC / CDW Finance Corp.                                                           | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $304862.69    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                 | BAE Systems plc                                                                       | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $556280.56    | 0.02%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ3Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66239 | PA      | $69922.66     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dryden 86 CLO Ltd.                                                              | Dryden 86 CLO Ltd., Series 2020-86A, Class A1R2                                       | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1601668.88   | 0.05%             | 2034-07-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                           | National Fuel Gas Co.                                                                 | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     11589 | NS      | $1088902.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                       | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137851.20    | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                         | GFL Environmental, Inc.                                                               | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $72525.41     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 3117, Class AF                                                          | CUSIP: 31396HU72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2945 | PA      | $2606.63      | 0.00%             | 2036-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                        | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1071051.81   | 0.04%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $12803.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                                            | APLD ComputeCo 2 LLC                                                                  | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $556269.90    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 3408, Class EK                                                          | CUSIP: 31397PUB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21259 | PA      | $25000.96     | 0.00%             | 2037-04-15      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                       | CSX Corp.                                                                             | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     24072 | NS      | $988155.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                              | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    325000 | PA      | $337713.39    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                          | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    755000 | PA      | $719076.04    | 0.02%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth University                                                | Virginia Commonwealth University, Series 2020 B                                       | CUSIP: 92778RFV4<br>LEI: 54930081U4ULRPR3MK80 | Long             | DBT              | MUN               | US        |    275000 | PA      | $251976.70    | 0.01%             | 2030-11-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116476.03    | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                            | Ally Financial, Inc.                                                                  | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    312000 | PA      | $293879.18    | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                            | SunCoke Energy, Inc.                                                                  | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     16609 | NS      | $108124.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                  | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    413000 | PA      | $387970.54    | 0.01%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class B                  | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289537 | PA      | $286449.83    | 0.01%             | 2047-09-15      | Variable      | 4.54%                 | 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      | $-299.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upwork, Inc.                                                                    | Upwork, Inc.                                                                          | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     43315 | NS      | $474732.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                                                        | Marvell Technology, Inc.                                                              | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185874.82    | 0.01%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                            | Cross Mortgage Trust, Series 2024-H8, Class A1                                        | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795295 | PA      | $798350.91    | 0.03%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                         | CUSIP: 3138WH6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276974 | PA      | $249781.20    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                       | UKG, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     29552 | PA      | $28279.01     | 0.00%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                                  | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |     24000 | PA      | $24441.44     | 0.00%             | 2042-04-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                                            | CareTrust REIT, Inc.                                                                  | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     19514 | NS      | $715188.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                                                     | Cabot Corp.                                                                           | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      1570 | NS      | $118236.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                  | CUSIP: 3140FXFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    901742 | PA      | $824012.49    | 0.03%             | 2057-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pagseguro Digital Ltd.                                                          | Pagseguro Digital Ltd., Class A                                                       | CUSIP: N/A<br>LEI: 391200VY4YW47I4HGH62       | Long             | EC               | CORP              | KY        |     52799 | NS      | $529045.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                                 | Advanced Drainage Systems, Inc., First Lien, Initial CME Term Loan                    | CUSIP: 00769QAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117333 | PA      | $118030.31    | 0.00%             | 2033-02-11      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class AS     | CUSIP: 46590RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    556000 | PA      | $539889.96    | 0.02%             | 2049-08-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                             | Waste Pro USA, Inc.                                                                   | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    365000 | PA      | $370019.12    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                   | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    574185 | PA      | $573412.15    | 0.02%             | 2045-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                 | Canadian Natural Resources Ltd.                                                       | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $365728.01    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |     43537 | NS      | $1295664.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                               | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    685000 | PA      | $692872.02    | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  23705000 | PA      | $-238515.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2024-10, Class A11                                 | CUSIP: 46658LAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155551 | PA      | $155954.38    | 0.01%             | 2055-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| VSE Corp.                                                                       | VSE Corp., First Lien, CME Term Loan, B                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45288 | PA      | $45297.58     | 0.00%             | 2033-03-17      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     99000 | PA      | $95985.85     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                 | AES Corp. (The)                                                                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232157.64    | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                            | Charter Communications Operating LLC, First Lien, CME Term Loan B5                    | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    327513 | PA      | $327861.36    | 0.01%             | 2031-12-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                               | Canadian Pacific Kansas City Ltd.                                                     | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     33312 | NS      | $2620321.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DK Crown Holdings, Inc.                                                         | DK Crown Holdings, Inc., First Lien, CME Term Loan, B                                 | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    330000 | PA      | $330052.80    | 0.01%             | 2032-03-04      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179XXZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3336306 | PA      | $3006141.83   | 0.10%             | 2053-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                      | eBay, Inc.                                                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     10453 | NS      | $951432.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                       | Ford Motor Credit Co. LLC                                                             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217217.59    | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                                                  | Efesto Bidco SpA Efesto US LLC, Series XR                                             | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    345000 | PA      | $343725.60    | 0.01%             | 2032-02-15      | Fixed         | 7.50%                 | 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      | $19.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                            | Alpha Generation LLC, First Lien, Initial CME Term Loan, B                            | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    328333 | PA      | $327904.86    | 0.01%             | 2031-09-30      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Virtu Financial, Inc.                                                           | Virtu Financial, Inc., Class A                                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     23449 | NS      | $1031287.02   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137539 | PA      | $123633.20    | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                             | Redevelopment Authority of the City of Philadelphia, Series 2026 A                    | CUSIP: 717868KK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $154243.23    | 0.01%             | 2030-11-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                           | Westpac Banking Corp.                                                                 | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    359000 | PA      | $266996.22    | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                        | Bunge Ltd. Finance Corp.                                                              | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     94000 | PA      | $87786.68     | 0.00%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5138, Class YI                                                          | CUSIP: 3137H2MF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4834306 | PA      | $1329028.69   | 0.05%             | 2049-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617KA2E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8380 | PA      | $8187.92      | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                                       | Linde plc                                                                             | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      6781 | NS      | $3361748.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                              | Ares Capital Corp.                                                                    | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    421000 | PA      | $417550.53    | 0.01%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    400000 | PA      | $404094.85    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                          | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $831634.61    | 0.03%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                      | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $200913.80    | 0.01%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                             | Iron Mountain, Inc.                                                                   | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    655000 | PA      | $653429.51    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Melrose Industries plc                                                          | Melrose Industries plc                                                                | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |    115210 | NS      | $780685.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | Match Group Holdings II LLC                                                           | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    424000 | PA      | $414784.70    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                            | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200029.26    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer