# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0001752724-25-203913
**Filing Date:** 2025-8
**Character Count:** 444661
**Document Hash:** 1dea1d5f0fe17515ac06fcb588b7b8b2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203913.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203913

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 251253682

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Diversified Fund (Series ID: S000002766)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007574 | Class I      | JDVSX           |
| C000007575 | Class L      | JPDVX           |
| C000007576 | Class A      | JDVAX           |
| C000007578 | Class C      | JDVCX           |
| C000195232 | Class R6     | JDVZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Diversified Fund

- **b. EDGAR series identifier (if any):** S000002766

- **c. LEI of Series:** 26JKWV9VE7AKN11JL078

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

- **a. Date of fiscal year-end:** 2025-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $475165390.53

**Total Liabilities:** $9002982.55

**Net Assets:** $466162407.98

**Delayed Delivery Securities:** $527640.22

**Cash Not Reported:** $14246.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 73.91668000 | **1-Year:** 2242.00539000 | **5-Year:** 15142.32953000 | **10-Year:** 24778.23222000 | **30-Year:** 7001.83500000

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

- **3-Month:** 0.09675000 | **1-Year:** 63.20846000 | **5-Year:** 166.81144000 | **10-Year:** 0.00000000 | **30-Year:** 419.02956000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007578 | -0.53%               | 3.37%                | 3.50%                |
| Class ID C000195232 | -0.39%               | 3.37%                | 3.65%                |
| Class ID C000007574 | -0.45%               | 3.42%                | 3.54%                |
| Class ID C000007575 | -0.45%               | 3.43%                | 3.56%                |
| Class ID C000007576 | -0.45%               | 3.39%                | 3.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $355932.96               | $-1384881.06                               |
| Month 2  | $2092201.09              | $8441346.30                                |
| Month 3  | $3392607.24              | $9019181.90                                |

**Designated Index Information**

- **Index Name:** 60% WRLDRNRUSD0, 40% 1TRUSD0

- **Index Identifier:** IBXUSD000059

### Schedule of Portfolio Investments

| Name                                                | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                                    | CBRE Group, Inc., Class A                                                         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       376 | NS      | $52685.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                         | Host Hotels & Resorts, Inc.                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      6996 | NS      | $107458.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       592 | NS      | $108614.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                             | Acushnet Holdings Corp.                                                           | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      1839 | NS      | $133915.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-40.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                           | CTS Eventim AG & Co. KGaA                                                         | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |      1217 | NS      | $151334.78    | 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      | $4476.22      | 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      | $344.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      8587 | NS      | $1877375.81   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties LP                          | COPT Defense Properties LP                                                        | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    136000 | PA      | $123905.54    | 0.03%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp.                            | Wintrust Financial Corp.                                                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1591 | NS      | $197252.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                     | Eaton Corp. plc                                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      5186 | NS      | $1851350.14   | 0.40%             |  |  |  | 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      | $8227.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                        | Humana, Inc.                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49813.95     | 0.01%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RLI Corp.                                           | RLI Corp.                                                                         | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      1852 | NS      | $133751.44    | 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      | $5285.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| nCino, Inc.                                         | nCino, Inc.                                                                       | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |      2632 | NS      | $73617.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                      | DTE Energy Co.                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102328.55    | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust               | GM Financial Automobile Leasing Trust, Series 2024-2, Class A3                    | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75598.31     | 0.02%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| First Advantage Corp.                               | First Advantage Corp.                                                             | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      6948 | NS      | $115406.28    | 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      | $544.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                         | Euronext NV                                                                       | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |      1246 | NS      | $213492.13    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $40467.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                   | Exxon Mobil Corp.                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     24336 | NS      | $2623420.80   | 0.56%             |  |  |  | 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      | $-559.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                | Vulcan Materials Co.                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2462 | NS      | $642138.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage LP                              | Extra Space Storage LP                                                            | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76360.92     | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                      | Alphabet, Inc., Class A                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5017 | NS      | $884145.91    | 0.19%             |  |  |  | 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      | $-854.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.         | Taiwan Semiconductor Manufacturing Co. Ltd.                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       965 | NS      | $218562.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                    | ABN AMRO Bank NV                                                                  | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $186504.80    | 0.04%             | 2029-12-13      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| CubeSmart                                           | CubeSmart                                                                         | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3530 | NS      | $150025.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                       | Walmart, Inc.                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      7782 | NS      | $760923.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                     | CME Group, Inc.                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      6579 | NS      | $1813303.98   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                     | Interactive Brokers Group, Inc., Class A                                          | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      3960 | NS      | $219423.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2782.52      | 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      | $395.81       | 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      | $117314.81    | 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      | $246.44       | 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      | $-2753.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | XAF Financial Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        60 | NC      | $380878.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LKZL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $496116.16    | 0.11%             | 2030-07-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                          | Crowdstrike Holdings, Inc., Class A                                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       581 | NS      | $295909.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    280000 | PA      | $187853.16    | 0.04%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Landstar System, Inc.                               | Landstar System, Inc.                                                             | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      1082 | NS      | $150419.64    | 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      | $-16101.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                             | Robinhood Markets, Inc., Class A                                                  | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      2237 | NS      | $209450.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group plc                                  | Vodafone Group plc                                                                | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $216993.78    | 0.05%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Loews Corp.                                         | Loews Corp.                                                                       | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      2541 | NS      | $232908.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                        | AMETEK, Inc.                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1126 | NS      | $203760.96    | 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      | $1033.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58855.78     | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                          | Chubb Ltd.                                                                        | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       442 | NS      | $128056.24    | 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      | $-1303.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG       | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                        | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      3296 | NS      | $2140206.44   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4800000 | PA      | $4822125.02   | 1.03%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Balchem Corp.                                       | Balchem Corp.                                                                     | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       715 | NS      | $113828.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings, Inc.                        | Driven Brands Holdings, Inc.                                                      | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7484 | NS      | $131419.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2025-SFR1, Class A                             | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239500 | PA      | $226923.78    | 0.05%             | 2042-02-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $590.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                      | Hyundai Auto Receivables Trust, Series 2025-A, Class A3                           | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143000 | PA      | $143552.35    | 0.03%             | 2029-10-15      | Fixed         | 4.32%                 | 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      | $10797.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oscar Health, Inc.                                  | Oscar Health, Inc., Class A                                                       | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9254 | NS      | $198405.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                | Columbia Pipelines Operating Co. LLC                                              | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100580.76    | 0.02%             | 2035-02-15      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA Corp.                                        | NVIDIA Corp.                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     64889 | NS      | $10251813.11  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                          | PG&E Corp.                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     19158 | NS      | $267062.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                    | Amazon.com, Inc.                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     36155 | NS      | $7932045.45   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                                        | Gentex Corp.                                                                      | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      8250 | NS      | $181417.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Louisiana LLC                               | Entergy Louisiana LLC                                                             | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    360000 | PA      | $310417.73    | 0.07%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | XAP Consumer Staples Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -60 | NC      | $-33721.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                                 | Carlisle Cos., Inc.                                                               | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       423 | NS      | $157948.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14996.22    | -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      | $-1124.39     | -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      | $1682.91      | 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      | $19936.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                         | Jabil, Inc.                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       663 | NS      | $144600.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Greece SA                          | National Bank of Greece SA                                                        | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |     22519 | NS      | $287134.14    | 0.06%             |  |  |  | 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      | $24754.24     | 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      | $-727.11      | -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      | $-177.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                 | DT Auto Owner Trust, Series 2023-2A, Class B                                      | CUSIP: 23346CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57960 | PA      | $58010.66     | 0.01%             | 2029-02-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                        | Barclays plc                                                                      | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $265510.67    | 0.06%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| ICU Medical, Inc.                                   | ICU Medical, Inc.                                                                 | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      1124 | NS      | $148536.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140JB2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    506579 | PA      | $436016.56    | 0.09%             | 2061-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133KNNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463023 | PA      | $400878.97    | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                     | Hilton Worldwide Holdings, Inc.                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       390 | NS      | $103872.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fells Point Funding Trust                           | Fells Point Funding Trust                                                         | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $283712.33    | 0.06%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3218.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust  | GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A3       | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44000 | PA      | $44219.87     | 0.01%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                              | Northrop Grumman Corp.                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1150 | NS      | $574977.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                     | Oncor Electric Delivery Co. LLC                                                   | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101870.43    | 0.02%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71189.98     | 0.02%             | 2033-02-06      | Fixed         | 4.90%                 | 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      | $5205.25      | 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      | $-9149.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                          | Zalando SE                                                                        | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |      3647 | NS      | $120341.28    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.             | Mid-America Apartment Communities, Inc.                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      1070 | NS      | $158370.70    | 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      | $-1670.72     | -0.00%            |  |  |  | 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        |       355 | NS      | $38279.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.         | Taiwan Semiconductor Manufacturing Co. Ltd.                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     10032 | NS      | $2272147.68   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                             | RPM International, Inc.                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12344.92     | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140NMGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    986286 | PA      | $968465.19    | 0.21%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                | Macquarie Group Ltd.                                                              | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $212361.70    | 0.05%             | 2032-06-23      | Variable      | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Sony Group Corp.                                    | Sony Group Corp.                                                                  | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     71900 | NS      | $1869423.46   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                            | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     23785 | NS      | $1101007.65   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $488847.66    | 0.10%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TechnipFMC plc                                      | TechnipFMC plc                                                                    | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |      7342 | NS      | $252858.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp.                            | Manulife Financial Corp.                                                          | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $168061.75    | 0.04%             | 2032-02-24      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                          | Alibaba Group Holding Ltd.                                                        | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |     49200 | NS      | $696472.72    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                          | EIDP, Inc.                                                                        | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64032.92     | 0.01%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                     | Eli Lilly & Co.                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       869 | NS      | $677411.57    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                      | Atlas Copco AB, Class A                                                           | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     66655 | NS      | $1077545.34   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                       | Stryker Corp.                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1550 | NS      | $613226.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Asset Securities Corp. Trust             | Structured Asset Securities Corp. Trust, Series 2005-SC1, Class 1A1               | CUSIP: 86359DTE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         1 | PA      | $0.85         | 0.00%             | 2031-05-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                              | Howmet Aerospace, Inc.                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      9571 | NS      | $1781450.23   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | U.S. Treasury 2 Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        12 | NC      | $10294.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                         | Kinsale Capital Group, Inc.                                                       | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       456 | NS      | $220658.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                      | Alphabet, Inc., Class C                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3701 | NS      | $656520.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241802.36    | 0.05%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Medpace Holdings, Inc.                              | Medpace Holdings, Inc.                                                            | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       325 | NS      | $102004.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140JBZB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    846892 | PA      | $723603.91    | 0.16%             | 2032-03-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                        | DNB Bank ASA                                                                      | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $190653.52    | 0.04%             | 2028-03-30      | Variable      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                        | Neurocrine Biosciences, Inc.                                                      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       904 | NS      | $113623.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                        | Insmed, Inc.                                                                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      2241 | NS      | $225534.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-227.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                        | Intuit, Inc.                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1322 | NS      | $1041246.86   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co.                           | Molson Coors Beverage Co.                                                         | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     98000 | PA      | $78185.25     | 0.02%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | S&P E-Mini Communication Services Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        35 | NC      | $244054.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                        | Marriott International, Inc., Class A                                             | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      6564 | NS      | $1793350.44   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Russell 2000 E-Mini Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -134 | NC      | $-330343.10   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $396576.00    | 0.09%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1214.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | S&P/TSX 60 Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |       -10 | NC      | $-23371.05    | -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      | $1474.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                          | Constellation Brands, Inc., Class A                                               | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       506 | NS      | $82316.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.          | Australia & New Zealand Banking Group Ltd.                                        | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $199708.30    | 0.04%             | 2026-05-19      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-146429.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                      | NiSource, Inc.                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77803.26     | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                     | Snowflake, Inc., Class A                                                          | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      1473 | NS      | $329613.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                          | Saia, Inc.                                                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       357 | NS      | $97814.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                           | Sanofi SA                                                                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      3716 | NS      | $359759.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                            | SBA Communications Corp.                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       478 | NS      | $112253.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Next plc                                            | Next plc                                                                          | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      1232 | NS      | $210418.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ABIOMED, Inc.                                       | ABIOMED, Inc., CVR                                                                | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             |  | CORP              | US        |        41 | NS      | $41.82        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-53.42       | -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      | $52.71        | 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      | $-19321.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                             | GSK plc                                                                           | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     12828 | NS      | $244584.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                   | Healthpeak OP LLC                                                                 | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21356.70     | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.                  | Mettler-Toledo International, Inc.                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        73 | NS      | $85754.56     | 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      | $2025.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                         | Apple, Inc.                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     33378 | NS      | $6848164.26   | 1.47%             |  |  |  | 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      | $432.63       | 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      | $118.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cactus, Inc.                                        | Cactus, Inc., Class A                                                             | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      3223 | NS      | $140909.56    | 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      | $-150.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                               | Quanta Services, Inc.                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45629.96     | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freshpet, Inc.                                      | Freshpet, Inc.                                                                    | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      1359 | NS      | $92357.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                    | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150286.13    | 0.03%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                       | Moody's Corp.                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       537 | NS      | $269353.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                        | Apple Hospitality REIT, Inc.                                                      | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      2603 | NS      | $30377.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                           | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $216313.71    | 0.05%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| DoorDash, Inc.                                      | DoorDash, Inc., Class A                                                           | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      1462 | NS      | $360397.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3875.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2023-1A, Class B                        | CUSIP: 224927AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304017.48    | 0.07%             | 2033-05-16      | Fixed         | 7.02%                 | Yes           |                  2 | On Loan: No      |
| NMC Health plc                                      | NMC Health plc                                                                    | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |       516 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NextEra Energy, Inc.                                | NextEra Energy, Inc.                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     17516 | NS      | $1215960.72   | 0.26%             |  |  |  | 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      | $-327.29      | -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      | $-17771.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QMCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461141 | PA      | $403023.40    | 0.09%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                              | Southwest Airlines Co.                                                            | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      3191 | NS      | $103516.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Auto Owner Trust                             | CarMax Auto Owner Trust, Series 2023-4, Class A3                                  | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77000 | PA      | $78109.99     | 0.02%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2015-34, Class AZ                                             | CUSIP: 3136AN3X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    878085 | PA      | $745755.46    | 0.16%             | 2045-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1006914.06   | 0.22%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA I, 30 Year                                                                   | CUSIP: 36208JA93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.15         | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | 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      | $-85.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                 | Sonoco Products Co.                                                               | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    297000 | PA      | $288880.96    | 0.06%             | 2034-09-01      | 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      | $-19389.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                  | Deutsche Boerse AG                                                                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |       391 | NS      | $127735.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                   | Compass Group plc                                                                 | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     14797 | NS      | $501204.11    | 0.11%             |  |  |  | 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      | $50322.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                         | Capital One Financial Corp.                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226964.69    | 0.05%             | 2028-01-31      | Fixed         | 3.80%                 | 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      | $-14535.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                       | SM Energy Co.                                                                     | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      5967 | NS      | $147444.57    | 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      | $-21.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6420019.52   | 1.38%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                               | Cheniere Energy, Inc.                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       644 | NS      | $156826.88    | 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      | $2275.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                             | Carmax Auto Owner Trust, Series 2022-2, Class A3                                  | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37452 | PA      | $37365.79     | 0.01%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                   | Ross Stores, Inc.                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5275 | NS      | $672984.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust       | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AF1, Class A4          | CUSIP: 251510NC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2036-04-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                          | Aviation Capital Group LLC                                                        | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55519.44     | 0.01%             | 2030-04-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                | American Express Co.                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3222 | NS      | $1027753.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150450.53    | 0.03%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-78217.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury 5 Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       192 | NC      | $299936.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                             | Uber Technologies, Inc.                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      3135 | NS      | $292495.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                               | Spotify Technology SA                                                             | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |       372 | NS      | $285450.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-173.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                      | WP Carey, Inc.                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    360000 | PA      | $293517.13    | 0.06%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                | FirstKey Homes Trust, Series 2022-SFR1, Class A                                   | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112740 | PA      | $111996.14    | 0.02%             | 2039-05-19      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Marks & Spencer Group plc                           | Marks & Spencer Group plc                                                         | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |     23899 | NS      | $116317.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                               | MGIC Investment Corp.                                                             | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      5862 | NS      | $163198.08    | 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      | $1517.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     15280 | NS      | $2334020.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                        | Moelis & Co., Class A                                                             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      1252 | NS      | $78024.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC                              | Dell International LLC                                                            | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16380.72     | 0.00%             | 2028-02-01      | 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      | $3505.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                           | Bank of Ireland Group plc                                                         | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206093.20    | 0.04%             | 2030-03-20      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                   | Merck & Co., Inc.                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1450 | NS      | $114782.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                    | Mastercard, Inc., Class A                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3405 | NS      | $1913405.70   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                           | Flutter Entertainment plc                                                         | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |       629 | NS      | $179743.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                        | Barclays plc                                                                      | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     85821 | NS      | $396559.15    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cranswick plc                                       | Cranswick plc                                                                     | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |      1892 | NS      | $138972.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                               | American Homes 4 Rent, Class A                                                    | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      4528 | NS      | $163324.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LEPQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    992168 | PA      | $864843.03    | 0.19%             | 2032-01-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                      | M&T Bank Corp.                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30496.96     | 0.01%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                     | Hertz Vehicle Financing LLC, Series 2022-1A, Class A                              | CUSIP: 42806MAJ8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     19667 | PA      | $19666.65     | 0.00%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2961.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LKD67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $550687.86    | 0.12%             | 2028-05-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                             | BMW Vehicle Owner Trust, Series 2023-A, Class A3                                  | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39878 | PA      | $40115.10     | 0.01%             | 2028-02-25      | Fixed         | 5.47%                 | 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      | $-88.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                   | Indra Sistemas SA                                                                 | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |      3237 | NS      | $140441.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3132E0SG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675495 | PA      | $590650.40    | 0.13%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust                | Toyota Auto Loan Extended Note Trust, Series 2023-1A, Class A                     | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-O            | CORP              | US        |    114000 | PA      | $116286.30    | 0.02%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                    | Ventas Realty LP                                                                  | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118124.36    | 0.03%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.         | Taiwan Semiconductor Manufacturing Co. Ltd.                                       | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     50000 | NS      | $1828467.71   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CNO Global Funding                                  | CNO Global Funding                                                                | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    410000 | PA      | $382961.12    | 0.08%             | 2029-01-06      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                        | Flex Intermediate Holdco LLC                                                      | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     77000 | PA      | $60542.52     | 0.01%             | 2039-12-30      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.              | Bright Horizons Family Solutions, Inc.                                            | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2485 | NS      | $307121.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC                          | AerCap Ireland Capital DAC                                                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    450000 | PA      | $438424.42    | 0.09%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                           | Kia Corp.                                                                         | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |      6968 | NS      | $498591.08    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                | American Tower Corp.                                                              | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    162000 | PA      | $156489.44    | 0.03%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215769.04    | 0.05%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                          | EastGroup Properties, Inc.                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1043 | NS      | $174306.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                                | Middleby Corp. (The)                                                              | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       865 | NS      | $124560.00    | 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      | $-887.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asmodee Group AB                                    | Asmodee Group AB, Class B                                                         | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | EC               | CORP              | SE        |      8145 | NS      | $108177.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group, Inc. (The)                 | Baldwin Insurance Group, Inc. (The), Class A                                      | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2956 | NS      | $126546.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                         | Tesla, Inc.                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      7206 | NS      | $2289057.96   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Electric and Power Co.                     | Virginia Electric and Power Co.                                                   | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147737.45    | 0.03%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    320000 | PA      | $297260.38    | 0.06%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 4995, Class QE                                               | CUSIP: 3137FUXT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    571957 | PA      | $437886.28    | 0.09%             | 2050-07-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2025-1, Class C                    | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68000 | PA      | $68766.21     | 0.01%             | 2031-03-17      | Fixed         | 5.04%                 | 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      | $414.08       | 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      | $7737.09      | 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      | $950.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                             | Regions Financial Corp.                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      8285 | NS      | $194863.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $744484.38    | 0.16%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                 | Banca Monte dei Paschi di Siena SpA                                               | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |      8833 | NS      | $74917.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | S&P 500 E-Mini Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       132 | NC      | $1065823.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                     | Federal Realty Investment Trust                                                   | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |       613 | NS      | $58228.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                        | Cadence Design Systems, Inc.                                                      | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22722.49     | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                         | Targa Resources Partners LP                                                       | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $16775.79     | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                              | Extra Space Storage LP                                                            | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    210000 | PA      | $185752.26    | 0.04%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1742.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hillman Solutions Corp.                             | Hillman Solutions Corp.                                                           | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17682 | NS      | $126249.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                                  | RBC Bearings, Inc.                                                                | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       511 | NS      | $196632.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8071200 | PA      | $8070884.74   | 1.73%             | 2026-01-31      | Fixed         | 4.25%                 | 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      | $-23561.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316819 | PA      | $251491.90    | 0.05%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                      | Alimentation Couche-Tard, Inc.                                                    | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     10017 | NS      | $497926.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | XAU Utilities Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        58 | NC      | $61942.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion OYJ                                           | Orion OYJ, Class B                                                                | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |      1449 | NS      | $109013.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                        | Ford Credit Auto Owner Trust, Series 2023-A, Class A3                             | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55993 | PA      | $56054.14     | 0.01%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1753125.00   | 0.38%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LH3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1100476.98   | 0.24%             | 2034-11-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3958281.24   | 0.85%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fabrinet                                            | Fabrinet                                                                          | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |       456 | NS      | $134374.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $15328.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                           | Thales SA                                                                         | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       480 | NS      | $141731.80    | 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      | $-8800.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG (Registered)                                                         | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |     15877 | NS      | $539052.25    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                         | ONEOK, Inc.                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68315.44     | 0.01%             | 2031-10-15      | 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      | $-38896.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                      | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      9326 | NS      | $190716.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                                   | Morningstar, Inc.                                                                 | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       435 | NS      | $136559.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class C             | CUSIP: 10807HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119000 | PA      | $120161.50    | 0.03%             | 2031-03-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.          | Knight-Swift Transportation Holdings, Inc.                                        | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2053 | NS      | $90804.19     | 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      | $710.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                                 | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $316687.20    | 0.07%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                        | Hilton Grand Vacations Trust, Series 2022-1D, Class A                             | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42215 | PA      | $41699.12     | 0.01%             | 2034-06-20      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                       | Raymond James Financial, Inc.                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       346 | NS      | $53066.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1585253.90   | 0.34%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                            | Vinci SA                                                                          | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      4624 | NS      | $681903.06    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $735075.00    | 0.16%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133KPZA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    480870 | PA      | $474979.03    | 0.10%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                 | Realty Income Corp.                                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215585.55    | 0.05%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Teradyne, Inc.                                      | Teradyne, Inc.                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1156 | NS      | $103947.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LFKF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562905 | PA      | $482341.14    | 0.10%             | 2034-02-01      | Fixed         | 2.44%                 | 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      | $-428.25      | -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      | $1956.29      | 0.00%             |  |  |  | No            |                  2 | 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        |      1828 | NS      | $956738.60    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                 | Fifth Third Bancorp                                                               | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332047.48    | 0.07%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                             | Quest Diagnostics, Inc.                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    230000 | PA      | $214043.43    | 0.05%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                           | RTX Corp.                                                                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119515.89    | 0.03%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Prudential plc                                      | Prudential plc                                                                    | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |     16306 | NS      | $204089.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                    | Welltower OP LLC                                                                  | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    230000 | PA      | $205313.16    | 0.04%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Concentra Group Holdings Parent, Inc.               | Concentra Group Holdings Parent, Inc.                                             | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5333 | NS      | $109699.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-150, Class A2  | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    879250 | PA      | $841674.64    | 0.18%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                             | Progressive Corp. (The)                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       683 | NS      | $182265.38    | 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      | $-15630.05    | -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      | $435.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                     | ASML Holding NV (Registered)                                                      | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       177 | NS      | $141846.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                                   | QuidelOrtho Corp.                                                                 | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      2032 | NS      | $58562.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                             | Paylocity Holding Corp.                                                           | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       764 | NS      | $138429.16    | 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      | $-236.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                            | Bayer AG (Registered)                                                             | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |      3095 | NS      | $93243.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                                  | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $194255.39    | 0.04%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                              | Home Depot, Inc. (The)                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       573 | NS      | $210084.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.               | Sumitomo Mitsui Financial Group, Inc.                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $284354.52    | 0.06%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                           | Airbus SE                                                                         | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |      2961 | NS      | $619443.42    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                   | World Omni Auto Receivables Trust, Series 2023-A, Class A3                        | CUSIP: 98164JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61108 | PA      | $61175.05     | 0.01%             | 2028-05-15      | Fixed         | 4.83%                 | 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      | $-2607.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2023-1, Class B                    | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24155 | PA      | $24167.00     | 0.01%             | 2028-02-15      | Fixed         | 4.98%                 | 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      | $492.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Casella Waste Systems, Inc.                         | Casella Waste Systems, Inc., Class A                                              | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      1767 | NS      | $203876.46    | 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      | $-283711.22   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MVW LLC                                             | MVW LLC, Series 2021-2A, Class A                                                  | CUSIP: 55400KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54350 | PA      | $51618.75     | 0.01%             | 2039-05-20      | Fixed         | 1.43%                 | Yes           |                  2 | On Loan: No      |
| IAC, Inc.                                           | IAC, Inc.                                                                         | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      2093 | NS      | $78152.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $996.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust               | OneMain Direct Auto Receivables Trust, Series 2023-1A, Class A                    | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    344000 | PA      | $347180.52    | 0.07%             | 2029-11-14      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                               | Gray Oak Pipeline LLC                                                             | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $506637.09    | 0.11%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13097.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                        | Infosys Ltd.                                                                      | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     27924 | NS      | $517431.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $18122.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Integrations, Inc.                            | Power Integrations, Inc.                                                          | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      3136 | NS      | $175302.40    | 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      | $-478.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                                    | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $267039.92    | 0.06%             | 2033-01-20      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.               | Alexandria Real Estate Equities, Inc.                                             | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    216000 | PA      | $189081.88    | 0.04%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                  | HealthEquity, Inc.                                                                | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      1307 | NS      | $136921.32    | 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      | $5922.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                  | Telstra Group Ltd.                                                                | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |    173377 | NS      | $552833.80    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 912833XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $127963.05    | 0.03%             | 2031-02-15      | None          | 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      | $11452.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                              | Trane Technologies plc                                                            | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      3998 | NS      | $1748765.18   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro-BTP                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        77 | NC      | $34909.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1009140.62   | 0.22%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                           | Williams Cos., Inc. (The)                                                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      4955 | NS      | $311223.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                             | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119122.04    | 0.03%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                      | Rheinmetall AG                                                                    | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |        79 | NS      | $167298.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K145, Class AM   | CUSIP: 3137H7YZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    880000 | PA      | $781512.16    | 0.17%             | 2032-06-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140ABE43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    495928 | PA      | $486398.72    | 0.10%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                         | Business Jet Securities LLC, Series 2024-2A, Class A                              | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109771 | PA      | $110024.78    | 0.02%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  3 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)            | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       817 | NS      | $152305.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140FXZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440776 | PA      | $406995.38    | 0.09%             | 2063-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                    | Weyerhaeuser Co.                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      3366 | NS      | $86472.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                    | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329689.68    | 0.07%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stream Innovations Issuer Trust                     | Stream Innovations Issuer Trust, Series 2025-1A, Class A                          | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122000 | PA      | $122876.88    | 0.03%             | 2045-09-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| J M Smucker Co. (The)                               | J M Smucker Co. (The)                                                             | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22441.19     | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk. PT                           | Bank Central Asia Tbk. PT                                                         | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |    978100 | NS      | $522841.08    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140FXWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    572583 | PA      | $506466.09    | 0.11%             | 2062-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                           | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126706.27    | 0.03%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                  | Banco Santander SA                                                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     44794 | NS      | $370933.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                          | Travelers Cos., Inc. (The)                                                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2365 | NS      | $632732.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                            | CenterPoint Energy, Inc.                                                          | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    278000 | PA      | $270269.37    | 0.06%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Verra Mobility Corp.                                | Verra Mobility Corp.                                                              | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      5846 | NS      | $148429.94    | 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      | $-545.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                               | Quanta Services, Inc.                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46093.00     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                     | Virginia Electric and Power Co.                                                   | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42476.28     | 0.01%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                        | Chipotle Mexican Grill, Inc., Class A                                             | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21896 | NS      | $1229460.40   | 0.26%             |  |  |  | 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        |     18146 | NS      | $1257409.83   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                      | Air Liquide SA                                                                    | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      6958 | NS      | $1434747.48   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                               | Regency Centers Corp.                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      2318 | NS      | $165111.14    | 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      | $41288.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                             | GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3                                | CUSIP: 36242DCH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       933 | PA      | $955.83       | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                     | Moran Foods LLC, 1st Lien PIK Term Loan                                           | CUSIP: 61647DAT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90192 | PA      | $65488.53     | 0.01%             | 2026-06-30      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                                              | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $264022.53    | 0.06%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218295.54    | 0.05%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline LP                     | Plains All American Pipeline LP                                                   | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $219847.51    | 0.05%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11013.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Konecranes OYJ                                      | Konecranes OYJ                                                                    | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |      2393 | NS      | $190151.91    | 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      | $-25159.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                    | Burlington Northern Santa Fe LLC                                                  | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $219816.65    | 0.05%             | 2055-03-15      | 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      | $24423.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA I, 30 Year                                                                   | CUSIP: 36207FLP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.10         | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                | Sprint Capital Corp.                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17176.59     | 0.00%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1858828.12   | 0.40%             | 2028-11-30      | Fixed         | 1.50%                 | 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      | $2169.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qualys, Inc.                                        | Qualys, Inc.                                                                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       648 | NS      | $92579.76     | 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      | $-1464.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | TOPIX Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        61 | NC      | $220344.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon North America, Inc.                             | Aon North America, Inc.                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $172452.16    | 0.04%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Co.                          | Performance Food Group Co.                                                        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      2819 | NS      | $246577.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $91.27        | 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      | $38609.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                              | General Dynamics Corp.                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       522 | NS      | $152246.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA ACES, Series 2022-M1G, Class A2                                              | CUSIP: 3136BLRM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $429259.95    | 0.09%             | 2031-09-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                        | GEA Group AG                                                                      | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |      2471 | NS      | $173217.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury 10 Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       256 | NC      | $567585.27    | 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      | $380.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co.                                         | Deere & Co.                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1217 | NS      | $618832.33    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                          | MarketAxess Holdings, Inc.                                                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       752 | NS      | $167951.68    | 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      | $11181.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perimeter Solutions, Inc.                           | Perimeter Solutions, Inc.                                                         | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8229 | NS      | $114547.68    | 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      | $-15539.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Income Fund                                | JPMorgan Income Fund, Class R6                                                    | CUSIP: 46637K216<br>LEI: 549300J9G10ZQTTAFU03 | Long             |  | RF                | US        |   2909872 | NS      | $24995797.77  | 5.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                        | Iberdrola SA                                                                      | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     25442 | NS      | $489453.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                         | Cie Financiere Richemont SA (Registered)                                          | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      1481 | NS      | $280253.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                     | Lincoln Electric Holdings, Inc.                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       624 | NS      | $129367.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Pass-Through Trust                | American Airlines Pass-Through Trust, Series 2021-1, Class B                      | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232500 | PA      | $219170.05    | 0.05%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2550.49      | 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      | $-762.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Natera, Inc.                                        | Natera, Inc.                                                                      | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1737 | NS      | $293448.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                  | Southern Co. (The)                                                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     25071 | NS      | $2302269.93   | 0.49%             |  |  |  | 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      | $207.14       | 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      | $-10403.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                           | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27494.07     | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Loar Holdings, Inc.                                 | Loar Holdings, Inc.                                                               | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       801 | NS      | $69022.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                                     | Brunswick Corp.                                                                   | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      2625 | NS      | $145005.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                                      | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148028.49    | 0.03%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| 3i Group plc                                        | 3i Group plc                                                                      | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     20382 | NS      | $1153462.49   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC            | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A                 | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102604.01    | 0.02%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                        | Drive Auto Receivables Trust, Series 2024-1, Class B                              | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55212.94     | 0.01%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2023-4, Class B                    | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    159000 | PA      | $161074.01    | 0.03%             | 2028-12-15      | Fixed         | 5.77%                 | 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      | $17780.01     | 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      | $38692.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                 | DT Auto Owner Trust, Series 2021-4A, Class D                                      | CUSIP: 26253WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101374 | PA      | $99862.95     | 0.02%             | 2027-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 9128334S6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $128982.74    | 0.03%             | 2031-08-15      | None          | 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      | $947.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                               | Cheniere Energy, Inc.                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102417.96    | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                     | Simpson Manufacturing Co., Inc.                                                   | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      1245 | NS      | $193360.95    | 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      | $11734.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 9128337P9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $126507.04    | 0.03%             | 2031-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UniFirst Corp.                                      | UniFirst Corp.                                                                    | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       248 | NS      | $46678.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                             | Element Solutions, Inc.                                                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      7801 | NS      | $176692.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                | Republic of Colombia                                                              | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    250000 | PA      | $198062.50    | 0.04%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                | FirstKey Homes Trust, Series 2020-SFR2, Class A                                   | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174993 | PA      | $172776.42    | 0.04%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-45.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                            | RELX plc                                                                          | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     13222 | NS      | $714499.59    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                          | Legrand SA                                                                        | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      5434 | NS      | $728311.05    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury Ultra Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -85 | NC      | $-245291.07   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                                     | TD SYNNEX Corp.                                                                   | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      1769 | NS      | $240053.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-504.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                      | Carvana Auto Receivables Trust, Series 2022-P3, Class A3                          | CUSIP: 14686MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19622 | PA      | $19617.44     | 0.00%             | 2027-11-10      | Fixed         | 4.61%                 | 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      | $260.93       | 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      | $790.10       | 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      | $-102.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                              | Encompass Health Corp.                                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1948 | NS      | $238883.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-112.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AAON, Inc.                                          | AAON, Inc.                                                                        | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1728 | NS      | $127440.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QMCQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277000 | PA      | $241538.41    | 0.05%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Columbia Sportswear Co.                             | Columbia Sportswear Co.                                                           | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       353 | NS      | $21561.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                           | Fresenius Medical Care AG                                                         | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |       669 | NS      | $38437.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133KMR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390624 | PA      | $327971.31    | 0.07%             | 2051-09-01      | 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      | $-57.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                      | AutoZone, Inc.                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       102 | NS      | $378647.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Westgate Resorts LLC                                | Westgate Resorts LLC, Series 2022-1A, Class A                                     | CUSIP: 96034JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44643 | PA      | $44301.92     | 0.01%             | 2036-08-20      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                               | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $207897.91    | 0.04%             | 2033-04-13      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $585.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LFVK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398949 | PA      | $358795.74    | 0.08%             | 2032-03-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                  | United Airlines Pass-Through Trust, Series 2016-2, Class AA                       | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311811 | PA      | $294387.09    | 0.06%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                         | Huntington Bancshares, Inc.                                                       | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102459.70    | 0.02%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2023-2A, Class B                      | CUSIP: 30168CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18902 | PA      | $18914.02     | 0.00%             | 2027-09-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SPI 200 Index                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |       -18 | NC      | $-4516.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                                | Otis Worldwide Corp.                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      3007 | NS      | $297753.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | XAK Technology Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        21 | NC      | $220877.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                    | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151737.80    | 0.03%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                   | Xcel Energy, Inc.                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218198.59    | 0.05%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1347.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek PJSC                                        | Novatek PJSC                                                                      | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |       979 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nissan Auto Lease Trust                             | Nissan Auto Lease Trust, Series 2025-A, Class A3                                  | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198000 | PA      | $200227.38    | 0.04%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140NXF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497223 | PA      | $496941.75    | 0.11%             | 2032-01-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1568.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $513593.75    | 0.11%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                     | Moran Foods LLC, 2nd Lien PIK Term Loan                                           | CUSIP: 61647DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57298 | PA      | $12972.34     | 0.00%             | 2026-06-30      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| Tencent Holdings Ltd.                               | Tencent Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     37300 | NS      | $2403448.40   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corp.                              | Intact Financial Corp.                                                            | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      2935 | NS      | $682480.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                 | Take-Two Interactive Software, Inc.                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265215.39    | 0.06%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hoya Corp.                                          | Hoya Corp.                                                                        | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |      9200 | NS      | $1092611.41   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 9128337Q7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $127448.05    | 0.03%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      8686 | NS      | $2394295.90   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings, Inc.                 | Clearwater Analytics Holdings, Inc., Class A                                      | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5530 | NS      | $121272.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                      | McKesson Corp.                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       409 | NS      | $299707.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Auto Receivables Trust                      | Hyundai Auto Receivables Trust, Series 2023-B, Class A3                           | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75360 | PA      | $75843.88     | 0.02%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                     | Hertz Vehicle Financing LLC, Series 2025-3A, Class A                              | CUSIP: 42806MDB2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $241050.00    | 0.05%             | 2029-12-26      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2672.80     | -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      | $4623.03      | 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      | $-14445.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |      4268 | NS      | $244147.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                | Meta Platforms, Inc.                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39009.65     | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United Mexican States                               | United Mexican States                                                             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $353400.00    | 0.08%             | 2061-05-24      | Fixed         | 3.77%                 | 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      | $433.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc                     | London Stock Exchange Group plc                                                   | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |      3993 | NS      | $583965.14    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                      | NiSource, Inc.                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164420.71    | 0.04%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC              | Virginia Power Fuel Securitization LLC, Series A-2                                | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167609.48    | 0.04%             | 2031-05-01      | 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      | $1249.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      6453 | NS      | $877672.53    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Appalachian Power Co.                               | Appalachian Power Co., Series AA                                                  | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188623.12    | 0.04%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA II, 30 Year                                                                  | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3085318 | PA      | $2730586.12   | 0.59%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                            | Cooperatieve Rabobank UA                                                          | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $241125.73    | 0.05%             | 2027-12-15      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| International Paper Co.                             | International Paper Co.                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1593 | NS      | $74600.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                         | Nationwide Building Society                                                       | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    241000 | PA      | $235317.93    | 0.05%             | 2028-02-16      | Variable      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                | Meta Platforms, Inc., Class A                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      9792 | NS      | $7227377.28   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                                    | Five Below, Inc.                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       523 | NS      | $68607.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                        | Verizon Communications, Inc.                                                      | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27059.76     | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                       | Medtronic plc                                                                     | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      6743 | NS      | $587787.31    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | MSCI EAFE Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        59 | NC      | $158963.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagship Credit Auto Trust                          | Flagship Credit Auto Trust, Series 2023-1, Class C                                | CUSIP: 337955AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $350901.22    | 0.08%             | 2029-05-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                  | Essex Portfolio LP                                                                | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168541.23    | 0.04%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                         | Capital One Financial Corp.                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1723 | NS      | $366585.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $128.42       | 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      | $-5714.43     | -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      | $-6.31        | -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      | $91.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging Holding Co.                       | Graphic Packaging Holding Co.                                                     | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5353 | NS      | $112787.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluidra SA                                          | Fluidra SA                                                                        | CUSIP: N/A<br>LEI: 95980020140005026620       | Long             | EC               | CORP              | ES        |      4426 | NS      | $110962.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                | Carrier Global Corp.                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      6577 | NS      | $481370.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    510000 | PA      | $495709.19    | 0.11%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211423.17    | 0.05%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                                  | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15211.40     | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | 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      | $7661.19      | 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      | $11947.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                             | CarMax Auto Owner Trust, Series 2024-1, Class A3                                  | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56000 | PA      | $56347.44     | 0.01%             | 2028-10-16      | Fixed         | 4.92%                 | 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      | $883.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEX, Inc.                                           | WEX, Inc.                                                                         | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       843 | NS      | $123828.27    | 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      | $114.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                            | Yum China Holdings, Inc.                                                          | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     29159 | NS      | $1303698.89   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot, Inc.                                       | HubSpot, Inc.                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       378 | NS      | $210406.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS Auto Receivables Securitization Trust           | SFS Auto Receivables Securitization Trust, Series 2024-1A, Class A3               | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27000 | PA      | $27118.96     | 0.01%             | 2029-05-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ASML Holding NV                                     | ASML Holding NV                                                                   | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      1377 | NS      | $1103440.82   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2022-4A, Class C                      | CUSIP: 30166BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56976 | PA      | $56985.34     | 0.01%             | 2028-12-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                     | Moran Foods LLC, 1st Lien Super Senior Delayed Draw Term Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2646 | PA      | $2645.93      | 0.00%             | 2026-06-30      | Variable      | 15.91%                | No            |                  3 | On Loan: No      |
| Burberry Group plc                                  | Burberry Group plc                                                                | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |      6138 | NS      | $99700.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon plc                                             | Aon plc, Class A                                                                  | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |       883 | NS      | $315019.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                   | Philip Morris International, Inc.                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1695 | NS      | $308710.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                   | Enterprise Products Operating LLC                                                 | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    207000 | PA      | $199699.11    | 0.04%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                               | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $320160.04    | 0.07%             | 2034-01-10      | Variable      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                                | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216729.36    | 0.05%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SPS Commerce, Inc.                                  | SPS Commerce, Inc.                                                                | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       964 | NS      | $131190.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                        | Chemed Corp.                                                                      | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       315 | NS      | $153382.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Automobile Receivables Trust               | Westlake Automobile Receivables Trust, Series 2021-3A, Class D                    | CUSIP: 96043JAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66298 | PA      | $65937.34     | 0.01%             | 2027-01-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                       | Alnylam Pharmaceuticals, Inc.                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       651 | NS      | $212284.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                             | DBS Group Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     44370 | NS      | $1566353.39   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                       | Al Rajhi Bank                                                                     | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |     22745 | NS      | $573693.83    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus International Group, Inc.                     | Janus International Group, Inc.                                                   | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16098 | NS      | $131037.72    | 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      | $452.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                        | ITOCHU Corp.                                                                      | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     13400 | NS      | $701691.25    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                              | Keurig Dr Pepper, Inc.                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     24706 | NS      | $816780.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group plc                                  | Kingspan Group plc                                                                | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |      4461 | NS      | $380119.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                             | Arch Capital Group Ltd.                                                           | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      1055 | NS      | $96057.75     | 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      | $3132.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                   | Xcel Energy, Inc.                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1529 | NS      | $104124.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                             | Hyundai Capital America                                                           | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203650.97    | 0.04%             | 2029-06-24      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SpringCastle America Funding LLC                    | SpringCastle America Funding LLC, Series 2020-AA, Class A                         | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41172 | PA      | $38755.38     | 0.01%             | 2037-09-25      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13145.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angi, Inc.                                          | Angi, Inc.                                                                        | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      1067 | NS      | $16282.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                 | Hong Kong Exchanges & Clearing Ltd.                                               | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |     28600 | NS      | $1538295.92   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2023-3, Class A3                   | CUSIP: 80285XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14022 | PA      | $14038.91     | 0.00%             | 2027-10-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                      | Synopsys, Inc.                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34269.93     | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $134.25       | 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      | $-29558.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QMJL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463890 | PA      | $405740.05    | 0.09%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                    | Jersey Central Power & Light Co.                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    244000 | PA      | $213900.96    | 0.05%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                   | Ulta Beauty, Inc.                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       290 | NS      | $135667.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                        | Zoetis, Inc.                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206703.28    | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.               | Public Service Enterprise Group, Inc.                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       767 | NS      | $64566.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3142GTGY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    477760 | PA      | $479884.83    | 0.10%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eagle Materials, Inc.                               | Eagle Materials, Inc.                                                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      1418 | NS      | $286591.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                              | SAP SE                                                                            | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      1940 | NS      | $593212.16    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635321 | PA      | $504324.21    | 0.11%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                 | Expedia Group, Inc.                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       586 | NS      | $98846.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                                    | Blackstone, Inc.                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      3012 | NS      | $450534.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC            | Avis Budget Rental Car Funding AESOP LLC, Series 2024-2A, Class A                 | CUSIP: 05377RJG0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101489.53    | 0.02%             | 2028-10-20      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Diageo plc                                          | Diageo plc                                                                        | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      9269 | NS      | $233728.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                       | Netflix, Inc.                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       576 | NS      | $771338.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                                  | Devon Energy Corp.                                                                | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108033.61    | 0.02%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                            | Arthur J Gallagher & Co.                                                          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      2897 | NS      | $927387.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133AMS98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    280805 | PA      | $245412.65    | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                          | US Bancorp                                                                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     17864 | NS      | $808346.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust            | AmeriCredit Automobile Receivables Trust, Series 2022-2, Class A3                 | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9246 | PA      | $9243.50      | 0.00%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4410.56     | -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      | $-2376.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                 | DT Auto Owner Trust, Series 2023-1A, Class C                                      | CUSIP: 23346KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    306442 | PA      | $307280.54    | 0.07%             | 2028-10-16      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     37265 | NS      | $2985671.80   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands, Inc.                                    | Utz Brands, Inc.                                                                  | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11798 | NS      | $148064.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Operating Partnership LP                    | Brixmor Operating Partnership LP                                                  | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206492.99    | 0.04%             | 2029-05-15      | Fixed         | 4.12%                 | 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      | $-163.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DWS Group GmbH & Co. KGaA                           | DWS Group GmbH & Co. KGaA                                                         | CUSIP: N/A<br>LEI: 529900VM3464806ERS69       | Long             | EC               | CORP              | DE        |      3255 | NS      | $193008.49    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SBM Offshore NV                                     | SBM Offshore NV                                                                   | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |      6714 | NS      | $177508.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                               | Global Payments, Inc.                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    230000 | PA      | $211459.77    | 0.05%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO STOXX 50 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       -27 | NC      | $-5421.84     | -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      | $244.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                        | Nasdaq, Inc.                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28130.47     | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2024-3, Class C                    | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196000 | PA      | $200019.51    | 0.04%             | 2030-08-15      | Fixed         | 5.64%                 | 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      | $4954.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WR Berkley Corp.                                    | WR Berkley Corp.                                                                  | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      1563 | NS      | $114833.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                 | Cisco Systems, Inc.                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       881 | NS      | $61123.78     | 0.01%             |  |  |  | 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        |     89700 | NS      | $1222933.22   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                 | Expedia Group, Inc.                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $132066.66    | 0.03%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35225.84     | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                        | Verizon Communications, Inc.                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286718.36    | 0.06%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LFA38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $517239.95    | 0.11%             | 2032-01-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| GMK Norilskiy Nickel PAO                            | GMK Norilskiy Nickel PAO                                                          | CUSIP: 55315J102<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PepsiCo, Inc.                                       | PepsiCo, Inc.                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       784 | NS      | $103519.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                           | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103846.00    | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                 | Fifth Third Bancorp                                                               | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1837 | NS      | $75555.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                                    | AptarGroup, Inc.                                                                  | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       840 | NS      | $131401.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                        | Casey's General Stores, Inc.                                                      | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       331 | NS      | $168899.37    | 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      | $517.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                | Cognizant Technology Solutions Corp., Class A                                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1576 | NS      | $122975.28    | 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      | $82.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                   | NatWest Group plc                                                                 | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194644.58    | 0.04%             | 2027-06-14      | Variable      | 1.64%                 | 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      | $-728.35      | -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      | $-135276.40   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2022-2A, Class D                      | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $174403.16    | 0.04%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                           | Williams Cos., Inc. (The)                                                         | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    245000 | PA      | $219500.34    | 0.05%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan BetaBuilders Japan ETF                     | JPMorgan BetaBuilders Japan ETF                                                   | CUSIP: 46641Q217<br>LEI: 54930031HWFFLQV7A679 | Long             |  | RF                | US        |     78315 | NS      | $4838300.70   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                        | ServisFirst Bancshares, Inc.                                                      | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1586 | NS      | $122930.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group, Inc.                               | StepStone Group, Inc., Class A                                                    | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3284 | NS      | $182262.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loan Trust                        | MASTR Alternative Loan Trust, Series 2005-6, Class 1A2                            | CUSIP: 576434V68<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4 | PA      | $2.32         | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                            | JBS USA Holding Lux Sarl                                                          | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125183.75    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                    | JB Hunt Transport Services, Inc.                                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       845 | NS      | $121342.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                            | Berkshire Hathaway, Inc., Class B                                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       962 | NS      | $467310.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                                      | NNN REIT, Inc.                                                                    | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99466.78     | 0.02%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     10067 | NS      | $1418037.62   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Infrastructure Ltd.                             | APA Infrastructure Ltd.                                                           | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     34000 | PA      | $33342.97     | 0.01%             | 2034-09-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan High Yield Fund                            | JPMorgan High Yield Fund, Class R6                                                | CUSIP: 4812C0126<br>LEI: 15QB5UY3VV3GNSMNPX63 | Long             |  | RF                | US        |   2142236 | NS      | $14031643.74  | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                                              | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $79502.01     | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Corpay, Inc.                                        | Corpay, Inc.                                                                      | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       423 | NS      | $140359.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                               | Quanta Services, Inc.                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       975 | NS      | $368628.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                        | Nasdaq, Inc.                                                                      | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142801.23    | 0.03%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MSA Safety, Inc.                                    | MSA Safety, Inc.                                                                  | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      1719 | NS      | $287984.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Holdings Corp.                                  | ITC Holdings Corp.                                                                | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42451.80     | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                                  | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $134566.48    | 0.03%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Evercore, Inc.                                      | Evercore, Inc., Class A                                                           | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       726 | NS      | $196034.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                         | Axalta Coating Systems Ltd.                                                       | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      9642 | NS      | $286270.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Auto Receivables Trust                   | World Omni Auto Receivables Trust, Series 2022-B, Class A3                        | CUSIP: 98163QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93033 | PA      | $92745.08     | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT                | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    329868 | PA      | $295809.86    | 0.06%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                         | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $61514.48     | 0.01%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                             | MVW LLC, Series 2024-1A, Class A                                                  | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136406 | PA      | $138863.64    | 0.03%             | 2043-02-20      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LFXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $358886.43    | 0.08%             | 2032-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118334.91    | 0.03%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                         | ONEOK, Inc.                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92304.29     | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $15313.82     | 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      | $33.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3132DM3S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    373334 | PA      | $326346.63    | 0.07%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                        | Vertex Pharmaceuticals, Inc.                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       760 | NS      | $338352.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                 | Post Holdings, Inc.                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      1159 | NS      | $126365.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                   | Lowe's Cos., Inc.                                                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      7945 | NS      | $1762757.15   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NGPL PipeCo LLC                                     | NGPL PipeCo LLC                                                                   | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    183000 | PA      | $163026.01    | 0.03%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Analog Devices, Inc.                                | Analog Devices, Inc.                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      6149 | NS      | $1463584.98   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2023-5, Class B                    | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202000 | PA      | $205716.13    | 0.04%             | 2029-12-17      | Fixed         | 6.16%                 | 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      | $1347.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fn Kerf Apartments  apr32                           | Fn Kerf Apartments  apr32                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $492734.38    | 0.11%             | 2032-04-01      | Fixed         | 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      | $29011.42     | 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      | $50027.10     | 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      | $12803.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                    | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      1019 | NS      | $332621.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                          | Allianz SE (Registered)                                                           | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       965 | NS      | $391629.37    | 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      | $259.51       | 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      | $-167.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                        | Drive Auto Receivables Trust, Series 2025-1, Class C                              | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50316.05     | 0.01%             | 2032-09-15      | Fixed         | 4.99%                 | 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      | $173602.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WSFS Financial Corp.                                | WSFS Financial Corp.                                                              | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      2586 | NS      | $142230.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                 | Take-Two Interactive Software, Inc.                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1199 | NS      | $291177.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1118.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                      | Interstate Power and Light Co.                                                    | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27445.42     | 0.01%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Henry Schein, Inc.                                  | Henry Schein, Inc.                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      3374 | NS      | $246470.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US Auto Funding Trust                               | US Auto Funding Trust, Series 2022-1A, Class A                                    | CUSIP: 90355FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8788 | PA      | $8750.11      | 0.00%             | 2025-04-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Allegro MicroSystems, Inc.                          | Allegro MicroSystems, Inc.                                                        | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3931 | NS      | $134400.89    | 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      | $-14.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2023-1A, Class D                      | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35598.89     | 0.01%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                       | Chevron Corp.                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2027 | NS      | $290246.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                                   | Cigna Group (The)                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       596 | NS      | $197025.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1118406.25   | 0.24%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2023-SFR1, Class A                             | CUSIP: 74334FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182595 | PA      | $181312.25    | 0.04%             | 2040-03-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | DJ US Real Estate Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -125 | NC      | $8462.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                        | Ameren Corp.                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142524.96    | 0.03%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213800.90    | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co., Series C                                          | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    360000 | PA      | $261106.98    | 0.06%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                  | Banco Santander SA                                                                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $356205.16    | 0.08%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                             | Mohawk Industries, Inc.                                                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      1185 | NS      | $124235.40    | 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      | $25.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                            | Safehold GL Holdings LLC                                                          | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87077.84     | 0.02%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $493122.50    | 0.11%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | MSCI Emerging Markets Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -182 | NC      | $-172348.54   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                                | Planet Fitness, Inc., Class A                                                     | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      1790 | NS      | $195199.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                     | Atlassian Corp., Class A                                                          | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       881 | NS      | $178922.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2006812.50   | 0.43%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                     | CHL Mortgage Pass-Through Trust, Series 2006-21, Class A14                        | CUSIP: 12543PAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         2 | PA      | $0.85         | 0.00%             | 2037-02-25      | 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      | $34361.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                          | Constellation Brands, Inc.                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    230000 | PA      | $212691.47    | 0.05%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | XAB Materials Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -49 | NC      | $-26558.98    | -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      | $19209.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133A2PS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137257 | PA      | $120255.42    | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                          | CPS Auto Receivables Trust, Series 2023-A, Class C                                | CUSIP: 12664LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83317 | PA      | $83404.15     | 0.02%             | 2029-04-16      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Twilio, Inc.                                        | Twilio, Inc., Class A                                                             | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       983 | NS      | $122245.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                      | ConocoPhillips                                                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      3139 | NS      | $281693.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                     | First Citizens BancShares, Inc., Class A                                          | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       131 | NS      | $256297.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sberbank of Russia PJSC                             | Sberbank of Russia PJSC                                                           | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     17972 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VOLT CV LLC                                         | VOLT CV LLC, Series 2021-CF2, Class A1                                            | CUSIP: 91835GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79542 | PA      | $79358.47     | 0.02%             | 2051-11-27      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co. (The)                                    | Kroger Co. (The)                                                                  | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94663.74     | 0.02%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1829.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rosneft Oil Co. PJSC                                | Rosneft Oil Co. PJSC                                                              | CUSIP: N/A<br>LEI: 253400JT3MQWNDKMJE44       | Long             | EC               | CORP              | RU        |      5259 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Glencore Funding LLC                                | Glencore Funding LLC                                                              | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263354.47    | 0.06%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-976.12      | -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      | $5375.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                    | Kilroy Realty LP                                                                  | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54990.56     | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                             | E.ON SE                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     12601 | NS      | $232181.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Core & Main, Inc.                                   | Core & Main, Inc., Class A                                                        | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4091 | NS      | $246891.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                          | Charles Schwab Corp. (The)                                                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     17231 | NS      | $1572156.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2024-1, Class A3                   | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43303 | PA      | $43374.46     | 0.01%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.               | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134653.97    | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gazprom PJSC                                        | Gazprom PJSC                                                                      | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               | CORP              | RU        |     27966 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                          | Cullen/Frost Bankers, Inc.                                                        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      1339 | NS      | $172115.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell plc                                           | Shell plc                                                                         | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     53497 | NS      | $1866486.42   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140XNGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431634 | PA      | $363116.71    | 0.08%             | 2051-09-01      | 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      | $28746.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                      | Wyndham Hotels & Resorts, Inc.                                                    | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      1872 | NS      | $152025.12    | 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      | $-24864.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                   | Duke Energy Corp.                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    360000 | PA      | $266560.65    | 0.06%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                          | Edwards Lifesciences Corp.                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      4367 | NS      | $341543.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                        | Vistra Corp.                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       796 | NS      | $154272.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | EURO STOXX 50 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1 | NC      | $427.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M60C              | CUSIP: 35563PDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    260119 | PA      | $238164.47    | 0.05%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hayward Holdings, Inc.                              | Hayward Holdings, Inc.                                                            | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18083 | NS      | $249545.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Westgate Resorts LLC                                | Westgate Resorts LLC, Series 2024-1A, Class B                                     | CUSIP: 96034KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185985 | PA      | $188518.97    | 0.04%             | 2038-01-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                    | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256628.75    | 0.06%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                             | Micron Technology, Inc.                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      2108 | NS      | $259811.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5263.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250048.60    | 0.05%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                              | Dell International LLC                                                            | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17075.81     | 0.00%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                 | Kinder Morgan, Inc.                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    251000 | PA      | $252190.94    | 0.05%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $25926.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                         | Tokio Marine Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |     17600 | NS      | $745906.57    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                | Ingersoll Rand, Inc.                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1981 | NS      | $164779.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Finance, Inc.                            | Brookfield Finance, Inc.                                                          | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $232107.40    | 0.05%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                    | Bank of Montreal                                                                  | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $66546.41     | 0.01%             | 2030-09-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Bilfinger SE                                        | Bilfinger SE                                                                      | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |      1742 | NS      | $167680.50    | 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      | $377.83       | 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      | $6770.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2021-SFR8, Class E1                            | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156000 | PA      | $151169.46    | 0.03%             | 2038-10-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Arkema SA                                           | Arkema SA                                                                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |       229 | NS      | $16910.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                       | Cencora, Inc.                                                                     | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31263.06     | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C             | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144000 | PA      | $144906.96    | 0.03%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                      | HDFC Bank Ltd.                                                                    | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     13187 | NS      | $1011047.29   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                            | Lloyds Banking Group plc                                                          | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198265.41    | 0.04%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                        | Fiserv, Inc.                                                                      | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259197.65    | 0.06%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                | Conagra Brands, Inc.                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225340.44    | 0.05%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                  | Macquarie Airfinance Holdings Ltd.                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $105831.40    | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust        | American Credit Acceptance Receivables Trust, Series 2023-1, Class C              | CUSIP: 02530UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82002 | PA      | $82098.31     | 0.02%             | 2029-04-12      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Cushman & Wakefield plc                             | Cushman & Wakefield plc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     20740 | NS      | $229591.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140FXW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    504185 | PA      | $481743.65    | 0.10%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.           | MACOM Technology Solutions Holdings, Inc.                                         | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1501 | NS      | $215078.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                            | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    322000 | PA      | $234579.89    | 0.05%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                            | Infineon Technologies AG                                                          | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |     19923 | NS      | $850155.17    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                | TJX Cos., Inc. (The)                                                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      2307 | NS      | $284891.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10820.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                      | AppLovin Corp., Class A                                                           | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       228 | NS      | $79818.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                                | Coterra Energy, Inc.                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      3438 | NS      | $87256.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                                    | Kroger Co. (The)                                                                  | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18985.04     | 0.00%             | 2054-09-15      | 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      | $-1342.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                  | Puget Energy, Inc.                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108545.13    | 0.02%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WillScot Holdings Corp.                             | WillScot Holdings Corp.                                                           | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     15267 | NS      | $418315.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140HSAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $592558.54    | 0.13%             | 2028-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                    | ServiceNow, Inc.                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       171 | NS      | $175801.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreVest American Finance Trust                     | CoreVest American Finance Trust, Series 2022-1, Class A                           | CUSIP: 21873EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210577 | PA      | $211031.64    | 0.05%             | 2055-06-17      | Variable      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                          | Ameriprise Financial, Inc.                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1320 | NS      | $704523.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $108592.48    | 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      | $-5265.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                             | SPIE SA                                                                           | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |      3813 | NS      | $214406.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                 | Take-Two Interactive Software, Inc.                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35644.42     | 0.01%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                 | General Mills, Inc.                                                               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101666.96    | 0.02%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Monarch Casino & Resort, Inc.                       | Monarch Casino & Resort, Inc.                                                     | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      1479 | NS      | $127844.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings, Inc.                                | IQVIA Holdings, Inc.                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       418 | NS      | $65872.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta, Inc.                                       | Novanta, Inc.                                                                     | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1459 | NS      | $188108.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust            | AmeriCredit Automobile Receivables Trust, Series 2024-1, Class B                  | CUSIP: 023947AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $182805.17    | 0.04%             | 2029-06-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                             | Mitsui Fudosan Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     56800 | NS      | $549885.41    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                          | Procter & Gamble Co. (The)                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       964 | NS      | $153584.48    | 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      | $-30180.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                       | UniCredit SpA                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     14759 | NS      | $990083.66    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                   | GLS Auto Select Receivables Trust, Series 2025-1A, Class A2                       | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74377 | PA      | $74543.22     | 0.02%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    290000 | PA      | $281653.16    | 0.06%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                         | Amgen, Inc.                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    231000 | PA      | $201727.04    | 0.04%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                  | Primo Brands Corp.                                                                | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |      5428 | NS      | $160777.36    | 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      | $34777.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| F&G Global Funding                                  | F&G Global Funding                                                                | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144023.45    | 0.03%             | 2027-04-11      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7779.34     | -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      | $-256.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust    | World Omni Automobile Lease Securitization Trust, Series 2025-A, Class A3         | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63000 | PA      | $63144.52     | 0.01%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QDXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500454 | PA      | $415963.59    | 0.09%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commerce Bancshares, Inc.                           | Commerce Bancshares, Inc.                                                         | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2460 | NS      | $152938.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | FTSE 100 Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        40 | NC      | $-44710.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-112.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemometec A/S                                      | Chemometec A/S                                                                    | CUSIP: N/A<br>LEI: 213800533NBKECGONO68       | Long             | EC               | CORP              | DK        |      1125 | NS      | $103833.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327681 | PA      | $275118.98    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                                  | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     48000 | PA      | $51585.32     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                  | General Motors Co.                                                                | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68121.04     | 0.01%             | 2025-10-01      | 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      | $3998.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                        | Canadian Pacific Railway Co.                                                      | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $185224.86    | 0.04%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2178.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                              | Tesla Auto Lease Trust, Series 2024-A, Class A3                                   | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63000 | PA      | $63187.46     | 0.01%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $161657.99    | 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      | $10973.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2022-SFR3, Class A                             | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292019 | PA      | $284937.61    | 0.06%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| UDR, Inc.                                           | UDR, Inc.                                                                         | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217932.25    | 0.05%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LFB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $521946.55    | 0.11%             | 2032-01-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA I, 30 Year                                                                   | CUSIP: 36206NKD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.10         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                   | World Omni Auto Receivables Trust, Series 2023-D, Class A3                        | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75770.51     | 0.02%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140XF6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    618031 | PA      | $520319.76    | 0.11%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                          | Siemens AG (Registered)                                                           | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      9169 | NS      | $2355132.83   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                        | Verizon Communications, Inc.                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      3513 | NS      | $152007.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd. Finance Corp.                            | Bunge Ltd. Finance Corp.                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228038.88    | 0.05%             | 2027-09-25      | Fixed         | 3.75%                 | 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      | $879.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       473 | NS      | $334765.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                                      | NNN REIT, Inc.                                                                    | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      1992 | NS      | $86014.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LKE25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    486000 | PA      | $488231.43    | 0.10%             | 2030-04-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA        | Cie Generale des Etablissements Michelin SCA                                      | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |     35112 | NS      | $1305963.35   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class A2 | CUSIP: 3137FTZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $637535.76    | 0.14%             | 2035-02-25      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust        | American Credit Acceptance Receivables Trust, Series 2024-1, Class D              | CUSIP: 02531AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84000 | PA      | $84769.20     | 0.02%             | 2030-05-13      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co. (The)                               | Walt Disney Co. (The)                                                             | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     22977 | NS      | $2849377.77   | 0.61%             |  |  |  | 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      | $1394.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                     | AstraZeneca plc                                                                   | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      4679 | NS      | $651172.53    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                        | Humana, Inc.                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       233 | NS      | $56963.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix, Inc.                                      | SK Hynix, Inc.                                                                    | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      3081 | NS      | $663898.85    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV                                              | NXP BV                                                                            | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $166712.65    | 0.04%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Truecaller AB                                       | Truecaller AB, Class B                                                            | CUSIP: N/A<br>LEI: 549300TEYF1FA5G5GK26       | Long             | EC               | CORP              | SE        |     10634 | NS      | $75383.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2025-SFR2, Class A                             | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $235361.98    | 0.05%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                          | AMSR Trust, Series 2020-SFR5, Class A                                             | CUSIP: 03217JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42106 | PA      | $41603.99     | 0.01%             | 2037-11-17      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp.                                     | Microsoft Corp.                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     25467 | NS      | $12667540.47  | 2.72%             |  |  |  | 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      | $-338.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3050000 | PA      | $2323361.32   | 0.50%             | 2042-11-15      | Fixed         | 2.75%                 | 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      | $-427.57      | -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      | $-160188.09   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Banking System, Inc.                       | Columbia Banking System, Inc.                                                     | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3083 | NS      | $72080.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                      | Enbridge, Inc.                                                                    | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $216301.03    | 0.05%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                   | Eversource Energy                                                                 | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165855.53    | 0.04%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     41665 | NS      | $1971587.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                      | Public Storage                                                                    | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       452 | NS      | $132625.84    | 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      | $-205.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                              | Truist Financial Corp.                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43267.49     | 0.01%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                      | Prologis, Inc.                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      2005 | NS      | $210765.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                       | Rio Tinto plc                                                                     | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      3658 | NS      | $212910.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                | Steel Dynamics, Inc.                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    230000 | PA      | $214541.10    | 0.05%             | 2031-01-15      | 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      | $-418.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $369000.00    | 0.08%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VusionGroup                                         | VusionGroup                                                                       | CUSIP: N/A<br>LEI: 969500U51BYOMEW9M549       | Long             | EC               | CORP              | FR        |       536 | NS      | $173383.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                          | US Bancorp                                                                        | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135909.57    | 0.03%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Badger Meter, Inc.                                  | Badger Meter, Inc.                                                                | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       543 | NS      | $133007.85    | 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      | $1609.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                  | Ryman Hospitality Properties, Inc.                                                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      1832 | NS      | $180763.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings, Inc.                              | Labcorp Holdings, Inc.                                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       772 | NS      | $202657.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2070000 | PA      | $1664651.96   | 0.36%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Safran SA                                           | Safran SA                                                                         | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      6954 | NS      | $2267867.75   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| TransUnion                                          | TransUnion                                                                        | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       996 | NS      | $87648.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund                    | JPMorgan Prime Money Market Fund, Class IM                                        | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  25248207 | NS      | $25253256.63  | 5.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                                    | Murphy USA, Inc.                                                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       195 | NS      | $79326.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ44, Class A2   | CUSIP: 3137H9QU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $505036.75    | 0.11%             | 2033-02-25      | Fixed         | 4.61%                 | 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      | $-7798.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-46.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                          | Occidental Petroleum Corp.                                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     72000 | PA      | $65967.06     | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                 | First Horizon Corp.                                                               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      3598 | NS      | $76277.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                      | Rayonier, Inc.                                                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      3301 | NS      | $73216.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                            | Volvo AB, Class B                                                                 | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     57760 | NS      | $1625228.80   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust                | Mercedes-Benz Auto Receivables Trust, Series 2023-1, Class A3                     | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47753 | PA      | $47751.07     | 0.01%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                      | AIA Group Ltd.                                                                    | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     61200 | NS      | $554376.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co.                                              | 3M Co.                                                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      5981 | NS      | $910547.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Truck Leasing Co. LP                         | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $209696.01    | 0.04%             | 2027-07-01      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Carlsberg A/S                                       | Carlsberg A/S, Class B                                                            | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |      2066 | NS      | $292717.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT, Inc.                                           | ITT, Inc.                                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1641 | NS      | $257358.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust  | GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A3       | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57455 | PA      | $57817.40     | 0.01%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                      | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12610.24     | 0.00%             | 2034-10-15      | 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      | $-8.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                            | Engie SA                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     36051 | NS      | $847299.58    | 0.18%             |  |  |  | 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      | $112.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Large Cap Value Fund                       | JPMorgan Large Cap Value Fund, Class R6                                           | CUSIP: 48121L833<br>LEI: 549300JPSGHFE3RK0F55 | Long             |  | RF                | US        |    472556 | NS      | $9659047.71   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                      | Lonza Group AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |       973 | NS      | $695854.06    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                   | BAT Capital Corp.                                                                 | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102272.25    | 0.02%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Australia 10 Year Bond                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       196 | NC      | $202699.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                           | Nestle SA (Registered)                                                            | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      9678 | NS      | $962248.43    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers LP                                  | Regency Centers LP                                                                | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227864.40    | 0.05%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                        | KBC Group NV                                                                      | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |      7439 | NS      | $767776.41    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                          | Japan Exchange Group, Inc.                                                        | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |     44500 | NS      | $450785.99    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                           | O'Reilly Automotive, Inc.                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    230000 | PA      | $197926.13    | 0.04%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $137141.72    | 0.03%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                      | Carvana Auto Receivables Trust, Series 2021-P4, Class A4                          | CUSIP: 14687KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $393506.76    | 0.08%             | 2027-12-10      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                     | Martin Marietta Materials, Inc.                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       273 | NS      | $149866.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $295.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                    | Coca-Cola HBC AG                                                                  | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |      7098 | NS      | $370818.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust, Series 2021-PLZA, Class A                         | CUSIP: 61773PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294000 | PA      | $250579.49    | 0.05%             | 2043-11-09      | Fixed         | 2.57%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-47.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                           | RTX Corp.                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1515 | NS      | $221220.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                            | Unipol Assicurazioni SpA                                                          | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      8120 | NS      | $160814.74    | 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      | $268.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                | HCA Healthcare, Inc.                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       390 | NS      | $149409.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaztransport Et Technigaz SA                        | Gaztransport Et Technigaz SA                                                      | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |       807 | NS      | $159643.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493952.05    | 0.11%             | 2035-10-23      | Variable      | 5.02%                 | 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      | $246.43       | 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      | $89257.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 3989, Class JW                                               | CUSIP: 3137AKHT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499753 | PA      | $473108.26    | 0.10%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                            | Intuitive Surgical, Inc.                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       793 | NS      | $430924.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                  | State Street Corp.                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2313 | NS      | $245964.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                        | Mondelez International, Inc., Class A                                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      5325 | NS      | $359118.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                                   | Wendy's Co. (The)                                                                 | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      4819 | NS      | $55032.98     | 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      | $975.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QPA72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    574573 | PA      | $535431.49    | 0.11%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                | Northern Trust Corp.                                                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      2053 | NS      | $260299.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     10740 | NS      | $1993558.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                 | Omnicom Group, Inc.                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       993 | NS      | $71436.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHF Trust                                           | FHF Trust, Series 2023-1A, Class A2                                               | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34082 | PA      | $34367.46     | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2025-1A, Class A                        | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $161696.90    | 0.03%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust              | Banc of America Alternative Loan Trust, Series 2006-5, Class 3A1                  | CUSIP: 05950BBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        94 | PA      | $92.83        | 0.00%             | 2046-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                              | Lendmark Funding Trust, Series 2025-1A, Class A                                   | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125976.66    | 0.03%             | 2034-09-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                            | Marvell Technology, Inc.                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15104.39     | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                              | ON Semiconductor Corp.                                                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      2385 | NS      | $124997.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Auto Receivables Trust                         | Ally Auto Receivables Trust, Series 2023-1, Class A3                              | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98956 | PA      | $99651.34     | 0.02%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Orion OYJ                                           | Orion OYJ, Class A                                                                | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |       550 | NS      | $40986.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                 | Union Pacific Corp.                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       626 | NS      | $144030.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3266.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shopify, Inc.                                       | Shopify, Inc., Class A                                                            | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      1260 | NS      | $145341.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    830000 | PA      | $821191.38    | 0.18%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $15952.80     | 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      | $6145.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    260000 | PA      | $215537.52    | 0.05%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Boston Scientific Corp.                             | Boston Scientific Corp.                                                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    230000 | PA      | $212927.52    | 0.05%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                               | NXP Semiconductors NV                                                             | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      3455 | NS      | $754882.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                               | Western Digital Corp.                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2305 | NS      | $147496.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                        | Kenvue, Inc.                                                                      | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11101.75     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                    | Baker Hughes Co.                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52962 | NS      | $2030563.08   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                     | Regeneron Pharmaceuticals, Inc.                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       547 | NS      | $287175.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-104.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                              | Booking Holdings, Inc.                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       100 | NS      | $578924.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2025-3A, Class C                      | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $80830.70     | 0.02%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets, Inc.                              | Tradeweb Markets, Inc., Class A                                                   | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       954 | NS      | $139665.60    | 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      | $-37140.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                | United Rentals, Inc.                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       320 | NS      | $241088.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $430.89       | 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      | $1981.56      | 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      | $148.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                         | Heineken NV                                                                       | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |     19650 | NS      | $1714322.15   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5477.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    167000 | PA      | $171261.48    | 0.04%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Karman Holdings, Inc.                               | Karman Holdings, Inc.                                                             | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       940 | NS      | $47347.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack, Inc.                                   | Shake Shack, Inc., Class A                                                        | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       495 | NS      | $69597.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOC DR LLC                                          | DOC DR LLC                                                                        | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $38818.96     | 0.01%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 5190, Class EC                                               | CUSIP: 3137H5FP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540399 | PA      | $482626.91    | 0.10%             | 2051-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury 10 Year Ultra Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        48 | NC      | $116867.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                  | Southern Co. (The), Series A                                                      | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290128.28    | 0.06%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                             | KeyCorp                                                                           | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106670.45    | 0.02%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Copart, Inc.                                        | Copart, Inc.                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      3379 | NS      | $165807.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GMK Norilskiy Nickel PAO                            | GMK Norilskiy Nickel PAO                                                          | CUSIP: N/A<br>LEI: 253400JPTEEW143W3E47       | Long             | EC               | CORP              | RU        |     25200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                 | EOG Resources, Inc.                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3281 | NS      | $392440.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                               | Gilead Sciences, Inc.                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1647 | NS      | $182602.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Capital Corp.                        | American Water Capital Corp.                                                      | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284054.36    | 0.06%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU               | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    317658 | PA      | $273237.57    | 0.06%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4988867.20   | 1.07%             | 2030-05-31      | Fixed         | 3.75%                 | 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      | $-42.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                           | KLA Corp.                                                                         | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31864.29     | 0.01%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust | Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1, Class 1A3   | CUSIP: 251510LD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2036-02-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2629 | NS      | $820169.13    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Japan 10 Year Bond                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |       -26 | NC      | $-77183.78    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                      | Thermo Fisher Scientific, Inc.                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1558 | NS      | $631706.68    | 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      | $61.65        | 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      | $3039.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                  | Columbia Pipelines Holding Co. LLC                                                | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $36156.12     | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133ASGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    404196 | PA      | $339222.50    | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                  | Honda Auto Receivables Owner Trust, Series 2023-1, Class A3                       | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59564 | PA      | $59707.51     | 0.01%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                      | AutoZone, Inc.                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $196937.86    | 0.04%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                 | Deutsche Telekom AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     23189 | NS      | $848800.90    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                             | Carmax Auto Owner Trust, Series 2025-2, Class A3                                  | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87000 | PA      | $87796.63     | 0.02%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| First Interstate BancSystem, Inc.                   | First Interstate BancSystem, Inc., Class A                                        | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      5090 | NS      | $146693.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                         | FedEx Corp.                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       744 | NS      | $169118.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                        | Zimmer Biomet Holdings, Inc.                                                      | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85141.42     | 0.02%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                         | Prologis LP                                                                       | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209301.06    | 0.04%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                      | Synopsys, Inc.                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       373 | NS      | $191229.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                             | First Financial Bancorp                                                           | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      6105 | NS      | $148107.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                           | KLA Corp.                                                                         | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18118.32     | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                         | Novartis AG (Registered)                                                          | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      9592 | NS      | $1164249.23   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp.                                         | Dover Corp.                                                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      1011 | NS      | $185245.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                   | Canadian Pacific Kansas City Ltd.                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5464 | NS      | $434070.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $108.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                           | Prosus NV                                                                         | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      4664 | NS      | $261680.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LDHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $407818.54    | 0.09%             | 2033-09-01      | Fixed         | 1.82%                 | 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      | $-35.78       | -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      | $-407.37      | -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      | $-12693.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                    | PG&E Energy Recovery Funding LLC, Series A-3                                      | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $30084.78     | 0.01%             | 2046-07-15      | Fixed         | 2.82%                 | 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      | $3749.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC            | Sierra Timeshare Receivables Funding LLC, Series 2022-2A, Class A                 | CUSIP: 82650TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37459 | PA      | $37443.70     | 0.01%             | 2040-06-20      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Barratt Redrow plc                                  | Barratt Redrow plc                                                                | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |     29448 | NS      | $184403.15    | 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      | $597.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                       | Severstal PAO                                                                     | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |      1930 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Keyence Corp.                                       | Keyence Corp.                                                                     | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |      2500 | NS      | $999570.73    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                    | McDonald's Corp.                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      7018 | NS      | $2050449.06   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Credit Owner Trust                           | Kubota Credit Owner Trust, Series 2023-1A, Class A3                               | CUSIP: 50117KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123516 | PA      | $123891.65    | 0.03%             | 2027-06-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2024-2A, Class A                        | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203960.08    | 0.04%             | 2034-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                | Kontoor Brands, Inc.                                                              | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      1132 | NS      | $74678.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                 | Kinder Morgan, Inc.                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      4682 | NS      | $137650.80    | 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      | $3920.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                | American Express Co.                                                              | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101235.62    | 0.02%             | 2035-07-26      | Variable      | 5.28%                 | 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      | $127.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co. (The)                                      | Toro Co. (The)                                                                    | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1461 | NS      | $103263.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnitogorsk Iron & Steel Works PJSC                | Magnitogorsk Iron & Steel Works PJSC                                              | CUSIP: N/A<br>LEI: 253400XSJ4C01YMCXG44       | Long             | EC               | CORP              | RU        |     18733 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| American Express Co.                                | American Express Co.                                                              | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32437.08     | 0.01%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Portland General Electric Co.                       | Portland General Electric Co.                                                     | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      3356 | NS      | $136354.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                   | Yum! Brands, Inc.                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      5735 | NS      | $849812.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                               | Quaker Chemical Corp.                                                             | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      1390 | NS      | $155596.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                                  | DT Midstream, Inc.                                                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1187 | NS      | $130463.17    | 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      | $-851.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                   | Siemens Energy AG                                                                 | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |      1730 | NS      | $202204.00    | 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      | $-5358.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $104705.93    | 0.02%             | 2042-04-22      | Variable      | 3.21%                 | 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      | $283.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                             | Bath & Body Works, Inc.                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      2753 | NS      | $82479.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                          | US Bancorp                                                                        | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33221.62     | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                               | Dominion Energy, Inc.                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     10964 | NS      | $619685.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Disco Corp.                                         | Disco Corp.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $562862.53    | 0.12%             |  |  |  | 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      | $10341.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                             | Uber Technologies, Inc.                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24555.91     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                    | CVS Health Corp.                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1930 | NS      | $133131.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                                    | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $208060.79    | 0.04%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                               | Silgan Holdings, Inc.                                                             | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1842 | NS      | $99799.56     | 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      | $-113.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                         | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35275.17     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 9128337N4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $125471.25    | 0.03%             | 2030-11-15      | None          | 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      | $16616.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA I, 30 Year                                                                   | CUSIP: 36206XF24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.16         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)            | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126627.06    | 0.03%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QMKG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1140898 | PA      | $996248.05    | 0.21%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                       | Entergy Corp.                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      3016 | NS      | $250689.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WRKCo, Inc.                                         | WRKCo, Inc.                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167773.79    | 0.04%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                  | ConocoPhillips Co.                                                                | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     68000 | PA      | $64519.69     | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Moran Foods Backstop Equity                         | Moran Foods Backstop Equity                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    359350 | NS      | $0.36         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Commonwealth Edison Co.                             | Commonwealth Edison Co.                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61089.42     | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3333.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLG Office Trust                                    | SLG Office Trust, Series 2021-OVA, Class A                                        | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $206117.25    | 0.04%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12090.03    | -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      | $-10324.89    | -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      | $-457.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 5190, Class PH                                               | CUSIP: 3137H5HE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    526009 | PA      | $483130.36    | 0.10%             | 2052-02-25      | 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      | $-171.82      | -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      | $589.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward, Inc.                                      | Woodward, Inc.                                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       660 | NS      | $161759.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140NYM32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $498795.58    | 0.11%             | 2032-06-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                         | Shin-Etsu Chemical Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      3300 | NS      | $108972.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First Hawaiian, Inc.                                | First Hawaiian, Inc.                                                              | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      6260 | NS      | $156249.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.                    | Fortune Brands Innovations, Inc.                                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      3307 | NS      | $170244.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Recovery Funding LLC                           | PG&E Recovery Funding LLC, Series A-3                                             | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $149390.78    | 0.03%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140M3AF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451139 | PA      | $375977.65    | 0.08%             | 2051-12-01      | 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      | $-169008.06   | -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      | $39504.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                             | Duke Energy Indiana LLC                                                           | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9526.30      | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                | American Tower Corp.                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      3767 | NS      | $832582.34    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                       | UniCredit SpA                                                                     | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    217000 | PA      | $196514.44    | 0.04%             | 2032-06-03      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $1722546.87   | 0.37%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                      | M&T Bank Corp.                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1798 | NS      | $348794.02    | 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      | $-6771.00     | -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      | $-681.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                       | Cencora, Inc.                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       828 | NS      | $248275.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2024-2, Class C                    | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48000 | PA      | $49077.47     | 0.01%             | 2030-06-17      | Fixed         | 5.84%                 | 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      | $28105.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140JBPU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1604787 | PA      | $1496735.80   | 0.32%             | 2059-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                                  | Aker Solutions ASA                                                                | CUSIP: N/A<br>LEI: 5967007LIEEXZXG42836       | Long             | EC               | CORP              | NO        |     38251 | NS      | $132008.31    | 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      | $15367.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                          | Corebridge Financial, Inc.                                                        | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    123000 | PA      | $98269.84     | 0.02%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                  | Vail Resorts, Inc.                                                                | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       581 | NS      | $91292.53     | 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      | $17266.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                           | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    153000 | PA      | $140386.25    | 0.03%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6069.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                       | Equinix, Inc.                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    183000 | PA      | $171226.59    | 0.04%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                          | Packaging Corp. of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       487 | NS      | $91775.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                   | Lowe's Cos., Inc.                                                                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179193.53    | 0.04%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2024-1A, Class C                      | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102000 | PA      | $102795.15    | 0.02%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                   | NatWest Group plc                                                                 | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    154602 | NS      | $1085762.76   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                             | Texas Instruments, Inc.                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1155 | NS      | $239801.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2024-3A, Class C                      | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50582.87     | 0.01%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-131.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flowco Holdings, Inc.                               | Flowco Holdings, Inc., Class A                                                    | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4459 | NS      | $79414.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp.                                   | Bridgestone Corp.                                                                 | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |      1300 | NS      | $53159.86     | 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      | $82.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                    | Salesforce, Inc.                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3942 | NS      | $1074943.98   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PHH Mortgage Trust                                  | PHH Mortgage Trust, Series 2008-CIM2, Class 5A1                                   | CUSIP: 69338AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1063 | PA      | $1167.50      | 0.00%             | 2038-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc                   | InterContinental Hotels Group plc                                                 | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      3117 | NS      | $356382.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                     | Air Lease Corp.                                                                   | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      1708 | NS      | $99900.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duquesne Light Holdings, Inc.                       | Duquesne Light Holdings, Inc.                                                     | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    336000 | PA      | $289726.33    | 0.06%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.        | Fidelity National Information Services, Inc.                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     19317 | NS      | $1572596.97   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                         | Garmin Ltd.                                                                       | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       798 | NS      | $166558.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Games Workshop Group plc                            | Games Workshop Group plc                                                          | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |       500 | NS      | $111291.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Global Funding                               | Athene Global Funding                                                             | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139831.28    | 0.03%             | 2029-01-07      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3988.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology, Inc.                              | Align Technology, Inc.                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       653 | NS      | $123632.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings, Inc.            | CCC Intelligent Solutions Holdings, Inc.                                          | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11506 | NS      | $108271.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                              | Truist Financial Corp.                                                            | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63846.39     | 0.01%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                    | OneMain Financial Issuance Trust, Series 2020-2A, Class B                         | CUSIP: 682696AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $209434.76    | 0.04%             | 2035-09-14      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Long Gilt                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        54 | NC      | $192279.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                               | Lamar Advertising Co., Class A                                                    | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       932 | NS      | $113107.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                              | Envista Holdings Corp.                                                            | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      9372 | NS      | $183128.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                 | MTU Aero Engines AG                                                               | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |       401 | NS      | $178145.65    | 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      | $343.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1004414.06   | 0.22%             | 2029-11-30      | 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      | $41145.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                           | CSX Corp.                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     10911 | NS      | $356025.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                    | Pernod Ricard SA                                                                  | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      6240 | NS      | $622448.39    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                      | Synopsys, Inc.                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99425.84     | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                           | Mid-America Apartments LP                                                         | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119788.37    | 0.03%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC Gold Pools, Other                                                           | CUSIP: 3132XFJB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $927679.01    | 0.20%             | 2028-11-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                    | ASR Nederland NV                                                                  | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |      3204 | NS      | $212891.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-512.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                | American Tower Corp.                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167727.95    | 0.04%             | 2030-01-15      | Fixed         | 2.90%                 | 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      | $4126.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1905625.00   | 0.41%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Core Bond Fund                             | JPMorgan Core Bond Fund, Class R6                                                 | CUSIP: 4812C0100<br>LEI: DQ695W4P67V7A4LC6I09 | Long             |  | RF                | US        |   2653272 | NS      | $27434830.12  | 5.89%             |  |  |  | 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      | $29336.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit WestRock plc                                | Smurfit WestRock plc                                                              | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |      3297 | NS      | $142265.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                                    | BankUnited, Inc.                                                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      4592 | NS      | $163429.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                            | Palo Alto Networks, Inc.                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1723 | NS      | $352594.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.               | Applied Industrial Technologies, Inc.                                             | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       650 | NS      | $151092.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                       | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       100 | NS      | $79547.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LEBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $513832.47    | 0.11%             | 2031-11-01      | Fixed         | 1.77%                 | 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      | $397.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    553440 | PA      | $462964.50    | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Linde plc                                           | Linde plc                                                                         | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      1103 | NS      | $517505.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                  | Best Buy Co., Inc.                                                                | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1257 | NS      | $84382.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer