# EDGAR Filing Document

**Accession Number:** 0000764719
**File Stem:** 0001752724-23-068539
**Filing Date:** 2023-3
**Character Count:** 567241
**Document Hash:** 1e2d0efab86b59ddc4c8e142d256cfde
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-068539.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-068539

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST XV
- **CENTRAL INDEX KEY:** 0000764719
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04253
- **FILM NUMBER:** 23766991

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

![](imgbc4c31d31.gif)

### Quarterly Report
January 31, 2023

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

![](imgbf0e0aeb2.gif)

DTR-Q1

------

### Portfolio of Investments
1/31/23 (unaudited)

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

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – 75.0% | Common Stocks – 75.0% | Common Stocks – 75.0% |
| Aerospace & Defense – 1.8% | Aerospace & Defense – 1.8% |  |
| AeroVironment, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$24022 |
| CACI International, Inc., "A" (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84417 |
| General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606189 |
| Honeywell International, Inc. (f) | &nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338780 |
| Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218098 |
| KBR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129868 |
| Kratos Defense & Security Solutions, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14908 |
| L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41031 |
| Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67409 |
| MTU Aero Engines Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143926 |
| Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375009 |
| Raytheon Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44833 |
| Rolls-Royce Holdings PLC (a) | &nbsp;&nbsp;125837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164849 |
| Singapore Technologies Engineering Ltd. | &nbsp;&nbsp;&nbsp;37500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105561 |
| Teledyne Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78064 |
| Textron, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320904 |
| Thales S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21932 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$2779800 |
| Airlines – 0.1% | Airlines – 0.1% |  |
| Alaska Air Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$24284 |
| Delta Air Lines, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31436 |
| Ryanair Holdings PLC, ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32410 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$88130 |
| Alcoholic Beverages – 0.9% | Alcoholic Beverages – 0.9% |  |
| Carlsberg Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$33796 |
| China Resources Beer Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105253 |
| Constellation Brands, Inc., "A" | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26856 |
| Diageo PLC | &nbsp;&nbsp;&nbsp;&nbsp;8204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356024 |
| Kirin Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41585 |
| Pernod Ricard S.A. | &nbsp;&nbsp;&nbsp;&nbsp;4081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844385 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1407899 |
| Apparel Manufacturers – 1.2% | Apparel Manufacturers – 1.2% |  |
| Burberry Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$29138 |
| Canada Goose Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44365 |
| Compagnie Financiere Richemont S.A. | &nbsp;&nbsp;&nbsp;&nbsp;1928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297270 |
| LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;1124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981909 |
| NIKE, Inc., "B" | &nbsp;&nbsp;&nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155597 |
| On Holding AG (a) | &nbsp;&nbsp;&nbsp;&nbsp;1921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44567 |
| PVH Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100508 |
| Skechers USA, Inc., "A" (a) | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174544 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1827898 |
| Automotive – 1.2% | Automotive – 1.2% |  |
| Allison Transmission Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$139838 |
| Aptiv PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49986 |
| Bridgestone Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37420 |
| Compagnie Generale des Etablissements Michelin | &nbsp;&nbsp;&nbsp;&nbsp;1443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45794 |
| Copart, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142479 |
| General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;9593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377197 |
| Koito Manufacturing Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48983 |
| Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34258 |
| LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136551 |
| Methode Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109515 |
| NGK Spark Plug Co. Ltd | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76136 |
| Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158527 |
| Stanley Electric Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58070 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – 75.0% | Common Stocks – 75.0% | Common Stocks – 75.0% |
| Automotive – continued | Automotive – continued |  |
| Tesla, Inc. (a) | &nbsp;&nbsp;&nbsp;1494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$258791 |
| Visteon Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93179 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1766724 |
| Biotechnology – 0.5% | Biotechnology – 0.5% |  |
| Abcam PLC, ADR (a) | &nbsp;&nbsp;&nbsp;3321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$46062 |
| Adaptive Biotechnologies Corp. (a) | &nbsp;&nbsp;&nbsp;1426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13219 |
| AlloVir, Inc. (a) | &nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6185 |
| BioAtla, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2577 |
| Biogen, Inc. (a) | &nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321154 |
| BioXcel Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12977 |
| Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp;2644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221937 |
| Immunocore Holdings PLC, ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28674 |
| Lyell Immunopharma, Inc. (a)(l) | &nbsp;&nbsp;&nbsp;1357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4438 |
| MaxCyte, Inc. (a)(l) | &nbsp;&nbsp;&nbsp;2549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14886 |
| Moderna, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18310 |
| Oxford Nanopore Technologies PLC (a) | &nbsp;&nbsp;&nbsp;4476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13144 |
| Prelude Therapeutics, Inc. (a)(l) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4185 |
| Sana Biotechnology, Inc. (a) | &nbsp;&nbsp;&nbsp;1048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4779 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$712527 |
| Broadcasting – 0.0% | Broadcasting – 0.0% |  |
| Nippon Television Holdings, Inc. | &nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$27464 |
| Warner Bros. Discovery, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7158 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$34622 |
| Brokerage & Asset Managers – 2.2% | Brokerage & Asset Managers – 2.2% |  |
| ASX Ltd. | &nbsp;&nbsp;&nbsp;1439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$70458 |
| BlackRock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228522 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36741 |
| Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;2208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170943 |
| Citigroup, Inc. | &nbsp;&nbsp;11346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592488 |
| CME Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32682 |
| Computershare Ltd. | &nbsp;&nbsp;&nbsp;9092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152418 |
| Deutsche Boerse AG | &nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206386 |
| Euronext N.V. | &nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95956 |
| Evercore Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33621 |
| Focus Financial Partners, "A" (a) | &nbsp;&nbsp;&nbsp;2264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102220 |
| GCM Grosvenor, Inc., "A" (l) | &nbsp;&nbsp;&nbsp;4242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38008 |
| Hamilton Lane, Inc., "A" | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77393 |
| Hong Kong Exchanges & Clearing Ltd. | &nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76402 |
| Invesco Ltd. | &nbsp;&nbsp;&nbsp;1233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22823 |
| London Stock Exchange Group PLC | &nbsp;&nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99773 |
| NASDAQ, Inc. | &nbsp;&nbsp;&nbsp;7585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456541 |
| Omni Bridgeway Ltd. (a) | &nbsp;&nbsp;23209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66689 |
| Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;4478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504984 |
| Schroders PLC | &nbsp;&nbsp;14123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83555 |
| TMX Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82890 |
| TPG, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23932 |
| WisdomTree Investments, Inc. | &nbsp;&nbsp;11327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65244 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$3320669 |
| Business Services – 3.5% | Business Services – 3.5% |  |
| Accenture PLC, "A" | &nbsp;&nbsp;&nbsp;3976 | &nbsp;&nbsp;&nbsp;&nbsp;$1109503 |
| Amdocs Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50929 |
| Bunzl PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35900 |
| CoStar Group, Inc. (a) | &nbsp;&nbsp;&nbsp;5515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429618 |
| Dropbox, Inc. (a) | &nbsp;&nbsp;&nbsp;9595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222892 |
| Equifax, Inc. (f) | &nbsp;&nbsp;&nbsp;2292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509282 |
| ExlService Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91442 |
| Experian PLC | &nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146790 |
| Fidelity National Information Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39471 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – 75.0% | Common Stocks – 75.0% | Common Stocks – 75.0% |
| Business Services – continued | Business Services – continued |  |
| Fiserv, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22616 |
| Global Payments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38550 |
| GoDaddy, Inc. (a) | &nbsp;&nbsp;&nbsp;6753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554624 |
| HireRight Holdings Corp. (a) | &nbsp;&nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20569 |
| Intertek Group PLC | &nbsp;&nbsp;&nbsp;2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110349 |
| Keywords Studios PLC | &nbsp;&nbsp;&nbsp;1491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52204 |
| Morningstar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87922 |
| MSCI, Inc. | &nbsp;&nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568238 |
| Nomura Research Institute Ltd. | &nbsp;&nbsp;&nbsp;2797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67102 |
| Payoneer Global, Inc. (a) | &nbsp;&nbsp;&nbsp;6384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38049 |
| Remitly Global, Inc. (a) | &nbsp;&nbsp;&nbsp;3886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46865 |
| Secom Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29781 |
| SGS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177958 |
| TaskUs, Inc., "A" (a) | &nbsp;&nbsp;&nbsp;3994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74488 |
| Thoughtworks Holding, Inc. (a) | &nbsp;&nbsp;&nbsp;9877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106672 |
| Verisk Analytics, Inc., "A" | &nbsp;&nbsp;&nbsp;1967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357581 |
| WEX, Inc. (a) | &nbsp;&nbsp;&nbsp;1264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233802 |
| WNS (Holdings) Ltd., ADR (a) | &nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127519 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$5350716 |
| Cable TV – 0.5% | Cable TV – 0.5% |  |
| Cable One, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$26066 |
| Charter Communications, Inc., "A" (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350875 |
| Comcast Corp., "A" | &nbsp;&nbsp;&nbsp;9162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360525 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$737466 |
| Chemicals – 0.4% | Chemicals – 0.4% |  |
| Avient Corp. | &nbsp;&nbsp;&nbsp;1386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$56161 |
| Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55635 |
| Element Solutions, Inc. | &nbsp;&nbsp;&nbsp;7049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144364 |
| Givaudan S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172023 |
| IMCD Group N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101182 |
| Ingevity Corp. (a) | &nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93569 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$622934 |
| Computer Software – 5.6% | Computer Software – 5.6% |  |
| ACI Worldwide, Inc. (a) | &nbsp;&nbsp;&nbsp;1726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$48207 |
| Adobe Systems, Inc. (a)(f) | &nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385154 |
| Alkami Technology, Inc. (a) | &nbsp;&nbsp;&nbsp;3249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53186 |
| ANSYS, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185653 |
| Atlassian Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143195 |
| Autodesk, Inc. (a) | &nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266798 |
| Black Knight, Inc. (a) | &nbsp;&nbsp;&nbsp;2292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138872 |
| Cadence Design Systems, Inc.(a)(f)(s) | &nbsp;&nbsp;&nbsp;4303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786717 |
| Check Point Software Technologies Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21751 |
| Computer Modelling Group Ltd. | &nbsp;&nbsp;28400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132123 |
| CrowdStrike Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89486 |
| Dassault Systemes SE | &nbsp;&nbsp;&nbsp;5806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215790 |
| Definitive Healthcare Corp. (a) | &nbsp;&nbsp;&nbsp;2572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31841 |
| DoubleVerify Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40785 |
| Dun & Bradstreet Holdings, Inc. | &nbsp;&nbsp;&nbsp;1746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25579 |
| Elastic N.V. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10297 |
| EMIS Group PLC | &nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88560 |
| Everbridge, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17706 |
| Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194428 |
| Kinaxis, Inc. (a) | &nbsp;&nbsp;&nbsp;1486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172718 |
| Microsoft Corp. (f)(s) | &nbsp;&nbsp;13506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3346922 |
| NAVER Corp. | &nbsp;&nbsp;&nbsp;1374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228946 |
| nCino, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26541 |
| NetEase.com, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53432 |
| NICE Systems Ltd., ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125910 |
| Nuantix. Inc. (a) | &nbsp;&nbsp;&nbsp;3058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85226 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – 75.0% | Common Stocks – 75.0% | Common Stocks – 75.0% |
| Computer Software – continued | Computer Software – continued |  |
| OBIC Co. Ltd. | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$208009 |
| Open Lending Corp., "A" (a) | &nbsp;&nbsp;&nbsp;2082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18259 |
| Palo Alto Networks, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150867 |
| Paycor HCM, Inc. (a) | &nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39925 |
| Paylocity Holding Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23537 |
| Procore Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47054 |
| Sabre Corp. (a) | &nbsp;&nbsp;&nbsp;9028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61481 |
| Salesforce, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60637 |
| SAP SE | &nbsp;&nbsp;&nbsp;4835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569066 |
| Synopsys, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312007 |
| Wisetech Global Ltd. | &nbsp;&nbsp;&nbsp;1513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65546 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$8472211 |
| Computer Software - Systems – 3.2% | Computer Software - Systems – 3.2% |  |
| Alten S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$97692 |
| Amadeus IT Group S.A. (a) | &nbsp;&nbsp;&nbsp;6805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428082 |
| Apple, Inc. (f) | &nbsp;&nbsp;17715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2556097 |
| Cancom SE | &nbsp;&nbsp;&nbsp;1377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47306 |
| Constellation Software, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132507 |
| Five9, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56643 |
| Fujitsu Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100247 |
| Hitachi Ltd. | &nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624852 |
| Nuvei Corp. (a) | &nbsp;&nbsp;&nbsp;1354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47837 |
| Q2 Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46953 |
| Rapid7, Inc. (a) | &nbsp;&nbsp;&nbsp;1187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47326 |
| Samsung Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;5724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286108 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25282 |
| ServiceNow, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114693 |
| Softchoice Corp. | &nbsp;&nbsp;&nbsp;2534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35004 |
| Temenos AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41758 |
| Venture Corp. Ltd. | &nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91806 |
| Verint Systems, Inc. (a) | &nbsp;&nbsp;&nbsp;1198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45488 |
| Zebra Technologies Corp., "A" (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45214 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$4870895 |
| Conglomerates – 0.1% | Conglomerates – 0.1% |  |
| Ansell Ltd. | &nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$99151 |
| Construction – 1.1% | Construction – 1.1% |  |
| AZEK Co., Inc. (a) | &nbsp;&nbsp;&nbsp;3285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$79267 |
| Essex Property Trust, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27354 |
| Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26643 |
| Masco Corp. | &nbsp;&nbsp;&nbsp;1256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66819 |
| Mid-America Apartment Communities, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24008 |
| Sherwin-Williams Co. (f) | &nbsp;&nbsp;&nbsp;2089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494236 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33313 |
| Techtronic Industries Co. Ltd. | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77357 |
| Toll Brothers, Inc. (f) | &nbsp;&nbsp;&nbsp;5791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344507 |
| Trex Co., Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23249 |
| Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;2805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514241 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1710994 |
| Consumer Products – 1.5% | Consumer Products – 1.5% |  |
| Church & Dwight Co., Inc. | &nbsp;&nbsp;&nbsp;1419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$114740 |
| Colgate-Palmolive Co. (f) | &nbsp;&nbsp;&nbsp;5592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416772 |
| Estee Lauder Cos., Inc., "A" | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193125 |
| International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55555 |
| Kao Corp. | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40775 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25482 |
| Kobayashi Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251527 |
| L'Oréal S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259828 |
| Newell Brands, Inc. | &nbsp;&nbsp;&nbsp;4476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71437 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – 75.0% | Common Stocks – 75.0% | Common Stocks – 75.0% |
| Consumer Products – continued | Consumer Products – continued |  |
| Prestige Consumer Healthcare, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$50109 |
| Reckitt Benckiser Group PLC | &nbsp;&nbsp;11483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817725 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$2297075 |
| Consumer Services – 1.1% | Consumer Services – 1.1% |  |
| Airbnb, Inc., "A" (a)(f) | &nbsp;&nbsp;&nbsp;2472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$274664 |
| Asante, Inc. | &nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83303 |
| Booking Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749703 |
| Boyd Group Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40526 |
| Bright Horizons Family Solutions, Inc. (a) | &nbsp;&nbsp;&nbsp;2746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210838 |
| Carsales.com Ltd. | &nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26357 |
| European Wax Center, Inc., "A" | &nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46912 |
| Grand Canyon Education, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36833 |
| Meitec Corp. | &nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118484 |
| Persol Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28490 |
| Seek Ltd. | &nbsp;&nbsp;&nbsp;1174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20349 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1636459 |
| Containers – 0.2% | Containers – 0.2% |  |
| Ardagh Metal Packaging S.A. (l) | &nbsp;&nbsp;&nbsp;5693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$31995 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33341 |
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34118 |
| Graphic Packaging Holding Co. | &nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104912 |
| Pactiv Evergreen, Inc. | &nbsp;&nbsp;&nbsp;1463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16839 |
| Silgan Holdings, Inc. | &nbsp;&nbsp;&nbsp;1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55022 |
| Verallia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36722 |
| WestRock Co. | &nbsp;&nbsp;&nbsp;1304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51169 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$364118 |
| Electrical Equipment – 1.9% | Electrical Equipment – 1.9% |  |
| AMETEK, Inc. | &nbsp;&nbsp;&nbsp;2787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$403892 |
| Berry Global, Inc. | &nbsp;&nbsp;&nbsp;1829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112904 |
| Hubbell, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68673 |
| Johnson Controls International PLC | &nbsp;&nbsp;&nbsp;1853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128913 |
| Legrand S.A. | &nbsp;&nbsp;&nbsp;3404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304258 |
| Littlefuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32600 |
| nVent Electric PLC | &nbsp;&nbsp;&nbsp;1121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44560 |
| Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79814 |
| Schneider Electric SE | &nbsp;&nbsp;&nbsp;8335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351581 |
| Sensata Technologies Holding PLC | &nbsp;&nbsp;&nbsp;2978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151431 |
| TE Connectivity Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65355 |
| TriMas Corp. | &nbsp;&nbsp;&nbsp;1678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51666 |
| Vertiv Holdings Co. | &nbsp;&nbsp;&nbsp;2833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40285 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$2835932 |
| Electronics – 2.8% | Electronics – 2.8% |  |
| Advanced Energy Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$39878 |
| Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352199 |
| Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;4344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484313 |
| ASM International N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121686 |
| ASM Pacific Technology Ltd. | &nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43791 |
| ASML Holding N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36424 |
| ASML Holding N.V., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229972 |
| Cohu, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33951 |
| Corning, Inc. | &nbsp;&nbsp;&nbsp;1126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38971 |
| Flex Ltd. (a) | &nbsp;&nbsp;&nbsp;1858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43384 |
| Formfactor, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26001 |
| Intel Corp. | &nbsp;&nbsp;&nbsp;5565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157267 |
| Kyocera Corp. | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51994 |
| Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143029 |
| Marvell Technology, Inc. | &nbsp;&nbsp;&nbsp;1201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51823 |
| Melexis N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35146 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – 75.0% | Common Stocks – 75.0% | Common Stocks – 75.0% |
| Electronics – continued | Electronics – continued |  |
| Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;4523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$272737 |
| Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206029 |
| NVIDIA Corp. (f) | &nbsp;&nbsp;&nbsp;2262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441927 |
| NXP Semiconductors N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155373 |
| ON Semiconductor Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49285 |
| Plexus Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36380 |
| Taiwan Semiconductor Manufacturing Co. Ltd. | &nbsp;&nbsp;&nbsp;3654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64465 |
| Taiwan Semiconductor Manufacturing Co. Ltd., ADR | &nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711703 |
| Texas Instruments, Inc. (f) | &nbsp;&nbsp;&nbsp;2428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430266 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$4257994 |
| Energy - Independent – 1.8% | Energy - Independent – 1.8% |  |
| Chesapeake Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$27230 |
| CNX Resources Corp. (a) | &nbsp;&nbsp;&nbsp;2902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48550 |
| ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87746 |
| Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57612 |
| Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp;1264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184696 |
| Hess Corp. | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303323 |
| Magnolia Oil & Gas Corp., "A" | &nbsp;&nbsp;&nbsp;4654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109881 |
| Matador Resources Co. | &nbsp;&nbsp;&nbsp;1147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75885 |
| Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98666 |
| Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;1812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417394 |
| Reliance Industries Ltd. | &nbsp;&nbsp;&nbsp;9672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278575 |
| Valero Energy Corp. | &nbsp;&nbsp;&nbsp;3088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432413 |
| Viper Energy Partners LP | &nbsp;&nbsp;&nbsp;1573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49943 |
| Woodside Energy Group Ltd. | &nbsp;&nbsp;19096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495706 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$2667620 |
| Energy - Integrated – 0.9% | Energy - Integrated – 0.9% |  |
| Eni S.p.A. | &nbsp;&nbsp;&nbsp;5026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$77515 |
| Exxon Mobil Corp. (f) | &nbsp;&nbsp;&nbsp;1514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175639 |
| Galp Energia SGPS S.A., "B" | &nbsp;&nbsp;&nbsp;6826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93318 |
| Idemitsu Kosan Co. Ltd. | &nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47377 |
| Shell PLC | &nbsp;&nbsp;&nbsp;8019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235536 |
| TotalEnergies SE | &nbsp;&nbsp;10648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661532 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1290917 |
| Energy - Renewables – 0.1% | Energy - Renewables – 0.1% |  |
| AES Corp. | &nbsp;&nbsp;&nbsp;2201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$60330 |
| Enphase Energy, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88773 |
| Generac Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3618 |
| Orsted A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23888 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$176609 |
| Engineering - Construction – 0.1% | Engineering - Construction – 0.1% |  |
| EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$115487 |
| Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53497 |
| Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36982 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$205966 |
| Entertainment – 0.1% | Entertainment – 0.1% |  |
| Live Nation Entertainment, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$43706 |
| Manchester United PLC, "A" | &nbsp;&nbsp;&nbsp;3732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84156 |
| Vivid Seats, Inc., "A" (l) | &nbsp;&nbsp;&nbsp;4819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41010 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$168872 |
| Food & Beverages – 2.6% | Food & Beverages – 2.6% |  |
| Archer Daniels Midland Co. | &nbsp;&nbsp;&nbsp;5079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$420795 |
| Britvic PLC | &nbsp;&nbsp;&nbsp;7283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69766 |
| Chocoladefabriken Lindt & Sprungli AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395628 |
| Coca-Cola Europacific Partners PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36599 |
| Danone S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45123 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – 75.0% | Common Stocks – 75.0% | Common Stocks – 75.0% |
| Food & Beverages – continued | Food & Beverages – continued |  |
| Duckhorn Portfolio, Inc. (a) | &nbsp;&nbsp;&nbsp;3113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$50368 |
| Hostess Brands, Inc. (a) | &nbsp;&nbsp;&nbsp;1876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43392 |
| Ingredion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56026 |
| J.M. Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40645 |
| Kellogg Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28324 |
| Kerry Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46469 |
| Mondelez International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34029 |
| Morinaga & Co. Ltd. | &nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94872 |
| Nestle S.A. | &nbsp;&nbsp;11684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425815 |
| Nestle S.A., ADR | &nbsp;&nbsp;&nbsp;2654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324359 |
| Nomad Foods Ltd. (a) | &nbsp;&nbsp;&nbsp;3238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57604 |
| Oatly Group AB, ADR (a)(l) | &nbsp;&nbsp;&nbsp;5716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13947 |
| PepsiCo, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53016 |
| S Foods, Inc. | &nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89149 |
| Toyo Suisan Kaisha Ltd. | &nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282016 |
| Tyson Foods, Inc., "A" | &nbsp;&nbsp;&nbsp;6271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412318 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$4020260 |
| Food & Drug Stores – 0.3% | Food & Drug Stores – 0.3% |  |
| Albertsons Cos., Inc., "A" | &nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$34662 |
| JM Holdings Co. Ltd. (l) | &nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102805 |
| Kroger Co. | &nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125410 |
| Ocado Group PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3995 |
| Patlac Corp. | &nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75914 |
| Sugi Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17490 |
| Sundrug Co. Ltd. | &nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110400 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$470676 |
| Forest & Paper Products – 0.1% | Forest & Paper Products – 0.1% |  |
| Suzano Papel e Celulose S.A., ADR | &nbsp;&nbsp;&nbsp;8557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$78553 |
| Furniture & Appliances – 0.0% | Furniture & Appliances – 0.0% |  |
| Howden Joinery Group PLC | &nbsp;&nbsp;&nbsp;7374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$62853 |
| Gaming & Lodging – 0.9% | Gaming & Lodging – 0.9% |  |
| Aristocrat Leisure Ltd. | &nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$42546 |
| Flutter Entertainment PLC (a) | &nbsp;&nbsp;&nbsp;3182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494721 |
| Genius Sports Ltd. (a) | &nbsp;&nbsp;&nbsp;5168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28372 |
| Hyatt Hotels Corp. (a) | &nbsp;&nbsp;&nbsp;2243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244756 |
| International Game Technology PLC | &nbsp;&nbsp;&nbsp;4882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129129 |
| Marriott International, Inc., "A" | &nbsp;&nbsp;&nbsp;1790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311782 |
| Penn Entertainment, Inc. (a) | &nbsp;&nbsp;&nbsp;2383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84477 |
| Whitbread PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33847 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1369630 |
| General Merchandise – 0.3% | General Merchandise – 0.3% |  |
| Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$24995 |
| Dollar Tree, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67581 |
| Dollarama, Inc. | &nbsp;&nbsp;&nbsp;2633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157460 |
| Five Below, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125375 |
| Ollie's Bargain Outlet Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83235 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$458646 |
| Health Maintenance Organizations – 0.8% | Health Maintenance Organizations – 0.8% |  |
| Cigna Corp. | &nbsp;&nbsp;&nbsp;2309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$731191 |
| Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27999 |
| Humana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130484 |
| Molina Healthcare, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72033 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221640 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1183347 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – 75.0% | Common Stocks – 75.0% | Common Stocks – 75.0% |
| Insurance – 4.0% | Insurance – 4.0% |  |
| AIA Group Ltd. | &nbsp;&nbsp;64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$722751 |
| American International Group, Inc. | &nbsp;&nbsp;&nbsp;9752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616521 |
| Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330863 |
| Aon PLC | &nbsp;&nbsp;&nbsp;2523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804030 |
| Arthur J. Gallagher & Co. | &nbsp;&nbsp;&nbsp;1597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312565 |
| Assurant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51843 |
| Beazley PLC | &nbsp;&nbsp;35370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290740 |
| Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56190 |
| Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28514 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45209 |
| Equitable Holdings, Inc. | &nbsp;&nbsp;19619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629181 |
| Everest Re Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332905 |
| Hanover Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59081 |
| Hartford Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;1086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84284 |
| Hiscox Ltd. | &nbsp;&nbsp;&nbsp;2558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35683 |
| Marsh & McLennan Cos., Inc. | &nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383053 |
| MetLife, Inc. (f) | &nbsp;&nbsp;&nbsp;5717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417455 |
| Progressive Corp. | &nbsp;&nbsp;&nbsp;3494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476407 |
| Selective Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54625 |
| Steadfast Group Ltd. | &nbsp;&nbsp;16251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60445 |
| Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47932 |
| Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129637 |
| Zurich Insurance Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91002 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$6060916 |
| Internet – 2.8% | Internet – 2.8% |  |
| Alphabet, Inc., "A" (a)(s) | &nbsp;&nbsp;15489 | &nbsp;&nbsp;&nbsp;&nbsp;$1530933 |
| Alphabet, Inc., "C" (a) | &nbsp;&nbsp;12588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257163 |
| Gartner, Inc. (a) | &nbsp;&nbsp;&nbsp;2004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677633 |
| MakeMyTrip Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27212 |
| Meta Platforms, Inc., "A" (a)(f) | &nbsp;&nbsp;&nbsp;2476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368850 |
| Tencent Holdings Ltd. | &nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424063 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$4285854 |
| Leisure & Toys – 0.5% | Leisure & Toys – 0.5% |  |
| Brunswick Corp. | &nbsp;&nbsp;&nbsp;3256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$274578 |
| Corsair Gaming, Inc. (a) | &nbsp;&nbsp;&nbsp;1129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17759 |
| Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp;1354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174233 |
| Funko, Inc., "A" (a) | &nbsp;&nbsp;&nbsp;3684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44576 |
| Hayward Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;1712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23095 |
| Mattel, Inc. (a) | &nbsp;&nbsp;&nbsp;1758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35969 |
| Take-Two Interactive Software, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101794 |
| VTech Holdings Ltd. | &nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118250 |
| Yamaha Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27230 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$817484 |
| Machinery & Tools – 2.7% | Machinery & Tools – 2.7% |  |
| AGCO Corp. (f) | &nbsp;&nbsp;&nbsp;4192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$579041 |
| Azbil Corp. | &nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64923 |
| BELIMO Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192820 |
| Cummins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163948 |
| Daikin Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104469 |
| Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;1836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297818 |
| ESAB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52260 |
| Flowserve Corp. | &nbsp;&nbsp;&nbsp;1387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47740 |
| GEA Group AG | &nbsp;&nbsp;11516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517686 |
| IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153635 |
| Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235804 |
| Ingersoll Rand, Inc. | &nbsp;&nbsp;&nbsp;1017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56952 |
| ITT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62831 |
| Kubota Corp. | &nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64530 |
| PACCAR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51813 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – 75.0% | Common Stocks – 75.0% | Common Stocks – 75.0% |
| Machinery & Tools – continued | Machinery & Tools – continued |  |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$110525 |
| Ritchie Bros. Auctioneers, Inc. | &nbsp;&nbsp;&nbsp;1331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80486 |
| Ritchie Bros. Auctioneers, Inc. | &nbsp;&nbsp;&nbsp;5609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339183 |
| Schindler Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59008 |
| SIG Combibloc Group AG | &nbsp;&nbsp;&nbsp;5526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137028 |
| SMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101674 |
| Spirax-Sarco Engineering PLC | &nbsp;&nbsp;&nbsp;2880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411200 |
| Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55257 |
| Toyota Industries Corp. | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60856 |
| Wabtec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97374 |
| Weir Group PLC | &nbsp;&nbsp;&nbsp;1859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40931 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$4139792 |
| Major Banks – 2.1% | Major Banks – 2.1% |  |
| Bank of America Corp. | &nbsp;&nbsp;&nbsp;5653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$200568 |
| Bank of Ireland Group PLC | &nbsp;&nbsp;33996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362623 |
| BNP Paribas | &nbsp;&nbsp;&nbsp;1881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128933 |
| Comerica, Inc. | &nbsp;&nbsp;&nbsp;2248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164801 |
| DBS Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243640 |
| JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;5989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838221 |
| Mitsubishi UFJ Financial Group, Inc. | &nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67527 |
| Morgan Stanley | &nbsp;&nbsp;&nbsp;4662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453753 |
| NatWest Group PLC | &nbsp;&nbsp;31906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121392 |
| PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35071 |
| Resona Holdings, Inc. | &nbsp;&nbsp;64800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358890 |
| State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30048 |
| UBS AG | &nbsp;&nbsp;&nbsp;5924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126136 |
| Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38996 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$3170599 |
| Medical & Health Technology & Services – 1.5% | Medical & Health Technology & Services – 1.5% |  |
| AmerisourceBergen Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$60995 |
| Certara, Inc. (a) | &nbsp;&nbsp;&nbsp;2784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54010 |
| CVS Health Corp. (f) | &nbsp;&nbsp;&nbsp;2987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263513 |
| HealthEquity, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34380 |
| ICON PLC (a) | &nbsp;&nbsp;&nbsp;2151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496257 |
| Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44625 |
| McKesson Corp. | &nbsp;&nbsp;&nbsp;2484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940641 |
| Medpace Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177298 |
| Premier, Inc., "A" | &nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41867 |
| Syneos Health, Inc. (a) | &nbsp;&nbsp;&nbsp;2571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92350 |
| Universal Health Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49206 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$2255142 |
| Medical Equipment – 2.8% | Medical Equipment – 2.8% |  |
| Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;1391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$211543 |
| Agiliti Health, Inc. (a) | &nbsp;&nbsp;&nbsp;1322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24391 |
| Becton, Dickinson and Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35563 |
| Boston Scientific Corp. (a) | &nbsp;&nbsp;&nbsp;7652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353905 |
| Bruker BioSciences Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64651 |
| ConvaTec Group PLC | &nbsp;&nbsp;14551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42058 |
| Danaher Corp. (f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246667 |
| Dentsply Sirona, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34952 |
| Envista Holdings Corp. (a) | &nbsp;&nbsp;&nbsp;3951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154049 |
| EssilorLuxottica | &nbsp;&nbsp;&nbsp;2794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511258 |
| Gerresheimer AG | &nbsp;&nbsp;&nbsp;1967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144933 |
| Hogy Medical Co. Ltd. | &nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88027 |
| Hologic, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30188 |
| Maravai Lifesciences Holdings, Inc., "A" (a) | &nbsp;&nbsp;&nbsp;4039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59212 |
| Medtronic PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49293 |
| Mettler-Toledo International, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122634 |
| Nihon Kohden Corp. | &nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65638 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – 75.0% | Common Stocks – 75.0% | Common Stocks – 75.0% |
| Medical Equipment – continued | Medical Equipment – continued |  |
| OptiNose, Inc. (a) | &nbsp;&nbsp;&nbsp;3642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6519 |
| Outset Medical, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21456 |
| PerkinElmer, Inc. | &nbsp;&nbsp;&nbsp;1046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143856 |
| PROCEPT BioRobotics Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18317 |
| QIAGEN N.V. (a) | &nbsp;&nbsp;&nbsp;7545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366244 |
| Quidel Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34073 |
| Shimadzu Corp. | &nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260425 |
| Silk Road Medical, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27234 |
| Smith & Nephew PLC | &nbsp;&nbsp;&nbsp;5622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77397 |
| Sotera Health Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15464 |
| STERIS PLC | &nbsp;&nbsp;&nbsp;1118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230878 |
| Teleflex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17526 |
| Terumo Corp. | &nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40652 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553220 |
| Waters Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174805 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45333 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$4272361 |
| Metals & Mining – 0.3% | Metals & Mining – 0.3% |  |
| Arconic Corp. (a) | &nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$36205 |
| Glencore PLC | &nbsp;&nbsp;56893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381983 |
| Kaiser Aluminum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21092 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$439280 |
| Natural Gas - Distribution – 0.2% | Natural Gas - Distribution – 0.2% |  |
| Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$23625 |
| China Resources Gas Group Ltd. | &nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28575 |
| DCC PLC | &nbsp;&nbsp;&nbsp;1757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100098 |
| Italgas S.p.A. | &nbsp;&nbsp;19237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112446 |
| New Jersey Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43131 |
| ONE Gas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48757 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$356632 |
| Natural Gas - Pipeline – 0.9% | Natural Gas - Pipeline – 0.9% |  |
| APA Group | &nbsp;&nbsp;&nbsp;3781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$28291 |
| Cheniere Energy, Inc. | &nbsp;&nbsp;&nbsp;4688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716280 |
| Plains GP Holdings LP (l) | &nbsp;&nbsp;&nbsp;6358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83226 |
| Targa Resources Corp. | &nbsp;&nbsp;&nbsp;6536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490331 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1318128 |
| Network & Telecom – 0.6% | Network & Telecom – 0.6% |  |
| Equinix, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$205938 |
| Fortinet, Inc. (a) | &nbsp;&nbsp;&nbsp;8086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423221 |
| Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44463 |
| Qualcomm, Inc. | &nbsp;&nbsp;&nbsp;1692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225392 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$899014 |
| Oil Services – 0.3% | Oil Services – 0.3% |  |
| Cactus, Inc., "A" | &nbsp;&nbsp;&nbsp;1301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$70397 |
| ChampionX Corp. | &nbsp;&nbsp;&nbsp;5794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191318 |
| Expro Group Holdings N.V. (a) | &nbsp;&nbsp;&nbsp;2599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49095 |
| Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37964 |
| Helmerich & Payne | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35700 |
| Schlumberger Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24729 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$409203 |
| Other Banks & Diversified Financials – 3.2% | Other Banks & Diversified Financials – 3.2% |  |
| AIB Group PLC | &nbsp;&nbsp;18135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$75893 |
| Air Lease Corp. | &nbsp;&nbsp;&nbsp;1384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62239 |
| American Express Co. (f) | &nbsp;&nbsp;&nbsp;2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360181 |
| Bank of Hawaii Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44288 |
| Brookline Bancorp, Inc. | &nbsp;&nbsp;&nbsp;3424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44786 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – 75.0% | Common Stocks – 75.0% | Common Stocks – 75.0% |
| Other Banks & Diversified Financials – continued | Other Banks & Diversified Financials – continued |  |
| CaixaBank S.A. | &nbsp;&nbsp;&nbsp;46610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$206432 |
| Cathay General Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67523 |
| Chiba Bank Ltd. | &nbsp;&nbsp;&nbsp;56600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427751 |
| Credicorp Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211657 |
| Discover Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29299 |
| East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91633 |
| Element Fleet Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30449 |
| First Hawaiian, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43218 |
| First Interstate BancSystem, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74200 |
| Hanmi Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35447 |
| HDFC Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60955 |
| HDFC Bank Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;5729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385905 |
| Julius Baer Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66513 |
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43368 |
| Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72171 |
| Metropolitan Bank & Trust Co. | &nbsp;&nbsp;103417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108382 |
| Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24852 |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71855 |
| Pacific Premier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71148 |
| Prosperity Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133362 |
| Sandy Spring Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24201 |
| Signature Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49001 |
| SLM Corp. | &nbsp;&nbsp;&nbsp;21783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382727 |
| SVB Financial Group (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45971 |
| Texas Capital Bancshares, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38188 |
| Textainer Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25493 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57631 |
| Umpqua Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138211 |
| United Community Bank, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18938 |
| Visa, Inc., "A" | &nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940408 |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23233 |
| Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;4109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218434 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$4805943 |
| Pharmaceuticals – 3.6% | Pharmaceuticals – 3.6% |  |
| Annexon, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7097 |
| Ascendis Pharma, ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76930 |
| Bayer AG | &nbsp;&nbsp;&nbsp;&nbsp;4733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293575 |
| Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285587 |
| Collegium Pharmaceutical, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23587 |
| Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51967 |
| Harmony Biosciences Holdings (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21243 |
| Incyte Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96208 |
| Johnson & Johnson (f)(s) | &nbsp;&nbsp;&nbsp;&nbsp;4996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816446 |
| Kyowa Kirin Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71451 |
| Legend Biotech Corp., ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;1844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93122 |
| Merck & Co., Inc. (f) | &nbsp;&nbsp;&nbsp;&nbsp;7854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843598 |
| Merck KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80879 |
| Neurocrine Biosciences, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18304 |
| Novartis AG | &nbsp;&nbsp;&nbsp;&nbsp;2173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196528 |
| Novo Nordisk A.S., "B" | &nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227113 |
| Organon & Co. | &nbsp;&nbsp;&nbsp;&nbsp;1757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52938 |
| Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146788 |
| Regeneron Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131215 |
| Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;2651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828526 |
| Sanofi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55324 |
| Santen Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42677 |
| SpringWorks Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16673 |
| Suzuken Co. Ltd./Aichi Japan | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89671 |
| Vertex Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811950 |
| Zoetis, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157216 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$5536613 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – 75.0% | Common Stocks – 75.0% | Common Stocks – 75.0% |
| Pollution Control – 0.2% | Pollution Control – 0.2% |  |
| GFL Environmental, Inc. | &nbsp;&nbsp;&nbsp;4258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$131402 |
| Republic Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29582 |
| Waste Connections, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129976 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$290960 |
| Precious Metals & Minerals – 0.9% | Precious Metals & Minerals – 0.9% |  |
| Agnico Eagle Mines Ltd. | &nbsp;&nbsp;&nbsp;7487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$422812 |
| Agnico Eagle Mines Ltd. | &nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81896 |
| Franco-Nevada Corp. | &nbsp;&nbsp;&nbsp;4035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591869 |
| Wheaton Precious Metals Corp. | &nbsp;&nbsp;&nbsp;5286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241705 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1338282 |
| Printing & Publishing – 0.1% | Printing & Publishing – 0.1% |  |
| Wolters Kluwer N.V. | &nbsp;&nbsp;&nbsp;1834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$199882 |
| Railroad & Shipping – 0.8% | Railroad & Shipping – 0.8% |  |
| Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;3694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$439918 |
| Canadian Pacific Railway Ltd. | &nbsp;&nbsp;&nbsp;3004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237016 |
| CSX Corp. | &nbsp;&nbsp;&nbsp;7222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223304 |
| Sankyu, Inc. | &nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74739 |
| Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165394 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1140371 |
| Real Estate – 1.3% | Real Estate – 1.3% |  |
| Brixmor Property Group, Inc., REIT | &nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$72708 |
| Broadstone Net Lease, Inc., REIT | &nbsp;&nbsp;&nbsp;2819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51052 |
| Capland Ascendas, REIT | &nbsp;&nbsp;37102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81840 |
| Cushman & Wakefield PLC (a) | &nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22655 |
| Douglas Emmett, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11256 |
| Empire State Realty Trust, REIT, "A" | &nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37322 |
| ESR Group Ltd. | &nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92531 |
| Extra Space Storage, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16730 |
| Grand City Properties S.A. | &nbsp;&nbsp;&nbsp;2495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26534 |
| Host Hotels & Resorts, Inc., REIT | &nbsp;&nbsp;18512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348951 |
| Jones Lang LaSalle, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42335 |
| LEG Immobilien SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61426 |
| Life Storage, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69794 |
| LXP Industrial Trust, REIT | &nbsp;&nbsp;&nbsp;3553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41037 |
| Mapletree Pan Asia Commercial Trust, REIT | &nbsp;&nbsp;39600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55189 |
| National Storage Affiliates Trust, REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37740 |
| Phillips Edison & Co., REIT | &nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59163 |
| Simon Property Group, Inc., REIT | &nbsp;&nbsp;&nbsp;2994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384609 |
| Spirit Realty Capital, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27820 |
| STAG Industrial, Inc., REIT | &nbsp;&nbsp;&nbsp;2703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96227 |
| STORE Capital Corp., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16910 |
| Sun Communities, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45490 |
| TAG Immobilien AG | &nbsp;&nbsp;19574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167593 |
| Two Harbors Investment Corp., REIT | &nbsp;&nbsp;&nbsp;1927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34570 |
| VICI Properties, Inc., REIT | &nbsp;&nbsp;&nbsp;1869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63883 |
| W.P. Carey, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42337 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$2007702 |
| Restaurants – 0.4% | Restaurants – 0.4% |  |
| Aramark | &nbsp;&nbsp;&nbsp;1131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$50363 |
| Chipotle Mexican Grill, Inc., "A" (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79026 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112161 |
| Jack in the Box, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37078 |
| Sodexo | &nbsp;&nbsp;&nbsp;1033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102344 |
| Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40164 |
| U.S. Foods Holding Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32258 |
| Wendy's Co. | &nbsp;&nbsp;&nbsp;3089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68885 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – 75.0% | Common Stocks – 75.0% | Common Stocks – 75.0% |
| Restaurants – continued | Restaurants – continued |  |
| Yum China Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$48980 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$571259 |
| Specialty Chemicals – 2.1% | Specialty Chemicals – 2.1% |  |
| Air Products & Chemicals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$252882 |
| Akzo Nobel N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36224 |
| Ashland, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42397 |
| Axalta Coating Systems Ltd. (a) | &nbsp;&nbsp;&nbsp;6376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191918 |
| Celanese Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36467 |
| Chemours Co. | &nbsp;&nbsp;10393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378201 |
| Corteva, Inc. | &nbsp;&nbsp;&nbsp;2181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140566 |
| Croda International PLC | &nbsp;&nbsp;&nbsp;1998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170254 |
| Diversey Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;7869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47765 |
| DuPont de Nemours, Inc. | &nbsp;&nbsp;&nbsp;1309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96801 |
| Kansai Paint Co. Ltd. | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77484 |
| Linde PLC | &nbsp;&nbsp;&nbsp;2759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907036 |
| Nitto Denko Corp. | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64714 |
| Novozymes A/S | &nbsp;&nbsp;&nbsp;2384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124103 |
| Quaker Chemical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27956 |
| Sika AG | &nbsp;&nbsp;&nbsp;1748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497658 |
| Symrise AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66976 |
| Univar Solutions, Inc. (a) | &nbsp;&nbsp;&nbsp;2233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76994 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$3236396 |
| Specialty Stores – 2.5% | Specialty Stores – 2.5% |  |
| ACV Auctions, Inc. (a) | &nbsp;&nbsp;&nbsp;4669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$45756 |
| Amazon.com, Inc.(a)(f)(s) | &nbsp;&nbsp;13341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375857 |
| AutoZone, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502403 |
| Builders FirstSource, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27736 |
| Costco Wholesale Corp. (f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354220 |
| Home Depot, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66131 |
| Leslie's, Inc. (a) | &nbsp;&nbsp;&nbsp;1844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28564 |
| Lowe's Cos., Inc. | &nbsp;&nbsp;&nbsp;1374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286135 |
| Lululemon Athletica, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181980 |
| Meituan, "B" (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20708 |
| Monro Muffler Brake, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31711 |
| O'Reilly Automotive, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318525 |
| Petco Health & Wellness Co., Inc. (a) | &nbsp;&nbsp;&nbsp;3911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45720 |
| Ross Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70796 |
| Ryohin Keikaku Co. Ltd. | &nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43315 |
| Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32879 |
| Ulta Beauty, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162925 |
| Urban Outfitters, Inc. (a) | &nbsp;&nbsp;&nbsp;2554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69954 |
| Vipshop Holdings Ltd., ADR (a) | &nbsp;&nbsp;&nbsp;1834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28372 |
| ZOZO, Inc. | &nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82950 |
| Zumiez, Inc. (a) | &nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34715 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$3811352 |
| Telecommunications - Wireless – 0.4% | Telecommunications - Wireless – 0.4% |  |
| Advanced Info Service Public Co. Ltd. | &nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$39680 |
| American Tower Corp., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124205 |
| Cellnex Telecom S.A. | &nbsp;&nbsp;&nbsp;3544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139072 |
| KDDI Corp. | &nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49991 |
| Liberty Broadband Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33039 |
| SBA Communications Corp., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223743 |
| SoftBank Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33365 |
| T-Mobile US, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20903 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$663998 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – 75.0% | Common Stocks – 75.0% | Common Stocks – 75.0% |
| Telephone Services – 0.4% | Telephone Services – 0.4% |  |
| AT&T, Inc. (f) | &nbsp;&nbsp;&nbsp;21087 | &nbsp;&nbsp;$429542 |
| Hellenic Telecommunications Organization S.A. | &nbsp;&nbsp;&nbsp;&nbsp;1813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28520 |
| Infrastrutture Wireless Italiane S.p.A. | &nbsp;&nbsp;&nbsp;11079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121463 |
| NOS, SGPS S.A. | &nbsp;&nbsp;&nbsp;12151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52121 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$631646 |
| Tobacco – 0.5% | Tobacco – 0.5% |  |
| Altria Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3693 | &nbsp;&nbsp;$166333 |
| British American Tobacco PLC | &nbsp;&nbsp;&nbsp;&nbsp;2721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104062 |
| Philip Morris International, Inc. (f) | &nbsp;&nbsp;&nbsp;&nbsp;4845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505043 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$775438 |
| Trucking – 0.3% | Trucking – 0.3% |  |
| CryoPort, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1357 | &nbsp;&nbsp;$30980 |
| Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90837 |
| RXO, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44005 |
| Saia, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32734 |
| Schneider National, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36967 |
| Seino Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94809 |
| SG Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63319 |
| XPO Logistics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73741 |
| Yamato Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50656 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$518048 |
| Utilities - Electric Power – 1.8% | Utilities - Electric Power – 1.8% |  |
| Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;$27285 |
| American Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20765 |
| Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61378 |
| CenterPoint Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45060 |
| CLP Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26044 |
| CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47140 |
| Dominion Energy, Inc. (f) | &nbsp;&nbsp;&nbsp;&nbsp;5655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359884 |
| Duke Energy Corp. (f) | &nbsp;&nbsp;&nbsp;&nbsp;3742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383368 |
| E.ON SE | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38138 |
| Edison International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33210 |
| Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40259 |
| Iberdrola S.A. | &nbsp;&nbsp;&nbsp;&nbsp;7013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82010 |
| NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33584 |
| NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154709 |
| PG&E Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113844 |
| Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42643 |
| Portland General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;1126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53575 |
| PPL Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124290 |
| Public Service Enterprise Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52826 |
| Sempra Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48099 |
| Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306590 |
| Vistra Corp. | &nbsp;&nbsp;&nbsp;26120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602327 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2697028 |
| **Total Common Stocks** |  | &nbsp;&nbsp;**$113997486** |
| Bonds – 19.6% | Bonds – 19.6% | Bonds – 19.6% |
| Aerospace & Defense – 0.4% | Aerospace & Defense – 0.4% | Aerospace & Defense – 0.4% |
| Boeing Co., 2.196%, 2/04/2026 | $&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;$60094 |
| Boeing Co., 5.15%, 5/01/2030 | &nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42332 |
| Boeing Co., 5.805%, 5/01/2050 | 220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224598 |
| General Dynamics Corp., 3.625%, 4/01/2030 | &nbsp;&nbsp;96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92639 |
| Raytheon Technologies Corp., 1.9%, 9/01/2031 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40752 |
| Raytheon Technologies Corp., 2.375%, 3/15/2032 | &nbsp;&nbsp;78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65588 |
| Raytheon Technologies Corp., 3.03%, 3/15/2052 | 134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98886 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$624889 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Apparel Manufacturers – 0.1% | Apparel Manufacturers – 0.1% | Apparel Manufacturers – 0.1% |
| Tapestry, Inc., 4.125%, 7/15/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$50001 |
| Tapestry, Inc., 3.05%, 3/15/2032 | &nbsp;&nbsp;&nbsp;168000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137708 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$187709 |
| Asset-Backed & Securitized – 0.5% | Asset-Backed & Securitized – 0.5% | Asset-Backed & Securitized – 0.5% |
| 3650R Commercial Mortgage Trust, 2021-PF1, "XA", 1.029%, 11/15/2054 (i) | $&nbsp;&nbsp;&nbsp;992057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$56252 |
| ACREC 2021-FL1 Ltd., "A", FLR, 5.62% (LIBOR - 1mo. + 1.15%), 10/16/2036 (n) | &nbsp;&nbsp;&nbsp;114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109073 |
| BDS 2021-FL7 Ltd., "B", FLR, 5.97% (LIBOR - 1mo. + 1.5%), 6/16/2036 (n) | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94206 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.267%, 7/15/2054 (i) | 1218216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87947 |
| KREF 2018-FT1 Ltd., "A", FLR, 5.535% (LIBOR - 1mo. + 1.1%), 2/15/2039 (n) | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96930 |
| KREF 2018-FT1 Ltd., "AS", FLR, 5.764% (LIBOR - 1mo. + 1.3%), 2/15/2039 (n) | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95273 |
| PFP III 2021-8 Ltd., "A", FLR, 5.454% (LIBOR - 1mo. + 1%), 8/09/2037 (n) | &nbsp;&nbsp;&nbsp;&nbsp;83453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80281 |
| PFP III 2021-8 Ltd., "AS", FLR, 5.704% (LIBOR - 1mo. + 1.25%), 8/09/2037 (n) | &nbsp;&nbsp;&nbsp;104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97929 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$717891 |
| Automotive – 0.1% | Automotive – 0.1% | Automotive – 0.1% |
| Hyundai Capital America, 6.375%, 4/08/2030 (n) | $&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$162911 |
| Broadcasting – 0.6% | Broadcasting – 0.6% | Broadcasting – 0.6% |
| Activision Blizzard, Inc., 2.5%, 9/15/2050 | $&nbsp;&nbsp;&nbsp;113000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$75930 |
| Discovery Communications LLC, 3.625%, 5/15/2030 | &nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131944 |
| Discovery Communications LLC, 4%, 9/15/2055 | &nbsp;&nbsp;&nbsp;119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81850 |
| Walt Disney Co., 3.35%, 3/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77974 |
| Walt Disney Co., 3.5%, 5/13/2040 | &nbsp;&nbsp;&nbsp;237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202731 |
| Walt Disney Co., 3.8%, 5/13/2060 | &nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124036 |
| Warnermedia Holdings, Inc., 4.279%, 3/15/2032 (n) | &nbsp;&nbsp;&nbsp;108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96115 |
| Warnermedia Holdings, Inc., 5.391%, 3/15/2062 (n) | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49929 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$840509 |
| Brokerage & Asset Managers – 0.2% | Brokerage & Asset Managers – 0.2% | Brokerage & Asset Managers – 0.2% |
| Brookfield Finance, Inc., 2.34%, 1/30/2032 | $&nbsp;&nbsp;&nbsp;192000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$155309 |
| Intercontinental Exchange, Inc., 1.85%, 9/15/2032 | &nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82655 |
| Intercontinental Exchange, Inc., 5.2%, 6/15/2062 | &nbsp;&nbsp;&nbsp;122000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120337 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$358301 |
| Building – 0.2% | Building – 0.2% | Building – 0.2% |
| Fortune Brands Home & Security, Inc., 4%, 3/25/2032 | $&nbsp;&nbsp;&nbsp;232000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$210417 |
| Vulcan Materials Co., 3.5%, 6/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40205 |
| Vulcan Materials Co., 4.5%, 6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44712 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$295334 |
| Business Services – 0.6% | Business Services – 0.6% | Business Services – 0.6% |
| Equifax, Inc., 2.35%, 9/15/2031 | $&nbsp;&nbsp;&nbsp;&nbsp;66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$54366 |
| Equinix, Inc., 2.5%, 5/15/2031 | &nbsp;&nbsp;&nbsp;308000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257384 |
| Fiserv, Inc., 4.4%, 7/01/2049 | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64375 |
| Mastercard, Inc., 3.85%, 3/26/2050 | &nbsp;&nbsp;&nbsp;143000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129862 |
| Visa, Inc., 2.05%, 4/15/2030 | &nbsp;&nbsp;&nbsp;277000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241622 |
| Visa, Inc., 2.7%, 4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;88000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70352 |
| Visa, Inc., 2%, 8/15/2050 | &nbsp;&nbsp;&nbsp;107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68312 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$886273 |
| Cable TV – 0.2% | Cable TV – 0.2% | Cable TV – 0.2% |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.384%, 10/23/2035 | $&nbsp;&nbsp;&nbsp;&nbsp;78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$79773 |
| Comcast Corp., 1.5%, 2/15/2031 | &nbsp;&nbsp;&nbsp;164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132567 |
| Comcast Corp., 3.75%, 4/01/2040 | &nbsp;&nbsp;&nbsp;123000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108695 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$321035 |
| Chemicals – 0.1% | Chemicals – 0.1% | Chemicals – 0.1% |
| RPM International, Inc., 4.55%, 3/01/2029 | $&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$61896 |
| RPM International, Inc., 4.25%, 1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9544 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$71440 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Computer Software – 0.2% | Computer Software – 0.2% | Computer Software – 0.2% |
| Cisco Systems, Inc., 5.5%, 1/15/2040 | $&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$58524 |
| Microsoft Corp., 3.45%, 8/08/2036 | &nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79603 |
| Microsoft Corp., 2.525%, 6/01/2050 | 313000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223048 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$361175 |
| Computer Software - Systems – 0.5% | Computer Software - Systems – 0.5% | Computer Software - Systems – 0.5% |
| Apple, Inc., 2.05%, 9/11/2026 | $356000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$330201 |
| Apple, Inc., 1.7%, 8/05/2031 | 288000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237063 |
| Apple, Inc., 2.65%, 5/11/2050 | 196000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139235 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$706499 |
| Conglomerates – 0.3% | Conglomerates – 0.3% | Conglomerates – 0.3% |
| Otis Worldwide Corp., 2.565%, 2/15/2030 | $&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$21821 |
| Regal Rexnord Corp., 6.05%, 4/15/2028 (n) | &nbsp;&nbsp;79000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80202 |
| Regal Rexnord Corp., 6.3%, 2/15/2030 (n) | &nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69337 |
| Regal Rexnord Corp., 6.4%, 4/15/2033 (n) | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102532 |
| Westinghouse Air Brake Technologies Corp., 4.95%, 9/15/2028 | 163000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161914 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$435806 |
| Consumer Products – 0.1% | Consumer Products – 0.1% | Consumer Products – 0.1% |
| Hasbro, Inc., 3.9%, 11/19/2029 | $&nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$85010 |
| Mattel, Inc., 3.75%, 4/01/2029 (n) | &nbsp;&nbsp;96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86246 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$171256 |
| Consumer Services – 0.1% | Consumer Services – 0.1% | Consumer Services – 0.1% |
| Booking Holdings, Inc., 3.55%, 3/15/2028 | $&nbsp;&nbsp;84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$80425 |
| Booking Holdings, Inc., 4.625%, 4/13/2030 | &nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97384 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$177809 |
| Electrical Equipment – 0.1% | Electrical Equipment – 0.1% | Electrical Equipment – 0.1% |
| Arrow Electronics, Inc., 3.875%, 1/12/2028 | $104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$97787 |
| Electronics – 0.3% | Electronics – 0.3% | Electronics – 0.3% |
| Broadcom, Inc., 3.187%, 11/15/2036 (n) | $114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$87170 |
| Lam Research Corp., 1.9%, 6/15/2030 | &nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26906 |
| Lam Research Corp., 4.875%, 3/15/2049 | &nbsp;&nbsp;59000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59210 |
| NXP B.V./NXP Funding LLC/NXP USA, Inc., 3.125%, 2/15/2042 | &nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69731 |
| Qualcomm, Inc., 3.25%, 5/20/2027 | &nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60718 |
| TSMC Arizona Corp., 3.125%, 10/25/2041 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164620 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$468355 |
| Emerging Market Quasi-Sovereign – 0.2% | Emerging Market Quasi-Sovereign – 0.2% | Emerging Market Quasi-Sovereign – 0.2% |
| Korea Hydro & Nuclear Power Co. Ltd., 4.25%, 7/27/2027 (n) | $200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$195240 |
| Qatar Petroleum, 3.125%, 7/12/2041 (n) | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158278 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$353518 |
| Energy - Independent – 0.2% | Energy - Independent – 0.2% | Energy - Independent – 0.2% |
| EQT Corp., 3.625%, 5/15/2031 (n) | $&nbsp;&nbsp;61000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$53392 |
| Hess Corp., 5.8%, 4/01/2047 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151985 |
| Pioneer Natural Resources Co., 1.9%, 8/15/2030 | 102000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83672 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$289049 |
| Energy - Integrated – 0.2% | Energy - Integrated – 0.2% | Energy - Integrated – 0.2% |
| BP Capital Markets America, Inc., 1.749%, 8/10/2030 | $&nbsp;&nbsp;84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$69935 |
| BP Capital Markets America, Inc., 3.001%, 3/17/2052 | &nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28141 |
| Eni S.p.A., 4.75%, 9/12/2028 (n) | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197887 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$295963 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Financial Institutions – 0.6% | Financial Institutions – 0.6% | Financial Institutions – 0.6% |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.65%, 7/21/2027 | $150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$139372 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.3%, 1/30/2032 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125941 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.85%, 10/29/2041 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117021 |
| Air Lease Corp., 2.875%, 1/15/2032 | 157000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128957 |
| Avolon Holdings Funding Ltd., 4.25%, 4/15/2026 (n) | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94964 |
| Avolon Holdings Funding Ltd., 4.375%, 5/01/2026 (n) | &nbsp;&nbsp;94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89335 |
| Avolon Holdings Funding Ltd., 2.75%, 2/21/2028 (n) | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155076 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$850666 |
| Food & Beverages – 0.6% | Food & Beverages – 0.6% | Food & Beverages – 0.6% |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049 | $150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$160879 |
| Bacardi Ltd., 5.15%, 5/15/2038 (n) | 114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111741 |
| Constellation Brands, Inc., 2.25%, 8/01/2031 | &nbsp;&nbsp;99000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81683 |
| Constellation Brands, Inc., 4.1%, 2/15/2048 | 269000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227782 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3%, 2/02/2029 (n) | 119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102144 |
| Kraft Heinz Foods Co., 4.875%, 10/01/2049 | &nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84177 |
| Kraft Heinz Foods Co., 5.5%, 6/01/2050 | &nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87771 |
| SYSCO Corp., 2.45%, 12/14/2031 | &nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43623 |
| SYSCO Corp., 4.45%, 3/15/2048 | &nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46078 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$945878 |
| Gaming & Lodging – 0.3% | Gaming & Lodging – 0.3% | Gaming & Lodging – 0.3% |
| Marriott International, Inc., 2.85%, 4/15/2031 | $157000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$133626 |
| Marriott International, Inc., 3.5%, 10/15/2032 | 128000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113095 |
| VICI Properties LP / VICI Note Co., Inc., 4.25%, 12/01/2026 (n) | &nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27369 |
| VICI Properties LP / VICI Note Co., Inc., 4.125%, 8/15/2030 (n) | &nbsp;&nbsp;59000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52775 |
| VICI Properties LP, REIT, 4.75%, 2/15/2028 | 145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140407 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$467272 |
| Industrial – 0.1% | Industrial – 0.1% | Industrial – 0.1% |
| Trustees of the University of Pennsylvania, 2.396%, 10/01/2050 | $234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$159418 |
| Insurance – 0.2% | Insurance – 0.2% | Insurance – 0.2% |
| Corebridge Financial, Inc., 3.9%, 4/05/2032 (n) | $115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$104746 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042 (n) | &nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33843 |
| Equitable Holdings, Inc., 5.594%, 1/11/2033 | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184293 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$322882 |
| Insurance - Health – 0.5% | Insurance - Health – 0.5% | Insurance - Health – 0.5% |
| Humana, Inc., 2.15%, 2/03/2032 | $205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$166424 |
| Humana, Inc., 4.95%, 10/01/2044 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96394 |
| UnitedHealth Group, Inc., 5.3%, 2/15/2030 | &nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94628 |
| UnitedHealth Group, Inc., 2.3%, 5/15/2031 | &nbsp;&nbsp;57000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49033 |
| UnitedHealth Group, Inc., 4.625%, 7/15/2035 | 129000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130284 |
| UnitedHealth Group, Inc., 3.25%, 5/15/2051 | 103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80588 |
| UnitedHealth Group, Inc., 5.875%, 2/15/2053 | &nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108775 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$726126 |
| Insurance - Property & Casualty – 0.3% | Insurance - Property & Casualty – 0.3% | Insurance - Property & Casualty – 0.3% |
| Aon Corp./Aon Global Holdings PLC, 2.05%, 8/23/2031 | $255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$208717 |
| Fairfax Financial Holdings Ltd., 5.625%, 8/16/2032 (n) | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219976 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$428693 |
| International Market Quasi-Sovereign – 0.1% | International Market Quasi-Sovereign – 0.1% | International Market Quasi-Sovereign – 0.1% |
| Ontario Teachers' Cadillac Fairview Properties, 2.5%, 10/15/2031 (n) | $200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$157027 |
| International Market Sovereign – 0.1% | International Market Sovereign – 0.1% | International Market Sovereign – 0.1% |
| Government of Bermuda, 5%, 7/15/2032 (n) | $200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$200807 |
| Machinery & Tools – 0.1% | Machinery & Tools – 0.1% | Machinery & Tools – 0.1% |
| CNH Industrial N.V., 3.85%, 11/15/2027 | $169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$164233 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Major Banks – 4.8% | Major Banks – 4.8% | Major Banks – 4.8% |
| Australia and New Zealand Banking Group Ltd., 2.57% to 11/25/2030, FLR (CMT - 5yr. + 1.7%) to 11/25/2035 (n) | $108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$83291 |
| Bank of America Corp., 3.419% to 12/20/2027, FLR (LIBOR - 3mo. + 1.04%) to 12/20/2028 | 258000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241303 |
| Bank of America Corp., 2.496% to 2/13/2030, FLR (LIBOR - 3mo. + 0.99%) to 2/13/2031 | &nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59544 |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032 | 274000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231325 |
| Bank of America Corp., 3.311% to 4/22/2041, FLR (SOFR - 1 day + 1.58%) to 4/22/2042 | 104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83688 |
| Bank of New York Mellon Corp., 5.802% to 10/25/2027, FLR (SOFR - 1 day + 1.802%) to 10/25/2028 | 121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127221 |
| Bank of New York Mellon Corp., 5.834% to 10/25/2032, FLR (SOFR - 1 day + 2.074%) to 10/25/2033 | 156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168953 |
| Barclays PLC, 2.894% to 11/24/2031, FLR (CMT - 1yr. + 1.3%) to 11/24/2032 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163272 |
| Commonwealth Bank of Australia, 3.61% to 9/12/2029, FLR (CMT - 1yr. + 2.05%) to 9/12/2034 (n) | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172956 |
| Commonwealth Bank of Australia, 3.305%, 3/11/2041 (n) | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147305 |
| Credit Agricole S.A., 1.247% to 1/26/2026, FLR (SOFR - 1 day + 0.89162%) to 1/26/2027 (n) | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223533 |
| Goldman Sachs Group, Inc., 2.64% to 2/24/2027, FLR (SOFR - 1 day + 1.114%) to 2/24/2028 | 286000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262237 |
| Goldman Sachs Group, Inc., 2.65% to 10/21/2031, FLR (SOFR - 1 day + 1.264%) to 10/21/2032 | 261000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215297 |
| Goldman Sachs Group, Inc., 3.102% to 2/24/2032, FLR (SOFR - 1 day + 1.41%) to 2/24/2033 | &nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70271 |
| HSBC Holdings PLC, 2.099% to 6/04/2025, FLR (SOFR - 1 day + 1.929%) to 6/04/2026 | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370726 |
| HSBC Holdings PLC, 2.357% to 8/18/2030, FLR (SOFR - 1 day + 1.947%) to 8/18/2031 | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364099 |
| JPMorgan Chase & Co., 3.782% to 2/01/2027, FLR (LIBOR - 3mo. + 1.337%) to 2/01/2028 | 165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158599 |
| JPMorgan Chase & Co., 2.545% to 11/08/2031, FLR (SOFR - 1 day + 1.18%) to 11/08/2032 | 423000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351132 |
| JPMorgan Chase & Co., 3.109% to 4/22/2040, FLR (SOFR - 1 day + 2.46%) to 4/22/2041 | 173000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136767 |
| Mitsubishi UFJ Financial Group, Inc., 1.64% to 10/13/2026, FLR (CMT - 1yr. + 0.67%) to 10/13/2027 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176296 |
| Mitsubishi UFJ Financial Group, Inc., 2.494% to 10/13/2031, FLR (CMT - 1yr. + 0.97%) to 10/13/2032 | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326069 |
| Morgan Stanley, 3.125%, 7/27/2026 | &nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77716 |
| Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031 | 306000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281465 |
| Morgan Stanley, 3.217% to 4/22/2041, FLR (SOFR - 1 day + 1.485%) to 4/22/2042 | 217000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173331 |
| National Australia Bank Ltd., 3.347% to 1/12/2032, FLR (CMT - 5yr. + 1.7%) to 1/12/2037 (n) | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403737 |
| Nordea Bank Abp, 1.5%, 9/30/2026 (n) | 263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232418 |
| Royal Bank of Canada, 2.3%, 11/03/2031 | 234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194200 |
| Royal Bank of Canada, 5%, 2/01/2033 | 179000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181705 |
| Sumitomo Mitsui Financial Group, Inc., 1.71%, 1/12/2031 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157284 |
| Toronto-Dominion Bank, 4.108%, 6/08/2027 | 103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101320 |
| Toronto-Dominion Bank, 4.693%, 9/15/2027 | 117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117639 |
| Toronto-Dominion Bank, 2%, 9/10/2031 | 244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199853 |
| Toronto-Dominion Bank, 4.456%, 6/08/2032 | &nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41225 |
| UBS Group AG, 3.179% to 2/11/2042, FLR (CMT - 1yr. + 1.1%) to 2/11/2043 (n) | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153490 |
| UniCredit S.p.A., 2.569% to 9/22/2025, FLR (CMT - 1yr. + 2.3%) to 9/22/2026 (n) | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317523 |
| Wells Fargo & Co., 3.908% to 4/25/2025, FLR (SOFR - 1 day + 1.32%) to 4/25/2026 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34194 |
| Wells Fargo & Co., 4.54% to 8/15/2025, FLR (SOFR - 1 day + 1.56%) to 8/15/2026 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49516 |
| Wells Fargo & Co., 3.35% to 3/02/2032, FLR (SOFR - 1 day + 1.5%) to 3/02/2033 | 371000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327148 |
| Wells Fargo & Co., 3.9%, 5/01/2045 | &nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57069 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$7234717 |
| Medical & Health Technology & Services – 0.4% | Medical & Health Technology & Services – 0.4% | Medical & Health Technology & Services – 0.4% |
| Alcon, Inc., 2.75%, 9/23/2026 (n) | $200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$185904 |
| Becton, Dickinson and Co., 2.823%, 5/20/2030 | 206000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183244 |
| Becton, Dickinson and Co., 4.298%, 8/22/2032 | 132000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128851 |
| Thermo Fisher Scientific, Inc., 2%, 10/15/2031 | &nbsp;&nbsp;56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47002 |
| Thermo Fisher Scientific, Inc., 2.8%, 10/15/2041 | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106002 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$651003 |
| Medical Equipment – 0.1% | Medical Equipment – 0.1% | Medical Equipment – 0.1% |
| Danaher Corp., 2.6%, 10/01/2050 | $118000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$81511 |
| Metals & Mining – 0.4% | Metals & Mining – 0.4% | Metals & Mining – 0.4% |
| Anglo American Capital PLC, 4.5%, 3/15/2028 (n) | $200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$195286 |
| Anglo American Capital PLC, 2.875%, 3/17/2031 (n) | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171783 |
| Glencore Funding LLC, 2.5%, 9/01/2030 (n) | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84738 |
| Glencore Funding LLC, 2.85%, 4/27/2031 (n) | 228000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195273 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$647080 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Midstream – 1.0% | Midstream – 1.0% | Midstream – 1.0% |
| Cheniere Corpus Christi Holdings LLC, 3.7%, 11/15/2029 | $&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$31929 |
| Enbridge, Inc., 3.4%, 8/01/2051 | 124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92467 |
| Energy Transfer LP, 4%, 10/01/2027 | &nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49802 |
| Energy Transfer LP, 5.55%, 2/15/2028 | &nbsp;&nbsp;51000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51828 |
| Energy Transfer LP, 3.75%, 5/15/2030 | &nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85234 |
| Energy Transfer LP, 5.75%, 2/15/2033 | &nbsp;&nbsp;59000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60634 |
| Energy Transfer Partners LP, 5.15%, 3/15/2045 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135364 |
| Galaxy Pipeline Assets Bidco Ltd., 1.75%, 9/30/2027 (n) | 178638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165671 |
| Plains All American Pipeline LP/PAA Finance Corp., 3.55%, 12/15/2029 | 201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180779 |
| Plains All American Pipeline LP/PAA Finance Corp., 4.3%, 1/31/2043 | 126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97467 |
| Sabine Pass Liquefaction LLC, 4.2%, 3/15/2028 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193829 |
| Sabine Pass Liquefaction LLC, 4.5%, 5/15/2030 | 102000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99011 |
| Targa Resources Corp., 4.2%, 2/01/2033 | &nbsp;&nbsp;87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78844 |
| Targa Resources Corp., 4.95%, 4/15/2052 | 151000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129293 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1452152 |
| Municipals – 0.2% | Municipals – 0.2% | Municipals – 0.2% |
| Golden State, CA, Tobacco Securitization Corp., Tobacco Settlement Rev., Taxable, "B", 2.746%, 6/01/2034 | $&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$50676 |
| Golden State, CA, Tobacco Securitization Corp., Tobacco Settlement Rev., Taxable, "B", 3%, 6/01/2046 | &nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51147 |
| Michigan Finance Authority Hospital Rev., Taxable (Trinity Health Credit Group), 3.384%, 12/01/2040 | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135753 |
| State of Florida, Taxable, "A", 2.154%, 7/01/2030 | 132000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110711 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$348287 |
| Natural Gas - Distribution – 0.0% | Natural Gas - Distribution – 0.0% | Natural Gas - Distribution – 0.0% |
| NiSource, Inc., 5.65%, 2/01/2045 | $&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$39745 |
| Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% |
| APA Infrastructure Ltd., 5%, 3/23/2035 (n) | $102000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$96068 |
| Network & Telecom – 0.1% | Network & Telecom – 0.1% | Network & Telecom – 0.1% |
| AT&T, Inc., 2.75%, 6/01/2031 | $108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$93143 |
| AT&T, Inc., 3.55%, 9/15/2055 | &nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27072 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$120215 |
| Other Banks & Diversified Financials – 0.2% | Other Banks & Diversified Financials – 0.2% | Other Banks & Diversified Financials – 0.2% |
| American Express Co., 4.989% to 5/26/2032, FLR (SOFR - 1 day + 2.255%) to 5/26/2033 | $178000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$176432 |
| Mizrahi Tefahot Bank Ltd., 3.077% to 4/07/2026, FLR (CMT - 5yr. + 2.25%) to 4/07/2031 (n) | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179900 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$356332 |
| Pharmaceuticals – 0.1% | Pharmaceuticals – 0.1% | Pharmaceuticals – 0.1% |
| AstraZeneca PLC, 1.375%, 8/06/2030 | $&nbsp;&nbsp;64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$52534 |
| Merck & Co., Inc., 2.75%, 12/10/2051 | &nbsp;&nbsp;58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41769 |
| Pfizer, Inc., 2.55%, 5/28/2040 | &nbsp;&nbsp;58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44633 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$138936 |
| Pollution Control – 0.1% | Pollution Control – 0.1% | Pollution Control – 0.1% |
| Waste Connections, Inc., 4.2%, 1/15/2033 | $101000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$98116 |
| Railroad & Shipping – 0.0% | Railroad & Shipping – 0.0% | Railroad & Shipping – 0.0% |
| Canadian Pacific Railway Co., 3%, 12/02/2041 | $&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$27780 |
| Canadian Pacific Railway Co., 3.1%, 12/02/2051 | &nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38340 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$66120 |
| Real Estate - Apartment – 0.1% | Real Estate - Apartment – 0.1% | Real Estate - Apartment – 0.1% |
| American Homes 4 Rent LP, REIT, 2.375%, 7/15/2031 | $103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$84066 |
| Real Estate - Office – 0.2% | Real Estate - Office – 0.2% | Real Estate - Office – 0.2% |
| Corporate Office Property LP, REIT, 2%, 1/15/2029 | $109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$86430 |
| Corporate Office Property LP, REIT, 2.75%, 4/15/2031 | 176000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137371 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$223801 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Real Estate - Other – 0.1% | Real Estate - Other – 0.1% | Real Estate - Other – 0.1% |
| EPR Properties, REIT, 3.6%, 11/15/2031 | $&nbsp;&nbsp;79000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$61073 |
| Lexington Realty Trust Co., 2.7%, 9/15/2030 | 119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98282 |
| W.P. Carey, Inc., REIT, 2.45%, 2/01/2032 | &nbsp;&nbsp;47000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38361 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$197716 |
| Real Estate - Retail – 0.1% | Real Estate - Retail – 0.1% | Real Estate - Retail – 0.1% |
| Brixmor Operating Partnership LP, REIT, 2.5%, 8/16/2031 | $&nbsp;&nbsp;54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$43221 |
| STORE Capital Corp., REIT, 2.75%, 11/18/2030 | 210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164099 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$207320 |
| Retailers – 0.4% | Retailers – 0.4% | Retailers – 0.4% |
| Alimentation Couche-Tard, Inc., 3.8%, 1/25/2050 (n) | $&nbsp;&nbsp;66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$49371 |
| Amazon.com, Inc., 3.6%, 4/13/2032 | 273000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259737 |
| AutoZone, Inc., 4.75%, 8/01/2032 | &nbsp;&nbsp;76000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76000 |
| Home Depot, Inc., 3.9%, 6/15/2047 | 195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172497 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$557605 |
| Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% |
| International Flavors & Fragrances, Inc., 1.23%, 10/01/2025 (n) | $&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$26977 |
| International Flavors & Fragrances, Inc., 1.832%, 10/15/2027 (n) | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25962 |
| International Flavors & Fragrances, Inc., 2.3%, 11/01/2030 (n) | &nbsp;&nbsp;59000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48900 |
| International Flavors & Fragrances, Inc., 3.268%, 11/15/2040 (n) | &nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65914 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$167753 |
| Specialty Stores – 0.1% | Specialty Stores – 0.1% | Specialty Stores – 0.1% |
| DICK'S Sporting Goods, 3.15%, 1/15/2032 | $102000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$83459 |
| DICK'S Sporting Goods, 4.1%, 1/15/2052 | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80951 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$164410 |
| Telecommunications - Wireless – 0.5% | Telecommunications - Wireless – 0.5% | Telecommunications - Wireless – 0.5% |
| Crown Castle, Inc., REIT, 4.45%, 2/15/2026 | $&nbsp;&nbsp;79000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$78051 |
| Crown Castle, Inc., REIT, 3.7%, 6/15/2026 | 251000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242161 |
| Rogers Communications, Inc., 3.8%, 3/15/2032 (n) | &nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76511 |
| Rogers Communications, Inc., 4.5%, 3/15/2042 (n) | 149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129618 |
| Rogers Communications, Inc., 3.7%, 11/15/2049 | &nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63904 |
| T-Mobile USA, Inc., 3.5%, 4/15/2025 | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233051 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$823296 |
| Tobacco – 0.0% | Tobacco – 0.0% | Tobacco – 0.0% |
| Philip Morris International, Inc., 5.625%, 11/17/2029 | $&nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$44910 |
| U.S. Treasury Obligations – 0.9% | U.S. Treasury Obligations – 0.9% | U.S. Treasury Obligations – 0.9% |
| U.S. Treasury Bonds, 1.375%, 11/15/2040 (f) | $208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$143934 |
| U.S. Treasury Bonds, 2.375%, 2/15/2042 (f) | 198000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160179 |
| U.S. Treasury Bonds, 2.875%, 5/15/2052 (f) | 178400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153731 |
| U.S. Treasury Notes, 0.875%, 1/31/2024 (f) | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240586 |
| U.S. Treasury Notes, 2.625%, 4/15/2025 (f) | 511000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495071 |
| U.S. Treasury Notes, 4.125%, 9/30/2027 (f) | &nbsp;&nbsp;77000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78561 |
| U.S. Treasury Notes, 4.125%, 11/15/2032 (f) | 123000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129400 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1401462 |
| Utilities - Electric Power – 1.5% | Utilities - Electric Power – 1.5% | Utilities - Electric Power – 1.5% |
| Alabama Power Co., 3.45%, 10/01/2049 | $177000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$136319 |
| American Electric Power Co., Inc., 2.3%, 3/01/2030 | &nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46457 |
| American Transmission Systems, Inc., 2.65%, 1/15/2032 (n) | &nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80869 |
| CenterPoint Energy, Inc., 2.65%, 6/01/2031 | 103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88120 |
| Duke Energy Carolinas LLC, 2.85%, 3/15/2032 | 213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186428 |
| Duke Energy Corp., 3.3%, 6/15/2041 | 198000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153928 |
| Enel Finance International N.V., 4.625%, 6/15/2027 (n) | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195638 |
| Evergy, Inc., 2.9%, 9/15/2029 | &nbsp;&nbsp;71000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63140 |
| FirstEnergy Corp., 2.65%, 3/01/2030 | 134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114495 |
| Florida Power & Light Co., 2.85%, 4/01/2025 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48209 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Utilities - Electric Power – continued | Utilities - Electric Power – continued | Utilities - Electric Power – continued |
| Florida Power & Light Co., 2.45%, 2/03/2032 | 246000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$212227 |
| Florida Power & Light Co., 3.95%, 3/01/2048 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44072 |
| Georgia Power Co., 4.7%, 5/15/2032 | 162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161518 |
| Georgia Power Co., 5.125%, 5/15/2052 | &nbsp;&nbsp;79000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79132 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126943 |
| NextEra Energy Capital Holdings, Inc., 2.44%, 1/15/2032 | &nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43428 |
| NextEra Energy Capital Holdings, Inc., 3.8% to 3/15/2027, FLR (CMT - 5yr. + 2.547%) to 3/15/2082 | 101000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88235 |
| Pacific Gas & Electric Co., 2.5%, 2/01/2031 | 167000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134743 |
| Southern California Edison Co., 4.5%, 9/01/2040 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45252 |
| Southern California Edison Co., 3.65%, 2/01/2050 | &nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74678 |
| Virginia Electric & Power Co., 2.875%, 7/15/2029 | &nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77104 |
| Xcel Energy, Inc., 4.6%, 6/01/2032 | 138000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136637 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$2337572 |
| **Total Bonds** |  | &nbsp;&nbsp;**$29786704** |
| Preferred Stocks – 0.0% | Preferred Stocks – 0.0% | Preferred Stocks – 0.0% |
| Consumer Products – 0.0% |  |  |
| Henkel AG & Co. KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$24174 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Strike<br> Price** | &nbsp;&nbsp;**First<br> Exercise** |  |  |
| Warrants – 0.0% |  |  |  |  |
| Apparel Manufacturers – 0.0% | Apparel Manufacturers – 0.0% | Apparel Manufacturers – 0.0% | Apparel Manufacturers – 0.0% | Apparel Manufacturers – 0.0% |
| Compagnie Financiere Richemont S.A. (1 share for 2 warrants, Expiration 12/04/23) (a) | CHF 67.00 | &nbsp;&nbsp;11/20/23 | 1448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1677 |
| Medical Equipment – 0.0% | Medical Equipment – 0.0% | Medical Equipment – 0.0% | Medical Equipment – 0.0% | Medical Equipment – 0.0% |
| OptiNose, Inc. (1 share for 1 warrant, Expiration 11/23/27) (a) | $2.57 | &nbsp;&nbsp;11/21/23 | 1246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 |
| **Total Warrants** | **Total Warrants** | **Total Warrants** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$1677** |

---

---

| | | |
|:---|:---|:---|
| Investment Companies (h) – 4.6% | Investment Companies (h) – 4.6% | Investment Companies (h) – 4.6% |
| Money Market Funds – 4.6% | Money Market Funds – 4.6% |  |
| MFS Institutional Money Market Portfolio, 4.29% (v) | 6903708 | &nbsp;&nbsp;&nbsp;&nbsp;$6904398 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Underlying/Expiration Date/Exercise Price** | &nbsp;&nbsp;**Put/Call** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;**Par Amount/<br> Number of<br> Contracts** |  |
| Purchased Options – 0.0% | Purchased Options – 0.0% | Purchased Options – 0.0% | Purchased Options – 0.0% | Purchased Options – 0.0% |  |
| Market Index Securities – 0.0% | Market Index Securities – 0.0% | Market Index Securities – 0.0% | Market Index Securities – 0.0% | Market Index Securities – 0.0% |  |
| Markit CDX North America Investment Grade Series 39 Index Credit Default Swap-Fund pays 1%, Fund receives notional amount upon a defined credit event of an index constituent – April 2023 @ $87.5 | &nbsp;&nbsp;Put | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;$6893419 | &nbsp;&nbsp;&nbsp; $6800000 | &nbsp;&nbsp;$9414 |

---

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** |  |
| Collateral for Securities Loaned – 0.1% | Collateral for Securities Loaned – 0.1% | Collateral for Securities Loaned – 0.1% |
| JPMorgan U.S. Government Money Market Fund - Class IM Shares, 4.17% (j) | 78612 | &nbsp;&nbsp;&nbsp;$78612 |
| Written Options (see table below) – (0.0)% | Written Options (see table below) – (0.0)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3625) |
| Securities Sold Short – (0.0)% | Securities Sold Short – (0.0)% | Securities Sold Short – (0.0)% |
| Telecommunications - Wireless – (0.0)% | Telecommunications - Wireless – (0.0)% | Telecommunications - Wireless – (0.0)% |
| Crown Castle, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;(164) | &nbsp;&nbsp;&nbsp;$(24290) |
| Other Assets, Less Liabilities – 0.7% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138259 |
| **Net Assets – 100.0%** | **Net Assets – 100.0%** | &nbsp;&nbsp;&nbsp;**$151912809** |

---

------

Portfolio of Investments (unaudited) – continued

(a) Non-income producing security.

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

(h) An affiliated issuer, which may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. At period end,
the aggregate values of the fund's investments in affiliated issuers and in unaffiliated issuers were $6,904,398 and $143,898,067, respectively.

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

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

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

(n) Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in the ordinary course of business in transactions exempt from
registration, normally to qualified institutional buyers. At period end, the aggregate value of these securities was $7,098,313, representing 4.7% of net assets.

(s) Security or a portion of the security was pledged to cover collateral requirements for securities sold short and/or certain derivative transactions.

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

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** |
| **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** |
| **Underlying** | &nbsp;&nbsp;**Put/<br> Call** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Par Amount/<br> Number of<br> Contracts** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| ***Market Index Securities*** | ***Market Index Securities*** | ***Market Index Securities*** | ***Market Index Securities*** | ***Market Index Securities*** |  |  |  |
| Markit CDX North America Investment Grade Series 39 Index Credit Default Swap-Fund pays 1%, Fund receives notional amount upon a defined credit event of an index constituent | &nbsp;&nbsp;Put | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;$(6800000) | &nbsp;&nbsp;$(6893419) | &nbsp;&nbsp; $110.00 | &nbsp;&nbsp;April – 2023 | &nbsp;&nbsp;$(3625) |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |
| **Currency<br> Purchased** | **Currency<br> Purchased** | &nbsp;&nbsp;**Currency<br> Sold** | &nbsp;&nbsp;**Currency<br> Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;2520000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1762863 | &nbsp;&nbsp;Brown Brothers Harriman | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;$17368 |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;2587000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780932 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46631 |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349164 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370 |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;4661569 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3446193 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57773 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4931 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5354 | &nbsp;&nbsp;Brown Brothers Harriman | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;4989000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5346966 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84201 |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;42274000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315994 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9692 |
| KRW | &nbsp;&nbsp;148563000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120478 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;5565000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591963 | &nbsp;&nbsp;Brown Brothers Harriman | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6104 |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;27249068 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2594519 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14220 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5396 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198455 | &nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550000 | &nbsp;&nbsp;BNP Paribas S.A. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196731 | &nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530000 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;1480446 | &nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11566902 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3558 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130199 | &nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439381 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2833 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545398 | &nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5299000 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14015 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;2344386 | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23781000 | &nbsp;&nbsp;Royal Bank of Scotland | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67669 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121456 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2078796 | &nbsp;&nbsp;Brown Brothers Harriman | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;$331823 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252537 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(747) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;1709000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126916 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19023) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409384 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1126) |
| JPY | &nbsp;&nbsp;513823000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4015892 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57322) |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;44241893 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4440832 | &nbsp;&nbsp;Brown Brothers Harriman | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4268) |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;5111000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518257 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5727) |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;37169000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3618433 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59992) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;6795796 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10065423 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(314834) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168765 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909113 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9644) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;1505660 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039000 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26997) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;8449663 | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7958619 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(262937) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;1056795 | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969000 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4006) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923708 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6583287 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39800) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;15377184 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14722334 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(649967) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;3939705 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3633000 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15282) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;7998751 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6654795 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(209323) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76888 | &nbsp;&nbsp;IDR | &nbsp;&nbsp;1212682000 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3977) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525751 | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43206252 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1048) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;9346632 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;1277483584 | &nbsp;&nbsp;Brown Brothers Harriman | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(495296) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481344 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;637588800 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36652) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114928 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2241897 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3694) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;1486868 | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304000 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2790) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966371 | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556842 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40209) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482580 | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662841 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22160) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91384 | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3204240 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6291) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494635 | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15091323 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9043) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(2302155) |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** |
| **Description** | &nbsp;&nbsp;**Long/<br> Short** | &nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Contracts** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| ***Equity Futures*** | ***Equity Futures*** | ***Equity Futures*** | ***Equity Futures*** | ***Equity Futures*** |  |  |
| CAC 40 Index | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;$5656488 | &nbsp;&nbsp;February – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;$67244 |
| FTSE 100 Index | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;1530960 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55973 |
| FTSE MIB Index | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;5977067 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549287 |
| FTSE Taiwan Index | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;1872150 | &nbsp;&nbsp;February – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28582 |
| Hang Seng Index | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;4050013 | &nbsp;&nbsp;February – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33549 |
| IBEX 35 Index | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;5828596 | &nbsp;&nbsp;February – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155308 |
| Mini Ibovespa | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;1192 | &nbsp;&nbsp;5360865 | &nbsp;&nbsp;February – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290339 |
| OMX 30 Index | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;2323419 | &nbsp;&nbsp;February – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6131 |
| Topix Index | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;2899489 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104977 |
|  |  |  |  |  |  | &nbsp;&nbsp;$1291390 |
| ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** |  |  |
| Euro-Bund 10 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;$7139706 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;$215236 |
| U.S. Treasury Note 2 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;3084727 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10775 |
| U.S. Treasury Ultra Bond | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;708750 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30334 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;$256345 |
|  |  |  |  |  |  | &nbsp;&nbsp;$1547735 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| ***Equity Futures*** | ***Equity Futures*** | ***Equity Futures*** | ***Equity Futures*** | ***Equity Futures*** |  |  |
| AEX 25 Index | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;$8136473 | &nbsp;&nbsp;February – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;$(28076) |
| BIST 30 Index | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;TRY | &nbsp;&nbsp;1537 | &nbsp;&nbsp;4576629 | &nbsp;&nbsp;February – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(446814) |
| DAX Index | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;2484192 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74595) |
| FTSE/JSE Top 40 Index | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;1708261 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96542) |
| KOSPI 200 Index | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;1755813 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29404) |
| Mexbol Index | &nbsp;&nbsp;Short | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;4084631 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(299175) |
| MSCI Singapore Index | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;4702686 | &nbsp;&nbsp;February – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120790) |
| NIFTY Index | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;142016 | &nbsp;&nbsp;February – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3421) |
| Russell 2000 Index | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;16387930 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(882379) |
| S&P 500 E-Mini Index | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;37219000 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(841583) |
| S&P MidCap 400 Index | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;12515630 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(698240) |
| S&P/ASX 200 Index | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;7761929 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(228092) |
| S&P/TSX 60 Index | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;1884784 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39784) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(3788895) |
| ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** |  |  |
| Australian Bond 10 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;$13090368 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;$(200188) |
| Canadian Treasury Bond 10 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;13569712 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79282) |
| Japan Government Bond 10 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;12385511 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77997) |
| Long Gilt 10 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;1803832 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4705) |
| U.S. Treasury Note 10 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;15917672 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(200065) |
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;4363312 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62961) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(625198) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(4414093) |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared Swap Agreements** | **Cleared Swap Agreements** | **Cleared Swap Agreements** | **Cleared Swap Agreements** | **Cleared Swap Agreements** | **Cleared Swap Agreements** | **Cleared Swap Agreements** | **Cleared Swap Agreements** | **Cleared Swap Agreements** |
| **Maturity<br> Date** | **Maturity<br> Date** | **Notional<br> Amount** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Cash Flows<br> to Receive/<br> Frequency** | &nbsp;&nbsp;**Cash Flows<br> to Pay/<br> Frequency** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;**Net Unamortized<br> Upfront Payments<br> (Receipts)** | &nbsp;&nbsp;**Value** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |  |  |  |
| ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** |  |  |  |
| 3/15/33 | USD | &nbsp;&nbsp;11300000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;SOFR - 1 day/Annually | &nbsp;&nbsp;3.750%/Annually | &nbsp;&nbsp;&nbsp;$30543 | &nbsp;&nbsp;$(574018) | &nbsp;&nbsp;$(543475) |
| 3/15/53 | USD | &nbsp;&nbsp;4900000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;SOFR - 1 day/Annually | &nbsp;&nbsp;3.250%/Annually | &nbsp;&nbsp;&nbsp;&nbsp;103493 | &nbsp;&nbsp;&nbsp;&nbsp;(397777) | &nbsp;&nbsp;&nbsp;(294284) |
|  |  |  |  |  |  | &nbsp;&nbsp;$134036 | &nbsp;&nbsp;$(971795) | &nbsp;&nbsp;$(837759) |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |  |  |  |
| ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** |  |  |  |
| 3/15/25 | USD | &nbsp;&nbsp;52700000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;4.500%/Annually | &nbsp;&nbsp;SOFR - 1 day/Annually | &nbsp;&nbsp;$(83851) | &nbsp;&nbsp;$458614 | &nbsp;&nbsp;$374763 |
| 3/15/28 | USD | &nbsp;&nbsp;21000000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;4.000%/Annually | &nbsp;&nbsp;SOFR - 1 day/Annually | &nbsp;&nbsp;&nbsp;&nbsp;(26018) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650330 | &nbsp;&nbsp;&nbsp;&nbsp;624312 |
|  |  |  |  |  |  | &nbsp;&nbsp;$(109869) | &nbsp;&nbsp;$1108944 | &nbsp;&nbsp;$999075 |

---

At January 31, 2023, the fund had cash collateral of $2,467,758 and other liquid securities with an aggregate value of $29,004,260 to cover any collateral or margin obligations for securities sold short and certain derivative contracts.

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

------

### Supplemental Information
1/31/23 (unaudited)

The fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies.

(1) Investment Valuations

Subject to its oversight, the fund's Board of Trustees has delegated primary responsibility for determining or causing to be determined the value of the fund's investments to MFS as the fund's adviser, pursuant to the fund's valuation policy and procedures which have been adopted by the adviser and approved by the Board. Effective September 8, 2022, and in accordance with Rule 2a-5 under the Investment Company Act of 1940, the Board of Trustees designated the adviser as the "valuation designee" of the fund. If the adviser, as valuation designee, determines that reliable market quotations are not readily available for an investment, the investment is valued at fair value as determined in good faith by the adviser in accordance with the adviser's fair valuation policy and procedures.

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

Debt instruments and floating rate loans, including restricted debt instruments, are generally valued at an evaluated or composite bid as provided by a third-party pricing service. Short-term instruments with a maturity at issuance of 60 days or less may be valued at amortized cost, which approximates market value. Exchange-traded options are generally valued at the last sale or official closing price on their primary exchange as provided by a third-party pricing service. Exchange-traded options for which there were no sales reported that day are generally valued at the last daily bid quotation on their primary exchange as provided by a third-party pricing service. For put options, the position may be valued at the last daily ask quotation if there are no trades reported during the day. Options not traded on an exchange are generally valued at a broker/dealer bid quotation. Foreign currency options are generally valued at valuations provided by a third-party pricing service.

Futures contracts are generally valued at last posted settlement price on their primary exchange as provided by a third-party pricing service. Futures contracts for which there were no trades that day for a particular position are generally valued at the closing bid quotation on their primary exchange as provided by a third-party pricing service. Forward foreign currency exchange contracts are generally valued at the mean of bid and asked prices for the time period interpolated from rates provided by a third-party pricing service for proximate time periods. Swap agreements are generally valued using valuations provided by a third-party pricing service, which for cleared swaps includes an evaluation of any trading activity at the clearinghouses. Open-end investment companies are generally valued at net asset value per share. The values of foreign securities and other assets and liabilities expressed in foreign currencies are converted to U.S. dollars using the mean of bid and asked prices for rates provided by a third-party pricing service.

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

Various inputs are used in determining the value of the fund's assets or liabilities. These inputs are categorized into three broad levels. In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, an investment's level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The fund's assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the investment. Level 1 includes unadjusted quoted prices in active markets for identical assets or liabilities. Level 2 includes other significant observable market-based inputs (including quoted prices for similar securities, interest rates, prepayment speed, and credit risk). Level 3 includes significant unobservable inputs, which may include the adviser's own assumptions in determining the fair value of

------

Supplemental Information (unaudited) – continued

investments. Other financial instruments are derivative instruments, such as futures contracts, forward foreign currency exchange contracts, swap agreements, and written options. The following is a summary of the levels used as of January 31, 2023 in valuing the fund's assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Financial Instruments** | &nbsp;&nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;**Total** |
| Equity Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;$76085382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$907036 | &nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$76992418 |
| &nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5678516 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760361 |
| &nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5155274 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5285978 |
| &nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4512851 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5076274 |
| &nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3613252 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4461273 |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3572142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3572142 |
| &nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779762 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2754842 |
| &nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047709 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200127 |
| &nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239723 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157126 |
| &nbsp;&nbsp;&nbsp;Other Countries | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3161216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4601580 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7762796 |
| U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401462 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401462 |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711352 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711352 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348287 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348287 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;18512900 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18512900 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431482 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431482 |
| Asset-Backed Securities (including CDOs) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286409 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286409 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8104226 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8104226 |
| Mutual Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6983010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6983010 |
| Total | &nbsp;&nbsp;&nbsp;$93470644 | &nbsp;&nbsp;&nbsp;$57331821 | &nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$150802465 |
| Securities Sold Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(24290) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(24290) |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$575266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$972469 | &nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1547735 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;(3389780) | &nbsp;&nbsp;&nbsp;&nbsp;(1024313) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4414093) |
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331823 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331823 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2302155) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2302155) |
| Swap Agreements – Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(837759) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(837759) |
| Swap Agreements – Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999075 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999075 |
| Written Options - Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3625) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3625) |

---

For further information regarding security characteristics, see the Portfolio of Investments.

(2) Securities Lending Collateral

At January 31, 2023, the value of securities loaned was $162,356. These loans were collateralized by cash of $78,612 and U.S. Treasury Obligations (held by the lending agent) of $91,493.

(3) Investments in Affiliated Issuers

An affiliated issuer may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. For the purposes of this report, the following were affiliated issuers:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Issuers** | &nbsp;&nbsp;**Beginning<br> Value** | &nbsp;&nbsp;**Purchases** | &nbsp;&nbsp;**Sales<br> Proceeds** | &nbsp;&nbsp;**Realized<br> Gain<br> (Loss)** | &nbsp;&nbsp;**Change in<br> Unrealized<br> Appreciation or<br> Depreciation** | &nbsp;&nbsp;**Ending<br> Value** |
| MFS Institutional Money Market Portfolio | &nbsp;&nbsp;$1390993 | &nbsp;&nbsp;$41505068 | &nbsp;&nbsp;$35991708 | &nbsp;&nbsp;$(388) | &nbsp;&nbsp;$433 | &nbsp;&nbsp;$6904398 |

---

---

| | | |
|:---|:---|:---|
| **Affiliated Issuers** | &nbsp;&nbsp;**Dividend<br> Income** | &nbsp;&nbsp;**Capital Gain<br> Distributions** |
| MFS Institutional Money Market Portfolio | &nbsp;&nbsp;$78157 | &nbsp;&nbsp;$— |

---

------

Supplemental Information (unaudited) – continued

(4) Issuer Country Weightings

Issuer country weighting percentages of portfolio holdings based on net assets, as of January 31, 2023, are as follows:

---

| | |
|:---|:---|
| United States | 63.4% |
| Japan | 14.0% |
| France | 7.7% |
| United Kingdom | 6.1% |
| Australia | 5.1% |
| Italy | 4.6% |
| Germany | (4.5)% |
| Netherlands | (4.9)% |
| Canada | (6.6)% |
| Other Countries | 15.1% |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $154513715.68

**Total Liabilities:** $2599444.50

**Net Assets:** $151914271.18

**Cash Not Reported:** $14952.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -23.19396070 | **1-Year:** -912.11845830 | **5-Year:** -5523.21322770 | **10-Year:** -11525.88906150 | **30-Year:** -5379.22468680

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

- **3-Month:** -45.43067080 | **1-Year:** -51.88726280 | **5-Year:** -44.82098670 | **10-Year:** -111.87143190 | **30-Year:** -0.23268110

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054207 | 3.68%                | -1.09%               | 2.16%                |
| Class ID C000054209 | 3.63%                | -1.07%               | 2.23%                |
| Class ID C000054216 | 3.63%                | -1.10%               | 2.18%                |
| Class ID C000054214 | 3.55%                | -1.11%               | 2.06%                |
| Class ID C000054212 | 3.65%                | -1.00%               | 2.15%                |
| Class ID C000054208 | 3.64%                | -1.03%               | 2.14%                |
| Class ID C000054210 | 3.51%                | -1.10%               | 2.04%                |
| Class ID C000054217 | 3.68%                | -1.08%               | 2.15%                |
| Class ID C000054211 | 3.60%                | -1.10%               | 2.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-121251.16              | $10522552.62                               |
| Month 2  | $263604.15               | $-6029980.88                               |
| Month 3  | $640263.78               | $8693238.06                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                 | Title                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Host Hotels & Resorts, Inc.                          | Host Hotels & Resorts, Inc.                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     18512 | NS      | $348951.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                        | UniCredit SpA                                                 | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    350000 | PA      | $317522.81    | 0.21%             | 2026-09-22      | Variable      | 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      | $-4267.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                             | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    371000 | PA      | $327148.41    | 0.22%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Credit Index Swaption                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   6800000 | PA      | $9413.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                       | Corporate Office Properties LP                                | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    109000 | PA      | $86429.89     | 0.06%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                          | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158599.02    | 0.10%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp.                             | Wintrust Financial Corp.                                      | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       279 | NS      | $25520.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                      | Eaton Corp. plc                                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      1836 | NS      | $297817.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp.                                          | Sabre Corp.                                                   | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |      9028 | NS      | $61480.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino, Inc.                                          | nCino, Inc.                                                   | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       928 | NS      | $26540.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                   | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    196000 | PA      | $139235.34    | 0.09%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                       | Tapestry, Inc.                                                | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    168000 | PA      | $137707.58    | 0.09%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                         | Cadence Design Systems, Inc.                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      4303 | NS      | $786717.49    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                           | Archer-Daniels-Midland Co.                                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      5079 | NS      | $420795.15    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7, Inc.                                         | Rapid7, Inc.                                                  | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      1187 | NS      | $47325.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                         | Hasbro, Inc.                                                  | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     93000 | PA      | $85009.57     | 0.06%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                          | Euronext NV                                                   | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |      1184 | NS      | $95955.70     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                    | Alabama Power Co.                                             | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    177000 | PA      | $136318.80    | 0.09%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| S Foods, Inc.                                        | S Foods, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3900 | NS      | $89148.74     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                        | Equifax, Inc.                                                 | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     66000 | PA      | $54365.55     | 0.04%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                    | Exxon Mobil Corp.                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      1514 | NS      | $175639.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | DAX Index                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -6 | NC      | $-63932.23    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                          | Raytheon Technologies Corp.                                   | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    134000 | PA      | $98886.00     | 0.07%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2805 | NS      | $514240.65    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                       | Alphabet, Inc., Class A                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     15489 | NS      | $1530932.76   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian plc                                         | Experian plc                                                  | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |      4015 | NS      | $146790.25    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.          | Taiwan Semiconductor Manufacturing Co. Ltd.                   | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      7675 | NS      | $711702.75    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Novozymes A/S                                        | Novozymes A/S, Class B                                        | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |      2384 | NS      | $124103.34    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                              | Idemitsu Kosan Co. Ltd.                                       | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |      1900 | NS      | $47377.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                    | Philip Morris International, Inc.                             | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44909.85     | 0.03%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp.                                  | STORE Capital Corp.                                           | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $164098.98    | 0.11%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                     | Zions Bancorp NA                                              | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      4109 | NS      | $218434.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                      | CME Group, Inc.                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       185 | NS      | $32682.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                      | Ingredion, Inc.                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       545 | NS      | $56026.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                                  | Valero Energy Corp.                                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      3088 | NS      | $432412.64    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                       | AutoZone, Inc.                                                | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76000.45     | 0.05%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                          | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    173000 | PA      | $136766.48    | 0.09%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                           | Crowdstrike Holdings, Inc., Class A                           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       845 | NS      | $89485.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                            | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49802.32     | 0.03%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                           | Esab Corp.                                                    | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       904 | NS      | $52260.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                 | SoftBank Group Corp.                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |       700 | NS      | $33364.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                        | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    195000 | PA      | $172496.91    | 0.11%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PALTAC Corp.                                         | PALTAC Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2100 | NS      | $75913.46     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                         | AMETEK, Inc.                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      2787 | NS      | $403892.04    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                           | Chubb Ltd.                                                    | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       247 | NS      | $56190.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TaskUS, Inc.                                         | TaskUS, Inc., Class A                                         | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |      3994 | NS      | $74488.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 10 Year Note                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -139 | NC      | $-200064.95   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                         | Two Harbors Investment Corp.                                  | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      1927 | NS      | $34570.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Belimo Holding AG                                    | Belimo Holding AG (Registered)                                | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |       367 | NS      | $192820.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                   | CoStar Group, Inc.                                            | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5515 | NS      | $429618.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                         | NVIDIA Corp.                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2262 | NS      | $441926.94    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EMIS Group plc                                       | EMIS Group plc                                                | CUSIP: N/A<br>LEI: 213800K474ZZK76NX913       | Long             | EC               | CORP              | GB        |      3825 | NS      | $88559.93     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                        | Equifax, Inc.                                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      2292 | NS      | $509282.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-19023.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                           | PG&E Corp.                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      7160 | NS      | $113844.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                     | Amazon.com, Inc.                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     13341 | NS      | $1375857.33   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | SGX NIFTY 50 Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         4 | NC      | $-3421.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Beer Holdings Co. Ltd.               | China Resources Beer Holdings Co. Ltd.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     14000 | NS      | $105252.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                           | New Jersey Resources Corp.                                    | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       864 | NS      | $43130.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand City Properties SA                             | Grand City Properties SA                                      | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | EC               | CORP              | LU        |      2495 | NS      | $26534.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Timken Co. (The)                                     | Timken Co. (The)                                              | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       671 | NS      | $55256.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                 | Infrastrutture Wireless Italiane SpA                          | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |     11079 | NS      | $121462.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                 | Royal Bank of Canada                                          | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $181705.00    | 0.12%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Syneos Health, Inc.                                  | Syneos Health, Inc.                                           | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      2571 | NS      | $92350.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                           | Essex Property Trust, Inc.                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       121 | NS      | $27354.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                           | Visa, Inc.                                                    | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    107000 | PA      | $68311.90     | 0.04%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| nVent Electric plc                                   | nVent Electric plc                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      1121 | NS      | $44559.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                         | Barclays plc                                                  | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $163271.90    | 0.11%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Brookline Bancorp, Inc.                              | Brookline Bancorp, Inc.                                       | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3424 | NS      | $44785.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.                     | Fortune Brands Innovations, Inc.                              | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    232000 | PA      | $210416.92    | 0.14%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mapletree Commercial Trust                           | Mapletree Commercial Trust                                    | CUSIP: N/A<br>LEI: 549300BF18K4IC5LZ208       | Long             | EC               | CORP              | SG        |     39600 | NS      | $55189.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                           | Symrise AG                                                    | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |       632 | NS      | $66976.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                                 | Otis Worldwide Corp.                                          | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21820.90     | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                               | Northrop Grumman Corp.                                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       837 | NS      | $375009.48    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                           | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    511000 | PA      | $495071.17    | 0.33%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio             | MFS Institutional Money Market Portfolio, Class A             | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |   6875119 | NS      | $6875806.48   | 4.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box, Inc.                                | Jack in the Box, Inc.                                         | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       488 | NS      | $37078.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC                           | AerCap Ireland Capital DAC                                    | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $139371.43    | 0.09%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.              | Mid-America Apartment Communities, Inc.                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       144 | NS      | $24007.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | MEX BOLSA Index                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | MX        |      -139 | NC      | $-296400.83   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Azbil Corp.                                          | Azbil Corp.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2300 | NS      | $64923.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                             | Bristol-Myers Squibb Co.                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      3931 | NS      | $285587.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                         | Waters Corp.                                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       532 | NS      | $174804.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                      | Eli Lilly & Co.                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       151 | NS      | $51966.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                        | Danaher Corp.                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       933 | NS      | $246666.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IRS                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   4900000 | PA      | $103492.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                    | Galaxy Pipeline Assets Bidco Ltd.                             | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    178638 | PA      | $165671.28    | 0.11%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Elastic NV                                           | Elastic NV                                                    | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |       175 | NS      | $10297.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                           | AT&T, Inc.                                                    | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    108000 | PA      | $93142.49     | 0.06%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JM Smucker Co. (The)                                 | JM Smucker Co. (The)                                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       266 | NS      | $40644.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                               | Howmet Aerospace, Inc.                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      5360 | NS      | $218098.40    | 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      | $9691.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                              | Meituan                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |       930 | NS      | $20708.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                       | Alphabet, Inc., Class C                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     12588 | NS      | $1257163.56   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                   | Crown Castle, Inc.                                            | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78051.28     | 0.05%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Weir Group plc (The)                                 | Weir Group plc (The)                                          | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |      1859 | NS      | $40931.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings, Inc.                               | Medpace Holdings, Inc.                                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       802 | NS      | $177298.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | BIST 30 Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TR        |      1537 | NC      | $-463719.26   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                | Targa Resources Corp.                                         | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    151000 | PA      | $129292.79    | 0.09%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                    | Xcel Energy, Inc.                                             | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    138000 | PA      | $136637.43    | 0.09%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Premier, Inc.                                        | Premier, Inc., Class A                                        | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1255 | NS      | $41866.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                         | Neurocrine Biosciences, Inc.                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       165 | NS      | $18303.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                        | Cummins, Inc.                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       657 | NS      | $163947.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                          | Intel Corp.                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      5565 | NS      | $157266.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3370.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Television Holdings, Inc.                     | Nippon Television Holdings, Inc.                              | CUSIP: N/A<br>LEI: 353800QI43C3H97E4W63       | Long             | EC               | CORP              | JP        |      3400 | NS      | $27464.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                              | Boston Scientific Corp.                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      7652 | NS      | $353905.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                         | Intuit, Inc.                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       460 | NS      | $194428.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                  | Amadeus IT Group SA                                           | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |      6805 | NS      | $428081.83    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Class A                         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1790 | NS      | $311782.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sugi Holdings Co. Ltd.                               | Sugi Holdings Co. Ltd.                                        | CUSIP: N/A<br>LEI: 529900N86BFWB1FADG87       | Long             | EC               | CORP              | JP        |       400 | NS      | $17490.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                      | BlackRock, Inc.                                               | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       301 | NS      | $228522.21    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings LP                                | Plains GP Holdings LP, Class A                                | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |      6358 | NS      | $83226.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                  | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $94963.89     | 0.06%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Urban Outfitters, Inc.                               | Urban Outfitters, Inc.                                        | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2554 | NS      | $69954.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd.                               | Julius Baer Group Ltd.                                        | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |      1038 | NS      | $66512.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane, Inc.                                  | Hamilton Lane, Inc., Class A                                  | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       994 | NS      | $77392.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                         | Biogen, Inc.                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1104 | NS      | $321153.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort, Inc.                                       | CryoPort, Inc.                                                | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |      1357 | NS      | $30980.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                           | Constellation Brands, Inc., Class A                           | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       116 | NS      | $26856.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                          | Phillips 66                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       984 | NS      | $98665.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                       | WP Carey, Inc.                                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       495 | NS      | $42337.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steadfast Group Ltd.                                 | Steadfast Group Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     16251 | NS      | $60444.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Saia, Inc.                                           | Saia, Inc.                                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       120 | NS      | $32733.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                            | Danone SA                                                     | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |       825 | NS      | $45122.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                               | Sanofi                                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       563 | NS      | $55324.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group plc                             | Howden Joinery Group plc                                      | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |      7374 | NS      | $62853.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                             | SBA Communications Corp.                                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       752 | NS      | $223742.56    | 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      | $57773.11     | 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      | $14015.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                              | Republic Services, Inc.                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       237 | NS      | $29582.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                                | Everest Re Group Ltd.                                         | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       952 | NS      | $332904.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International, Inc.                   | Mettler-Toledo International, Inc.                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        80 | NS      | $122633.60    | 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      | $-4005.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     17715 | NS      | $2556097.35   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus, Inc.                                         | Cactus, Inc., Class A                                         | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      1301 | NS      | $70397.11     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                        | Moody's Corp.                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        77 | NS      | $24851.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                         | British American Tobacco plc                                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      2721 | NS      | $104062.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON plc                                             | ICON plc                                                      | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |      2151 | NS      | $496257.21    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     56000 | PA      | $47001.89     | 0.03%             | 2031-10-15      | Fixed         | 2.00%                 | 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      | $84201.31     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     77000 | PA      | $78561.05     | 0.05%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Spirit Realty Capital, Inc.                          | Spirit Realty Capital, Inc.                                   | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |       634 | NS      | $27819.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd.               | Check Point Software Technologies Ltd.                        | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |       171 | NS      | $21751.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp.                              | Chesapeake Energy Corp.                                       | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       314 | NS      | $27230.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-40209.37    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                         | Fiserv, Inc.                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       212 | NS      | $22616.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Operating Partnership LP                     | Brixmor Operating Partnership LP                              | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     54000 | PA      | $43220.73     | 0.03%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                  | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $153490.39    | 0.10%             | 2043-02-11      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                   | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $41225.08     | 0.03%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                   | Devon Energy Corp.                                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       911 | NS      | $57611.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                 | NextEra Energy, Inc.                                          | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $33583.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                           | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69337.08     | 0.05%             | 2030-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                            | Duke Energy Carolinas LLC                                     | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    213000 | PA      | $186427.75    | 0.12%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                 | LXP Industrial Trust                                          | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    119000 | PA      | $98282.19     | 0.06%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                              | Kirin Holdings Co. Ltd.                                       | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      2700 | NS      | $41585.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                    | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     39000 | PA      | $33842.73     | 0.02%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Sundrug Co. Ltd.                                     | Sundrug Co. Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3900 | NS      | $110400.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                              | Sika AG (Registered)                                          | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |      1748 | NS      | $497658.20    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| WNS Holdings Ltd.                                    | WNS Holdings Ltd.                                             | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |      1505 | NS      | $127518.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    123000 | PA      | $129399.84    | 0.09%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                  | Toll Brothers, Inc.                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      5791 | NS      | $344506.59    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                                | Sun Communities, Inc.                                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       290 | NS      | $45489.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp.                                   | Open Lending Corp., Class A                                   | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2082 | NS      | $18259.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                            | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135363.53    | 0.09%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Whitbread plc                                        | Whitbread plc                                                 | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |       899 | NS      | $33847.16     | 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      | $-15282.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cohu, Inc.                                           | Cohu, Inc.                                                    | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |       941 | NS      | $33951.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                              | Ryohin Keikaku Co. Ltd.                                       | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |      3900 | NS      | $43315.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                   | Deutsche Boerse AG                                            | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      1155 | NS      | $206386.45    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                    | Nitto Denko Corp.                                             | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |      1000 | NS      | $64714.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Life Storage, Inc.                                   | Life Storage, Inc.                                            | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |       646 | NS      | $69793.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co.                        | Pioneer Natural Resources Co.                                 | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    102000 | PA      | $83672.13     | 0.06%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Funko, Inc.                                          | Funko, Inc., Class A                                          | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      3684 | NS      | $44576.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Amsterdam Index                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -50 | NC      | $10761.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                                        | Dropbox, Inc., Class A                                        | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      9595 | NS      | $222891.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                        | Gartner, Inc.                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      2004 | NS      | $677632.56    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                                | Cheniere Energy, Inc.                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      4688 | NS      | $716279.52    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corp.                                          | NAVER Corp.                                                   | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |      1374 | NS      | $228946.43    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Univar Solutions, Inc.                               | Univar Solutions, Inc.                                        | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      2233 | NS      | $76993.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics, Inc.                       | SpringWorks Therapeutics, Inc.                                | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       531 | NS      | $16673.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                    | Ross Stores, Inc.                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       599 | NS      | $70795.81     | 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      | $67668.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                    | Georgia Power Co.                                             | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79132.19     | 0.05%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                           | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102532.56    | 0.07%             | 2033-04-15      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                | Albertsons Cos., Inc., Class A                                | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      1635 | NS      | $34662.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      2059 | NS      | $360180.87    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Series GG                       | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    128000 | PA      | $113095.06    | 0.07%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Canada 10 Year Bond                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |      -143 | NC      | $-84073.24    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                  | EssilorLuxottica SA                                           | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |      2794 | NS      | $511258.01    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon Corp.                                            | Aon Corp.                                                     | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $208717.00    | 0.14%             | 2031-08-23      | Fixed         | 2.05%                 | 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      | $14219.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                   | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    244000 | PA      | $199853.16    | 0.13%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                     | Kroger Co. (The)                                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      2810 | NS      | $125410.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                | NextEra Energy Capital Holdings, Inc.                         | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     52000 | PA      | $43427.58     | 0.03%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp.                                  | Franco-Nevada Corp.                                           | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4035 | NS      | $591868.74    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                       | Alimentation Couche-Tard, Inc.                                | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $49371.29     | 0.03%             | 2050-01-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Silk Road Medical, Inc.                              | Silk Road Medical, Inc.                                       | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |       501 | NS      | $27234.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                 | Edison International                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       482 | NS      | $33209.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-262936.86   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | FTSE/JSE Top 40 Index                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |       -40 | NC      | $-88553.59    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.            | Golden State Tobacco Securitization Corp.                     | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $50676.28     | 0.03%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                    | Johnson & Johnson                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4996 | NS      | $816446.32    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                    | Merck & Co., Inc.                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      7854 | NS      | $843598.14    | 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      | $-495296.13   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                           | AT&T, Inc.                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     21087 | NS      | $429542.19    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-39799.77    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                | Kansai Paint Co. Ltd.                                         | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |      5500 | NS      | $77483.66     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                            | Bank of Ireland Group plc                                     | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |     33996 | NS      | $362623.42    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                        | Akzo Nobel NV                                                 | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       487 | NS      | $36223.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                             | Equitable Holdings, Inc.                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     19619 | NS      | $629181.33    | 0.41%             |  |  |  | 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      | $-36652.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                         | Pfizer, Inc.                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      3324 | NS      | $146787.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                       | BNP Paribas SA                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      1881 | NS      | $128933.33    | 0.08%             |  |  |  | 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        |      3654 | NS      | $64464.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.            | Golden State Tobacco Securitization Corp.                     | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $51146.68     | 0.03%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oatly Group AB                                       | Oatly Group AB                                                | CUSIP: 67421J108<br>LEI: 894500CEIOQNBAH10Z10 | Long             | EC               | CORP              | SE        |      5716 | NS      | $13947.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bright Horizons Family Solutions, Inc.               | Bright Horizons Family Solutions, Inc.                        | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2746 | NS      | $210837.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex, Inc.                                       | Teleflex, Inc.                                                | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        72 | NS      | $17526.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                          | Tesla, Inc.                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1494 | NS      | $258790.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                         | Pfizer, Inc.                                                  | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     58000 | PA      | $44632.86     | 0.03%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                           | ZOZO, Inc.                                                    | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |      3200 | NS      | $82949.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RXO, Inc.                                            | RXO, Inc.                                                     | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      2402 | NS      | $44004.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                   | Atmos Energy Corp.                                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       201 | NS      | $23625.54     | 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      | $-59991.94    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica, Inc.                            | Lululemon Athletica, Inc.                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       593 | NS      | $181979.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent LP                             | American Homes 4 Rent LP                                      | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    103000 | PA      | $84066.18     | 0.06%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                 | Cheniere Corpus Christi Holdings LLC                          | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31929.38     | 0.02%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG               | Chocoladefabriken Lindt & Spruengli AG                        | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |        36 | NS      | $395628.16    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| PROCEPT BioRobotics Corp.                            | PROCEPT BioRobotics Corp.                                     | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       471 | NS      | $18317.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co.                             | Becton Dickinson and Co.                                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       141 | NS      | $35563.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Temenos AG                                           | Temenos AG (Registered)                                       | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |       584 | NS      | $41757.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| carsales.com Ltd.                                    | carsales.com Ltd.                                             | CUSIP: N/A<br>LEI: 5299009TFWZGH2AN7D11       | Long             | EC               | CORP              | AU        |      1630 | NS      | $26357.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | IRS                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  21000000 | PA      | $-41230.29    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv plc                                            | Aptiv plc                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |       442 | NS      | $49985.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Finance I UK plc                          | Brookfield Finance I UK plc                                   | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    192000 | PA      | $155308.80    | 0.10%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Nihon Kohden Corp.                                   | Nihon Kohden Corp.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $65637.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp.                                            | LKQ Corp.                                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      2316 | NS      | $136551.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                         | Grand Canyon Education, Inc.                                  | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       316 | NS      | $36832.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Info Service PCL                            | Advanced Info Service PCL                                     | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |      6700 | NS      | $39680.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                            | Thales SA                                                     | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       166 | NS      | $21931.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathay General Bancorp                               | Cathay General Bancorp                                        | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1536 | NS      | $67522.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG (Registered)                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      5924 | NS      | $126135.77    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                             | Marvell Technology, Inc.                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1201 | NS      | $51823.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                           | Simon Property Group, Inc.                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2994 | NS      | $384609.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                                    | Morningstar, Inc.                                             | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       362 | NS      | $87922.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.           | Knight-Swift Transportation Holdings, Inc.                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1537 | NS      | $90836.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                         | United Community Banks, Inc.                                  | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |       666 | NS      | $21671.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                        | Raymond James Financial, Inc.                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      4478 | NS      | $504984.06    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                               | US Foods Holding Corp.                                        | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       846 | NS      | $32257.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard, Inc.                            | Activision Blizzard, Inc.                                     | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    113000 | PA      | $75930.23     | 0.05%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                              | Eni SpA                                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      5026 | NS      | $77515.46     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark                                              | Aramark                                                       | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      1131 | NS      | $50363.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                   | Johnson Controls International plc                            | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      1853 | NS      | $128913.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                                         | Bruker Corp.                                                  | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       922 | NS      | $64650.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                       | Assurant, Inc.                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       391 | NS      | $51842.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                              | Molina Healthcare, Inc.                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       231 | NS      | $72032.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                  | LVMH Moet Hennessy Louis Vuitton SE                           | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      1124 | NS      | $981908.62    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group plc                                      | Ocado Group plc                                               | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | EC               | CORP              | GB        |       624 | NS      | $4986.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group, Inc. (The)        | Hartford Financial Services Group, Inc. (The)                 | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1086 | NS      | $84284.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                              | Progressive Corp. (The)                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3494 | NS      | $476406.90    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                      | ASML Holding NV                                               | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       348 | NS      | $229972.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore plc                                         | Glencore plc                                                  | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |     56893 | NS      | $381982.55    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV                                               | NXP BV                                                        | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $69730.99     | 0.05%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp.                                    | QuidelOrtho Corp.                                             | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       398 | NS      | $34072.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology plc                    | International Game Technology plc                             | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |      4882 | NS      | $129128.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                        | Visteon Corp.                                                 | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       596 | NS      | $93178.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery, Inc.                          | Warner Bros Discovery, Inc.                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       483 | NS      | $7158.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                              | Paylocity Holding Corp.                                       | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       113 | NS      | $23536.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                 | Schindler Holding AG                                          | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |       277 | NS      | $59007.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       938 | NS      | $97373.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                             | Bayer AG (Registered)                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |      4733 | NS      | $293574.57    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International plc                              | Croda International plc                                       | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      1998 | NS      | $170254.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       204 | NS      | $66130.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                         | Pacific Gas and Electric Co.                                  | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    167000 | PA      | $134742.93    | 0.09%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                             | Jones Lang LaSalle, Inc.                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       229 | NS      | $42335.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co.                            | Florida Power & Light Co.                                     | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48208.90     | 0.03%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                       | Comerica, Inc.                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      2248 | NS      | $164800.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vipshop Holdings Ltd.                                | Vipshop Holdings Ltd.                                         | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |      1834 | NS      | $28371.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                     | Amazon.com, Inc.                                              | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    273000 | PA      | $259736.67    | 0.17%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kobayashi Pharmaceutical Co. Ltd.                    | Kobayashi Pharmaceutical Co. Ltd.                             | CUSIP: N/A<br>LEI: 529900WBSL04KD6TKP95       | Long             | EC               | CORP              | JP        |      3500 | NS      | $251526.71    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                | Schneider Electric SE                                         | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      8335 | NS      | $1351581.02   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MSCI Singapore Index                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |      -202 | NC      | $-99652.86    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                   | HealthEquity, Inc.                                            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       565 | NS      | $34380.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P Midcap 400 E-Mini Index                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -47 | NC      | $-698239.99   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Suzano SA                                            | Suzano SA                                                     | CUSIP: 86959K105<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |      8557 | NS      | $78553.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions, Inc.                                   | ACV Auctions, Inc., Class A                                   | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4669 | NS      | $45756.20     | 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      | $46631.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentsply Sirona, Inc.                                | Dentsply Sirona, Inc.                                         | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |       949 | NS      | $34951.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manchester United plc                                | Manchester United plc, Class A                                | CUSIP: N/A<br>LEI: 529900GWGZPE83MJOV59       | Long             | EC               | CORP              | KY        |      3732 | NS      | $84156.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Intercontinental Exchange, Inc.                               | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $82655.58     | 0.05%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                        | Hologic, Inc.                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       371 | NS      | $30188.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Persol Holdings Co. Ltd.                             | Persol Holdings Co. Ltd.                                      | CUSIP: N/A<br>LEI: 3538000H6OI725NB2008       | Long             | EC               | CORP              | JP        |      1300 | NS      | $28489.96     | 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      | $-26996.86    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Enphase Energy, Inc.                                 | Enphase Energy, Inc.                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       401 | NS      | $88773.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       212 | NS      | $35071.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd.                                            | Nice Ltd.                                                     | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       607 | NS      | $125910.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp.                           | Cincinnati Financial Corp.                                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       252 | NS      | $28513.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings, Inc.                                | Resona Holdings, Inc.                                         | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     64800 | NS      | $358889.92    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Series HH                       | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    157000 | PA      | $133626.03    | 0.09%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                  | Alcon Finance Corp.                                           | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185903.87    | 0.12%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Hitachi Ltd.                                         | Hitachi Ltd.                                                  | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |     11900 | NS      | $624851.94    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                       | HDFC Bank Ltd.                                                | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |      3098 | NS      | $60954.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                            | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     93000 | PA      | $85234.30     | 0.06%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                        | Comcast Corp.                                                 | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    164000 | PA      | $132567.60    | 0.09%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                           | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       794 | NS      | $110524.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                 | Royal Bank of Canada                                          | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    234000 | PA      | $194199.97    | 0.13%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                            | Church & Dwight Co., Inc.                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1419 | NS      | $114740.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                         | Chipotle Mexican Grill, Inc.                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        48 | NS      | $79026.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                          | Adobe, Inc.                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1040 | NS      | $385153.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-209323.26   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp.                                           | Hess Corp.                                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      2020 | NS      | $303323.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                   | Altria Group, Inc.                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      3693 | NS      | $166332.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 3650R Commercial Mortgage Trust                      | 3650R Commercial Mortgage Trust, Series 2021-PF1, Class XA    | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992057 | PA      | $56251.64     | 0.04%             | 2054-11-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                      | Plains All American Pipeline LP                               | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $180778.55    | 0.12%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PerkinElmer, Inc.                                    | PerkinElmer, Inc.                                             | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1046 | NS      | $143856.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Corp. Ltd.                                   | Venture Corp. Ltd.                                            | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |      6500 | NS      | $91805.69     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co.                             | Becton Dickinson and Co.                                      | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    132000 | PA      | $128851.14    | 0.08%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                           | Warnermedia Holdings, Inc.                                    | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49928.87     | 0.03%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Abcam plc                                            | Abcam plc                                                     | CUSIP: 000380204<br>LEI: 213800B9N83DSNT33F79 | Long             | EC               | CORP              | GB        |      3083 | NS      | $42761.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)     | Trustees of the University of Pennsylvania (The), Series 2020 | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    234000 | PA      | $159418.10    | 0.10%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                      | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    103000 | PA      | $80587.84     | 0.05%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co. Ltd.                       | Santen Pharmaceutical Co. Ltd.                                | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |      5500 | NS      | $42676.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                                  | Vertiv Holdings Co.                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      2833 | NS      | $40285.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp.                                        | Arconic Corp.                                                 | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      1540 | NS      | $36205.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd.                              | Aristocrat Leisure Ltd.                                       | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      1765 | NS      | $42545.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                    | Wolters Kluwer NV                                             | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |      1834 | NS      | $199881.67    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha Ltd.                              | Toyo Suisan Kaisha Ltd.                                       | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $282015.79    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                               | General Dynamics Corp.                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2601 | NS      | $606189.06    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                                 | Dollar General Corp.                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       107 | NS      | $24995.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                         | GEA Group AG                                                  | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     11516 | NS      | $517686.27    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                       | Autodesk, Inc.                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1240 | NS      | $266798.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                         | Plexus Corp.                                                  | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       379 | NS      | $36380.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                    | FirstEnergy Corp.                                             | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    134000 | PA      | $114494.96    | 0.08%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                       | Southern California Edison Co.                                | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45251.89     | 0.03%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                      | Universal Health Services, Inc., Class B                      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       332 | NS      | $49205.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                           | Builders FirstSource, Inc.                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       348 | NS      | $27735.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co.                             | Becton Dickinson and Co.                                      | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    206000 | PA      | $183243.89    | 0.12%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| UMB Financial Corp.                                  | UMB Financial Corp.                                           | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       639 | NS      | $57631.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                        | Ashland, Inc.                                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       388 | NS      | $42396.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                         | Iberdrola SA                                                  | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      7013 | NS      | $82009.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                          | Cie Financiere Richemont SA (Registered)                      | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      1928 | NS      | $297270.09    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CANCOM SE                                            | CANCOM SE                                                     | CUSIP: N/A<br>LEI: 391200T4AUN1BPBXAO14       | Long             | EC               | CORP              | DE        |      1377 | NS      | $47306.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp.                                        | Kyocera Corp.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1000 | NS      | $51993.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ritchie Bros Auctioneers, Inc.                       | Ritchie Bros Auctioneers, Inc.                                | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      5609 | NS      | $339183.15    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                              | RPM International, Inc.                                       | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61895.71     | 0.04%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                  | Newell Brands, Inc.                                           | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      4476 | NS      | $71436.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                   | Coca-Cola Europacific Partners plc                            | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |       651 | NS      | $36599.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                          | Italgas SpA                                                   | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |     19237 | NS      | $112445.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                   | Southern Co. (The)                                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      4530 | NS      | $306590.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's, Inc.                                       | Leslie's, Inc.                                                | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1844 | NS      | $28563.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                           | MSCI, Inc.                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1069 | NS      | $568237.64    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                           | Sherwin-Williams Co. (The)                                    | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2089 | NS      | $494236.51    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                                       | Celanese Corp.                                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       296 | NS      | $36467.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                         | Mattel, Inc.                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      1758 | NS      | $35968.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN US GOVERNMENT MONEY MKT FD                  | Investment Company                                            | CUSIP: N/A<br>LEI: 549300NQ5E5B7ZV4T516       | Long             | STIV             | RF                | US        |     78612 | NS      | $78612.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                                          | Monro, Inc.                                                   | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       623 | NS      | $31710.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                             | Diamondback Energy, Inc.                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1264 | NS      | $184695.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                      | Citigroup, Inc.                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     11346 | NS      | $592488.12    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                                      | Brunswick Corp.                                               | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      3256 | NS      | $274578.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF Ltd.                                            | KREF Ltd., Series 2021-FL2, Class A                           | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $96930.40     | 0.06%             | 2039-02-15      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                   | T-Mobile USA, Inc.                                            | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233050.69    | 0.15%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Optinose, Inc.                                       | Optinose, Inc.                                                | CUSIP: 68404V100<br>LEI: 549300CPBME7Z3CYMN16 | Long             | EC               | CORP              | US        |      3642 | NS      | $6519.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOS SGPS SA                                          | NOS SGPS SA                                                   | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               | CORP              | PT        |     12151 | NS      | $52120.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                         | Airbnb, Inc., Class A                                         | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      2472 | NS      | $274663.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3976.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                          | Raytheon Technologies Corp.                                   | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     78000 | PA      | $65587.60     | 0.04%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                           | Constellation Brands, Inc.                                    | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     99000 | PA      | $81683.14     | 0.05%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ACREC Ltd.                                           | ACREC Ltd., Series 2021-FL1, Class A                          | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    114000 | PA      | $109072.92    | 0.07%             | 2036-10-16      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                              | Eni SpA, Series X-R                                           | CUSIP: 26874RAE8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $197887.20    | 0.13%             | 2028-09-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ASM International NV                                 | ASM International NV                                          | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |       359 | NS      | $121685.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                 | Glencore Funding LLC                                          | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84738.26     | 0.06%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Corteva, Inc.                                        | Corteva, Inc.                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      2181 | NS      | $140565.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez, Inc.                                         | Zumiez, Inc.                                                  | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      1344 | NS      | $34715.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiscox Ltd.                                          | Hiscox Ltd.                                                   | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |      2558 | NS      | $35682.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                              | Element Solutions, Inc.                                       | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      7049 | NS      | $144363.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chiba Bank Ltd. (The)                                | Chiba Bank Ltd. (The)                                         | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |     56600 | NS      | $427750.79    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                         | Sabine Pass Liquefaction LLC                                  | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193829.19    | 0.13%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Canada Goose Holdings, Inc.                          | Canada Goose Holdings, Inc.                                   | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               | CORP              | CA        |      1834 | NS      | $44364.46     | 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      | $-3694.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                      | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     59000 | PA      | $48900.34     | 0.03%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| ExlService Holdings, Inc.                            | ExlService Holdings, Inc.                                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       536 | NS      | $91441.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | FTSE Taiwan Index Equity Index                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        35 | NC      | $28582.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                       | WP Carey, Inc.                                                | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     47000 | PA      | $38361.01     | 0.03%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                           | Legrand SA                                                    | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      3404 | NS      | $304257.73    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                 | LXP Industrial Trust                                          | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      3553 | NS      | $41037.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                            | Sodexo SA                                                     | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |      1033 | NS      | $102343.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                                   | Computershare Ltd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      9092 | NS      | $152417.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                          | Prosperity Bancshares, Inc.                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1770 | NS      | $134272.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                    | Eversource Energy                                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       489 | NS      | $40259.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group plc                                   | Intertek Group plc                                            | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      2053 | NS      | $110349.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                         | Nasdaq, Inc.                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      7585 | NS      | $456541.15    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                       | AutoZone, Inc.                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       206 | NS      | $502403.10    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                          | Discover Financial Services                                   | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       251 | NS      | $29299.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte, Inc.                                        | MaxCyte, Inc.                                                 | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |      2549 | NS      | $14886.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                          | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44712.39     | 0.03%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                               | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     86000 | PA      | $79603.12     | 0.05%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SMC Corp.                                            | SMC Corp.                                                     | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |       200 | NS      | $101674.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                             | Darden Restaurants, Inc.                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       758 | NS      | $112161.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    217000 | PA      | $173331.18    | 0.11%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                             | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34193.95     | 0.02%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                | Tencent Holdings Ltd.                                         | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      8700 | NS      | $424062.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Optinose, Inc.                                                | CUSIP: 68404V118<br>LEI: N/A                  | N/A              | DO               |  | US        |      1246 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd.                                         | Invesco Ltd.                                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |      1233 | NS      | $22822.83     | 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      | $-314833.95   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp.                                          | Sysco Corp.                                                   | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     52000 | PA      | $43623.35     | 0.03%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                      | Live Nation Entertainment, Inc.                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       543 | NS      | $43706.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                           | Constellation Brands, Inc.                                    | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    269000 | PA      | $227781.88    | 0.15%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                       | McKesson Corp.                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2484 | NS      | $940641.12    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ESR Group Ltd.                                       | ESR Group Ltd.                                                | CUSIP: N/A<br>LEI: 549300C81AR42BZUFZ09       | Long             | EC               | CORP              | KY        |     46000 | NS      | $92531.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                 | Kyowa Kirin Co. Ltd.                                          | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |      3200 | NS      | $71451.34     | 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      | $6103.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP                                   | VICI Properties LP                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $27368.78     | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ANSYS, Inc.                                          | ANSYS, Inc.                                                   | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       697 | NS      | $185652.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd.                        | Canadian Pacific Railway Ltd.                                 | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3004 | NS      | $237015.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd.                                          | Amdocs Ltd.                                                   | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |       554 | NS      | $50929.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir, Inc.                                        | Allovir, Inc.                                                 | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1070 | NS      | $6184.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                    | American Electric Power Co., Inc.                             | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46457.04     | 0.03%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                            | CNO Financial Group, Inc.                                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      1755 | NS      | $45208.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                   | Credit Agricole SA                                            | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $223532.76    | 0.15%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Melexis NV                                           | Melexis NV                                                    | CUSIP: N/A<br>LEI: 549300QRPSGOJRPUFO80       | Long             | EC               | CORP              | BE        |       330 | NS      | $35145.77     | 0.02%             |  |  |  | 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        |      1089 | NS      | $99772.85     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Littelfuse, Inc.                                     | Littelfuse, Inc.                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       127 | NS      | $32599.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                               | Alaska Air Group, Inc.                                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       473 | NS      | $24283.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Co.                                         | WestRock Co.                                                  | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      1304 | NS      | $51168.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp.                             | Magnolia Oil & Gas Corp., Class A                             | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4654 | NS      | $109880.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Infrastructure Ltd.                              | APA Infrastructure Ltd.                                       | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    102000 | PA      | $96067.56     | 0.06%             | 2035-03-23      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kao Corp.                                            | Kao Corp.                                                     | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |      1000 | NS      | $40775.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                 | Meta Platforms, Inc., Class A                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2476 | NS      | $368849.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                                     | Five Below, Inc.                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       636 | NS      | $125374.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                        | Medtronic plc                                                 | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       589 | NS      | $49293.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                     | Air Products and Chemicals, Inc.                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       789 | NS      | $252882.39    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd.                              | Agnico Eagle Mines Ltd.                                       | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |      1450 | NS      | $81896.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                               | Costco Wholesale Corp.                                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       693 | NS      | $354220.02    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                                | Hanmi Financial Corp.                                         | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      1622 | NS      | $37776.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                   | Crown Castle, Inc.                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Short            | EC               | CORP              | US        |      -164 | NS      | $-24290.04    | -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      | $-9644.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging Holding Co.                        | Graphic Packaging Holding Co.                                 | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4355 | NS      | $104911.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                   | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    356000 | PA      | $330201.31    | 0.22%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging SA                            | Ardagh Metal Packaging SA                                     | CUSIP: N/A<br>LEI: 5493009WKQTU4FN9G032       | Long             | EC               | CORP              | LU        |      5693 | NS      | $31994.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Collegium Pharmaceutical, Inc.                       | Collegium Pharmaceutical, Inc.                                | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       840 | NS      | $23587.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duckhorn Portfolio, Inc. (The)                       | Duckhorn Portfolio, Inc. (The)                                | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |      3113 | NS      | $50368.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners, Inc.                       | Focus Financial Partners, Inc., Class A                       | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |      2264 | NS      | $102219.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings, Inc.                               | Generac Holdings, Inc.                                        | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        30 | NS      | $3618.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Japan 10 Year Bond                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        11 | NC      | $-74955.88    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                            | Linde plc                                                     | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      2759 | NS      | $907036.40    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| European Wax Center, Inc.                            | European Wax Center, Inc., Class A                            | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2490 | NS      | $46911.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                            | WEX, Inc.                                                     | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      1264 | NS      | $233802.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| QatarEnergy                                          | QatarEnergy                                                   | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $158278.00    | 0.10%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                             | Yum China Holdings, Inc.                                      | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       795 | NS      | $48979.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                      | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26977.02     | 0.02%             | 2025-10-01      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| DoubleVerify Holdings, Inc.                          | DoubleVerify Holdings, Inc.                                   | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $40785.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                            | Flutter Entertainment plc                                     | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |      3182 | NS      | $494720.76    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                      | ASML Holding NV                                               | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        55 | NS      | $36424.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                       | JBS USA LUX SA                                                | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $102143.65    | 0.07%             | 2029-02-02      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Lam Research Corp.                                   | Lam Research Corp.                                            | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59210.28     | 0.04%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Annexon, Inc.                                        | Annexon, Inc.                                                 | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       994 | NS      | $7097.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IBEX 35 Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |        59 | NC      | $125959.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group plc                                   | Burberry Group plc                                            | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |       958 | NS      | $29138.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon plc                                              | Aon plc, Class A                                              | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      2523 | NS      | $804029.64    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                    | Philip Morris International, Inc.                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4845 | NS      | $505042.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                  | SVB Financial Group                                           | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       152 | NS      | $45970.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                             | Willis Towers Watson plc                                      | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       510 | NS      | $129636.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Seino Holdings Co. Ltd.                              | Seino Holdings Co. Ltd.                                       | CUSIP: N/A<br>LEI: 3538001D12EPCPYTTF24       | Long             | EC               | CORP              | JP        |      9500 | NS      | $94809.52     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Everbridge, Inc.                                     | Everbridge, Inc.                                              | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |       554 | NS      | $17705.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corp.                                         | Kubota Corp.                                                  | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |      4300 | NS      | $64530.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEX Corp.                                           | IDEX Corp.                                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       641 | NS      | $153634.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen, Inc.                               | Pactiv Evergreen, Inc.                                        | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |      1463 | NS      | $16839.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | TOPIX Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        19 | NC      | $89107.08     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                              | DBS Group Holdings Ltd.                                       | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      8900 | NS      | $243640.33    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                          | Reckitt Benckiser Group plc                                   | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     11483 | NS      | $817724.80    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                              | Arrow Electronics, Inc.                                       | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    104000 | PA      | $97786.50     | 0.06%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                    | Georgia Power Co.                                             | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    162000 | PA      | $161517.54    | 0.11%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                         | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    237000 | PA      | $202731.23    | 0.13%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Procore Technologies, Inc.                           | Procore Technologies, Inc.                                    | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |       841 | NS      | $47053.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-22159.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                  | Ascendis Pharma A/S                                           | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |       620 | NS      | $76929.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    423000 | PA      | $351132.00    | 0.23%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                        | Comcast Corp., Class A                                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      9162 | NS      | $360524.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                        | GoDaddy, Inc., Class A                                        | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      6753 | NS      | $554623.89    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvei Corp.                                          | Nuvei Corp.                                                   | CUSIP: 67079A102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1354 | NS      | $47836.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIG Group AG                                         | SIG Group AG                                                  | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |      5526 | NS      | $137028.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                         | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77973.75     | 0.05%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                       | Fortinet, Inc.                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      8086 | NS      | $423221.24    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp.                              | Liberty Broadband Corp., Class C                              | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       368 | NS      | $33039.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.                | Ollie's Bargain Outlet Holdings, Inc.                         | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      1520 | NS      | $83235.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                           | Woodside Energy Group Ltd.                                    | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     19096 | NS      | $495706.05    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                      | Plains All American Pipeline LP                               | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $97466.70     | 0.06%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Asante, Inc.                                         | Asante, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6600 | NS      | $83303.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga & Co. Ltd.                                  | Morinaga & Co. Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3200 | NS      | $94872.38     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                         | Discovery Communications LLC                                  | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    119000 | PA      | $81849.55     | 0.05%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                | Kaiser Aluminum Corp.                                         | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       241 | NS      | $21092.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                             | Motorola Solutions, Inc.                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       173 | NS      | $44462.73     | 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      | $547.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                      | Nordea Bank Abp                                               | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    263000 | PA      | $232418.19    | 0.15%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Canadian National Railway Co.                        | Canadian National Railway Co.                                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      3694 | NS      | $439918.46    | 0.29%             |  |  |  | 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        |      1700 | NS      | $76402.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bermuda                                              | Bermuda Government Bond                                       | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $200806.58    | 0.13%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings, Inc.                               | Booking Holdings, Inc.                                        | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97383.45     | 0.06%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                    | Black Hills Corp.                                             | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       848 | NS      | $61378.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                    | Petco Health & Wellness Co., Inc.                             | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |      3911 | NS      | $45719.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Softchoice Corp.                                     | Softchoice Corp.                                              | CUSIP: 83405M108<br>LEI: 549300UR1N7ROOB6A660 | Long             | EC               | CORP              | CA        |      2534 | NS      | $35004.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                         | Evergy, Inc.                                                  | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     71000 | PA      | $63140.15     | 0.04%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                     | Jersey Central Power & Light Co.                              | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126943.28    | 0.08%             | 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        |       317 | NS      | $162925.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.                | Public Service Enterprise Group, Inc.                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       853 | NS      | $52826.29     | 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      | $31.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                 | Glencore Funding LLC                                          | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    228000 | PA      | $195272.51    | 0.13%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                 | Laboratory Corp. of America Holdings                          | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       177 | NS      | $44625.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                               | SAP SE                                                        | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      4835 | NS      | $569065.60    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp.                                          | Sysco Corp.                                                   | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46078.41     | 0.03%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                             | CenterPoint Energy, Inc.                                      | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    103000 | PA      | $88120.08     | 0.06%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Diageo plc                                           | Diageo plc                                                    | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      8204 | NS      | $356023.41    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    208000 | PA      | $143934.38    | 0.09%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    313000 | PA      | $223047.90    | 0.15%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                             | Arthur J Gallagher & Co.                                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      1597 | NS      | $312564.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                            | PPL Corp.                                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      4199 | NS      | $124290.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                 | Dassault Systemes SE                                          | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |      5806 | NS      | $215789.88    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                 | Anheuser-Busch InBev Worldwide, Inc.                          | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160878.83    | 0.11%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       832 | NS      | $38995.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                            | Rockwell Automation, Inc.                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       283 | NS      | $79814.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                         | National Australia Bank Ltd.                                  | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $403736.75    | 0.27%             | 2037-01-12      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Bacardi Ltd.                                         | Bacardi Ltd.                                                  | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    114000 | PA      | $111740.51    | 0.07%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                          | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      9200 | NS      | $67527.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                     | BP Capital Markets America, Inc.                              | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     39000 | PA      | $28140.77     | 0.02%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sankyu, Inc.                                         | Sankyu, Inc.                                                  | CUSIP: N/A<br>LEI: 529900QWTXZZEM1T5G75       | Long             | EC               | CORP              | JP        |      1900 | NS      | $74738.67     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                | Matador Resources Co.                                         | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      1147 | NS      | $75885.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Russell 2000 E-Mini Index                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -169 | NC      | $-882379.47   | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                      | Starbucks Corp.                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       368 | NS      | $40163.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                          | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    178000 | PA      | $176431.67    | 0.12%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| NGK Spark Plug Co. Ltd.                              | NGK Spark Plug Co. Ltd.                                       | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |      3900 | NS      | $76136.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Koito Manufacturing Co. Ltd.                         | Koito Manufacturing Co. Ltd.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2900 | NS      | $48983.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                      | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $108774.97    | 0.07%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                        | PepsiCo, Inc.                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       310 | NS      | $53016.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust | Ontario Teachers' Cadillac Fairview Properties Trust          | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $157026.74    | 0.10%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Textainer Group Holdings Ltd.                        | Textainer Group Holdings Ltd.                                 | CUSIP: N/A<br>LEI: 529900OHEYRATAFMIT89       | Long             | EC               | CORP              | BM        |       752 | NS      | $25492.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                        | Corning, Inc.                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      1126 | NS      | $38970.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                            | KBR, Inc.                                                     | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      2535 | NS      | $129868.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp.                                           | Hess Corp.                                                    | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151985.04    | 0.10%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Definitive Healthcare Corp.                          | Definitive Healthcare Corp.                                   | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2572 | NS      | $31841.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      5989 | NS      | $838220.44    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Gas Group Ltd.                       | China Resources Gas Group Ltd.                                | CUSIP: N/A<br>LEI: 529900A0E1J5JSOKEK83       | Long             | EC               | CORP              | BM        |      6800 | NS      | $28574.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                          | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $326068.84    | 0.21%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                        | Oshkosh Corp.                                                 | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      1573 | NS      | $158526.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                                  | CNX Resources Corp.                                           | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      2902 | NS      | $48550.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                   | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    103000 | PA      | $101319.62    | 0.07%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                  | Hanover Insurance Group, Inc. (The)                           | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       439 | NS      | $59080.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4662 | NS      | $453752.46    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                                    | T-Mobile US, Inc.                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       140 | NS      | $20903.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                | Quanta Services, Inc.                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       243 | NS      | $36982.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                                       | Evercore, Inc., Class A                                       | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       259 | NS      | $33620.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                          | Axalta Coating Systems Ltd.                                   | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      6376 | NS      | $191917.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                        | Certara, Inc.                                                 | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2784 | NS      | $54009.60     | 0.04%             |  |  |  | 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        |      1640 | NS      | $227113.13    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyell Immunopharma, Inc.                             | Lyell Immunopharma, Inc.                                      | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1357 | NS      | $4437.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AGCO Corp.                                           | AGCO Corp.                                                    | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      4192 | NS      | $579040.96    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                         | Vertex Pharmaceuticals, Inc.                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2513 | NS      | $811950.30    | 0.53%             |  |  |  | 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      | $-1126.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                    | Lowe's Cos., Inc.                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1374 | NS      | $286135.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                 | Analog Devices, Inc.                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2054 | NS      | $352199.38    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                                    | LEG Immobilien SE                                             | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |       788 | NS      | $61425.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                           | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    198000 | PA      | $160178.91    | 0.11%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                            | QIAGEN NV                                                     | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      7545 | NS      | $366243.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                             | Equitable Holdings, Inc.                                      | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184292.66    | 0.12%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Schneider National, Inc.                             | Schneider National, Inc., Class B                             | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      1395 | NS      | $36967.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9, Inc.                                          | Five9, Inc.                                                   | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |       719 | NS      | $56642.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd.                                    | Schlumberger Ltd.                                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       434 | NS      | $24729.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                                   | Chemours Co. (The)                                            | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     10393 | NS      | $378201.27    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                | Colgate-Palmolive Co.                                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      5592 | NS      | $416771.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders plc                                        | Schroders plc                                                 | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |     14123 | NS      | $83555.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                 | Macquarie Group Ltd.                                          | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |       541 | NS      | $72171.46     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                              | Applied Materials, Inc.                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      4344 | NS      | $484312.56    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                            | Cboe Global Markets, Inc.                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       299 | NS      | $36741.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                     | Roche Holding AG                                              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      2651 | NS      | $828525.94    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                        | Pacific Premier Bancorp, Inc.                                 | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      2200 | NS      | $71148.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd.                             | Reliance Industries Ltd.                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |      9672 | NS      | $278575.08    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Keywords Studios plc                                 | Keywords Studios plc                                          | CUSIP: N/A<br>LEI: 2138007VR9ZYCWS7VE12       | Long             | EC               | CORP              | GB        |      1491 | NS      | $52204.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thoughtworks Holding, Inc.                           | Thoughtworks Holding, Inc.                                    | CUSIP: 88546E105<br>LEI: 984500E705D15F2DF680 | Long             | EC               | CORP              | US        |      9877 | NS      | $106671.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                       | QUALCOMM, Inc.                                                | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60717.52     | 0.04%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                  | Take-Two Interactive Software, Inc.                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       899 | NS      | $101793.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti, Inc.                                        | Agiliti, Inc.                                                 | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1322 | NS      | $24390.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp.                                           | KDDI Corp.                                                    | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      1600 | NS      | $49990.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                      | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     57000 | PA      | $49033.02     | 0.03%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       494 | NS      | $55555.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG, Inc.                                            | TPG, Inc.                                                     | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |       743 | NS      | $23932.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                    | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104746.47    | 0.07%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Cigna Corp.                                          | Cigna Corp.                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2309 | NS      | $731191.03    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42332.42     | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Legend Biotech Corp.                                 | Legend Biotech Corp.                                          | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |      1844 | NS      | $93122.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                      | AstraZeneca plc                                               | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     64000 | PA      | $52533.76     | 0.03%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp. plc                                  | Atlassian Corp. plc, Class A                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       886 | NS      | $143195.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    306000 | PA      | $281464.91    | 0.19%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                      | Seagate Technology Holdings plc                               | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       373 | NS      | $25281.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Partners LP                             | Viper Energy Partners LP                                      | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |      1573 | NS      | $49942.75     | 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      | $-746.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                           | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    178400 | PA      | $153730.63    | 0.10%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                         | Target Corp.                                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       191 | NS      | $32878.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                         | Stanley Black & Decker, Inc.                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       373 | NS      | $33312.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                         | Zimmer Biomet Holdings, Inc.                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       356 | NS      | $45333.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co.                                      | Halliburton Co.                                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       921 | NS      | $37963.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                | Delta Air Lines, Inc.                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       804 | NS      | $31436.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                       | ConocoPhillips                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       720 | NS      | $87746.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IMCD NV                                              | IMCD NV                                                       | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | EC               | CORP              | NL        |       638 | NS      | $101182.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                    | American Electric Power Co., Inc.                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       221 | NS      | $20765.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamato Holdings Co. Ltd.                             | Yamato Holdings Co. Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2900 | NS      | $50655.68     | 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      | $1377.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                    | HSBC Holdings plc                                             | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $370726.40    | 0.24%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Alten SA                                             | Alten SA                                                      | CUSIP: N/A<br>LEI: 969500Y7G9TY7Y24GN07       | Long             | EC               | CORP              | FR        |       637 | NS      | $97692.47     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Intercontinental Exchange, Inc.                               | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    122000 | PA      | $120337.04    | 0.08%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                         | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124036.14    | 0.08%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                            | Flex Ltd.                                                     | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |      1858 | NS      | $43384.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                              | E.ON SE                                                       | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      3510 | NS      | $38138.05     | 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      | $-649967.41   | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                | Kraft Heinz Foods Co.                                         | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84177.44     | 0.06%             | 2049-10-01      | 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      | $10.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      2208 | NS      | $170943.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | OMXS30 Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -110 | NC      | $14631.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                            | Shell plc                                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      8019 | NS      | $235536.14    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Ltd.                                             | ASX Ltd.                                                      | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               | CORP              | AU        |      1439 | NS      | $70458.43     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                        | AIB Group plc                                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     14463 | NS      | $60526.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                       | Nomura Research Institute Ltd.                                | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |      2797 | NS      | $67101.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | KOSPI 200 Index                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |       -27 | NC      | $-19621.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                    | Tyson Foods, Inc., Class A                                    | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      6271 | NS      | $412318.25    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                                 | Avery Dennison Corp.                                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       176 | NS      | $33341.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuken Co. Ltd.                                     | Suzuken Co. Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $89670.75     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Omni Bridgeway Ltd.                                  | Omni Bridgeway Ltd.                                           | CUSIP: N/A<br>LEI: 529900T4EL2A89FPP865       | Long             | EC               | CORP              | AU        |     23209 | NS      | $66688.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp.                                         | Vistra Corp.                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     26120 | NS      | $602327.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury Ultra Bond                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         5 | NC      | $30333.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                               | Booking Holdings, Inc.                                        | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80425.30     | 0.05%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Long Gilt                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        14 | NC      | $-5354.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                               | Hayward Holdings, Inc.                                        | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1712 | NS      | $23094.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASMPT Ltd.                                           | ASMPT Ltd.                                                    | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |      5300 | NS      | $43791.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                              | Micron Technology, Inc.                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4523 | NS      | $272736.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    274000 | PA      | $231325.23    | 0.15%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                               | Verisk Analytics, Inc.                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1967 | NS      | $357580.93    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | FTSE 100 Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        16 | NC      | $52106.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                    | TAG Immobilien AG                                             | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | EC               | CORP              | DE        |     19574 | NS      | $167593.35    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Diversey Holdings Ltd.                               | Diversey Holdings Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7869 | NS      | $47764.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                          | Teledyne Technologies, Inc.                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       184 | NS      | $78063.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC plc                                              | DCC plc                                                       | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      1757 | NS      | $100098.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co.                                        | Organon & Co.                                                 | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      1757 | NS      | $52938.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                      | Air Lease Corp.                                               | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    157000 | PA      | $128956.70    | 0.08%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                 | Ingersoll Rand, Inc.                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1017 | NS      | $56952.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 2 Year Note                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        15 | NC      | $10775.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.           | Australia & New Zealand Banking Group Ltd.                    | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    108000 | PA      | $83290.68     | 0.05%             | 2035-11-25      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| SEEK Ltd.                                            | SEEK Ltd.                                                     | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Long             | EC               | CORP              | AU        |      1174 | NS      | $20349.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP                                   | VICI Properties LP                                            | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140407.43    | 0.09%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                         | Discovery Communications LLC                                  | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131944.26    | 0.09%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Corsair Gaming, Inc.                                 | Corsair Gaming, Inc.                                          | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      1129 | NS      | $17759.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | CAC 40 10 Euro Index                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        73 | NC      | $38041.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Maravai LifeSciences Holdings, Inc.                  | Maravai LifeSciences Holdings, Inc., Class A                  | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4039 | NS      | $59211.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                                       | Trex Co., Inc.                                                | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       441 | NS      | $23249.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VTech Holdings Ltd.                                  | VTech Holdings Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     17900 | NS      | $118250.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd.                                       | HDFC Bank Ltd.                                                | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      5729 | NS      | $385905.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                              | DuPont de Nemours, Inc.                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1309 | NS      | $96800.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                                     | CMS Energy Corp.                                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       746 | NS      | $47139.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                        | Comcast Corp.                                                 | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    123000 | PA      | $108694.88    | 0.07%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield plc                              | Cushman & Wakefield plc                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1570 | NS      | $22655.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                                  | AeroVironment, Inc.                                           | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       270 | NS      | $24021.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                             | Zebra Technologies Corp., Class A                             | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       143 | NS      | $45213.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                          | L3Harris Technologies, Inc.                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       191 | NS      | $41030.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp.                                | Umpqua Holdings Corp.                                         | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |      7594 | NS      | $138210.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2190 | NS      | $383052.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp.                             | HireRight Holdings Corp.                                      | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1798 | NS      | $20569.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                         | Terumo Corp.                                                  | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |      1400 | NS      | $40651.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd.                                 | WiseTech Global Ltd.                                          | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |      1513 | NS      | $65545.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                      | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    129000 | PA      | $130284.61    | 0.09%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                           | Anglo American Capital plc                                    | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195286.35    | 0.13%             | 2028-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                    | Merck & Co., Inc.                                             | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     58000 | PA      | $41769.38     | 0.03%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                            | XPO, Inc.                                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      1850 | NS      | $73741.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                     | ServiceNow, Inc.                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       252 | NS      | $114692.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                        | Danaher Corp.                                                 | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    118000 | PA      | $81511.31     | 0.05%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BioAtla, Inc.                                        | BioAtla, Inc.                                                 | CUSIP: 09077B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       680 | NS      | $2577.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                           | Ameriprise Financial, Inc.                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       945 | NS      | $330863.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp.                        | Wheaton Precious Metals Corp.                                 | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      5286 | NS      | $241704.74    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental, Inc.                              | GFL Environmental, Inc.                                       | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |      4258 | NS      | $131401.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                | VICI Properties, Inc.                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      1869 | NS      | $63882.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IRS                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  11300000 | PA      | $30542.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Electric Co. Ltd.                            | Stanley Electric Co. Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2700 | NS      | $58069.62     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                           | Anglo American Capital plc                                    | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $171782.73    | 0.11%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications, Inc.                          | Rogers Communications, Inc.                                   | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    149000 | PA      | $129618.15    | 0.09%             | 2042-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ConvaTec Group plc                                   | ConvaTec Group plc                                            | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |     14551 | NS      | $42057.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                         | Canadian Pacific Railway Co.                                  | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $27780.45     | 0.02%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                           | Lear Corp.                                                    | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       235 | NS      | $34258.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                            | Zurich Insurance Group AG                                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       184 | NS      | $91001.78     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                               | General Dynamics Corp.                                        | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     96000 | PA      | $92638.93     | 0.06%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                           | Agilent Technologies, Inc.                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1391 | NS      | $211543.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Co.                         | Canadian Pacific Railway Co.                                  | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $38339.60     | 0.03%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ACI Worldwide, Inc.                                  | ACI Worldwide, Inc.                                           | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      1726 | NS      | $48207.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Euro-Bund                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -48 | NC      | $212840.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                             | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49516.36     | 0.03%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Penn National Gaming, Inc.                           | Penn National Gaming, Inc.                                    | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2383 | NS      | $84477.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60094.32     | 0.04%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Cie Financiere Richemont SA                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | CH        |      1448 | NS      | $1676.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                       | EPR Properties                                                | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     79000 | PA      | $61073.05     | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ChampionX Corp.                                      | ChampionX Corp.                                               | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      5794 | NS      | $191317.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                                | Global Payments, Inc.                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       342 | NS      | $38550.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                       | Commonwealth Bank of Australia                                | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $172955.64    | 0.11%             | 2034-09-12      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Meitec Corp.                                         | Meitec Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6300 | NS      | $118484.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                            | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51827.73     | 0.03%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                                       | Secom Co. Ltd.                                                | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |       500 | NS      | $29780.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     82000 | PA      | $70270.87     | 0.05%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Dollarama, Inc.                                      | Dollarama, Inc.                                               | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      2633 | NS      | $157459.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Michigan Finance Authority                           | Michigan Finance Authority                                    | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    160000 | PA      | $135752.72    | 0.09%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Verint Systems, Inc.                                 | Verint Systems, Inc.                                          | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      1198 | NS      | $45488.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                     | Advanced Energy Industries, Inc.                              | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       430 | NS      | $39878.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                        | Hubbell, Inc.                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       300 | NS      | $68673.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                        | MetLife, Inc.                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      5717 | NS      | $417455.34    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                        | Estee Lauder Cos., Inc. (The), Class A                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       697 | NS      | $193124.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $77716.13     | 0.05%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                         | Fiserv, Inc.                                                  | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64375.43     | 0.04%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hostess Brands, Inc.                                 | Hostess Brands, Inc.                                          | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1876 | NS      | $43391.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight, Inc.                                   | Black Knight, Inc.                                            | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      2292 | NS      | $138872.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global, Inc.                                | Payoneer Global, Inc.                                         | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6384 | NS      | $38048.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co.                                          | Kellogg Co.                                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       413 | NS      | $28323.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA         | Cie Generale des Etablissements Michelin SCA                  | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      1443 | NS      | $45794.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivid Seats, Inc.                                    | Vivid Seats, Inc., Class A                                    | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4819 | NS      | $41009.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of New York Mellon Corp. (The)                  | Bank of New York Mellon Corp. (The)                           | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    121000 | PA      | $127220.59    | 0.08%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                         | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59543.78     | 0.04%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Hang Seng Index                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        29 | NC      | $33928.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                | NextEra Energy Capital Holdings, Inc.                         | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    101000 | PA      | $88234.48     | 0.06%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       255 | NS      | $130483.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp.                       | Adaptive Biotechnologies Corp.                                | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      1426 | NS      | $13219.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM, Inc.                                     | Paycor HCM, Inc.                                              | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1590 | NS      | $39924.90     | 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      | $17368.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     13506 | NS      | $3346921.86   | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Electric and Power Co.                      | Virginia Electric and Power Co., Series A                     | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77103.82     | 0.05%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                      | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25961.69     | 0.02%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| AZEK Co., Inc. (The)                                 | AZEK Co., Inc. (The)                                          | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |      3285 | NS      | $79267.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co.                            | Florida Power & Light Co.                                     | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44072.22     | 0.03%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                        | Textron, Inc.                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      4405 | NS      | $320904.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 10 Year Ultra Note                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -36 | NC      | $-62960.58    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                               | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    226000 | PA      | $219975.93    | 0.14%             | 2032-08-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      5653 | NS      | $200568.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                           | Orsted A/S                                                    | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |       268 | NS      | $23888.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boyd Group Services, Inc.                            | Boyd Group Services, Inc.                                     | CUSIP: 103310108<br>LEI: 549300FVHMLW88VSTP09 | Long             | EC               | CORP              | CA        |       265 | NS      | $40526.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                                 | Bank of Hawaii Corp.                                          | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       661 | NS      | $50559.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                           | AT&T, Inc.                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     37000 | PA      | $27072.25     | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                 | Galp Energia SGPS SA                                          | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      6826 | NS      | $93317.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                        | Nutanix, Inc., Class A                                        | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      3058 | NS      | $85226.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                    | HSBC Holdings plc                                             | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $364099.20    | 0.24%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Sandy Spring Bancorp, Inc.                           | Sandy Spring Bancorp, Inc.                                    | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       783 | NS      | $26465.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                 | Kimberly-Clark Corp.                                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       196 | NS      | $25481.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                           | NIKE, Inc., Class B                                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1222 | NS      | $155597.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                      | Selective Insurance Group, Inc.                               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       575 | NS      | $54625.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IRS                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  52700000 | PA      | $-109512.80   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                         | Mattel, Inc.                                                  | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     96000 | PA      | $86246.40     | 0.06%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    258000 | PA      | $241303.43    | 0.16%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3558.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group plc                                      | Kerry Group plc, Class A                                      | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |       495 | NS      | $46468.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                             | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     67000 | PA      | $57069.39     | 0.04%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                          | Rogers Communications, Inc.                                   | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $76510.61     | 0.05%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                        | Equinix, Inc.                                                 | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    308000 | PA      | $257383.82    | 0.17%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Empire State Realty Trust, Inc.                      | Empire State Realty Trust, Inc., Class A                      | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      4475 | NS      | $37321.50     | 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      | $218.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Remitly Global, Inc.                                 | Remitly Global, Inc.                                          | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3886 | NS      | $46865.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                 | TE Connectivity Ltd.                                          | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |       514 | NS      | $65355.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2789.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                       | Techtronic Industries Co. Ltd.                                | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |      6000 | NS      | $77356.55     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                              | Waste Connections, Inc.                                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |       978 | NS      | $129976.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                                     | FormFactor, Inc.                                              | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |       924 | NS      | $26001.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.                   | Prestige Consumer Healthcare, Inc.                            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       762 | NS      | $50109.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                          | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $79772.67     | 0.05%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                           | AerCap Ireland Capital DAC                                    | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $117020.59    | 0.08%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                       | AIA Group Ltd.                                                | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     64000 | NS      | $722751.13    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp.                          | Raytheon Technologies Corp.                                   | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40752.47     | 0.03%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                        | Carlsberg A/S, Class B                                        | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |       239 | NS      | $33796.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerresheimer AG                                      | Gerresheimer AG                                               | CUSIP: N/A<br>LEI: 5299006GD4UWSYZOKC28       | Long             | EC               | CORP              | DE        |      1967 | NS      | $144933.16    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                        | Honeywell International, Inc.                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1625 | NS      | $338780.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                            | ITT, Inc.                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       686 | NS      | $62830.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                       | Texas Capital Bancshares, Inc.                                | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       578 | NS      | $38188.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                          | Dick's Sporting Goods, Inc.                                   | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    115000 | PA      | $80951.11     | 0.05%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                     | TotalEnergies SE                                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     10648 | NS      | $661531.58    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Hogy Medical Co. Ltd.                                | Hogy Medical Co. Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $88026.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1047.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TriMas Corp.                                         | TriMas Corp.                                                  | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      1678 | NS      | $51665.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                            | Nestle SA (Registered)                                        | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     11684 | NS      | $1425815.47   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                               | SGS SA (Registered)                                           | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        73 | NS      | $177957.65    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa, Inc.                                           | Visa, Inc.                                                    | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    277000 | PA      | $241622.08    | 0.16%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co.                        | Metropolitan Bank & Trust Co.                                 | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |    103417 | NS      | $108381.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                  | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96393.97     | 0.06%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                          | Pinnacle West Capital Corp.                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       572 | NS      | $42642.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Corp.                                         | Yamaha Corp.                                                  | CUSIP: N/A<br>LEI: 529900S5TENP3IJS7S02       | Long             | EC               | CORP              | JP        |       700 | NS      | $27229.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                       | Enbridge, Inc.                                                | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    124000 | PA      | $92467.35     | 0.06%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                          | Raytheon Technologies Corp.                                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       449 | NS      | $44832.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                           | STERIS plc                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      1118 | NS      | $230878.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                           | CUSIP: 758750AD5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80202.03     | 0.05%             | 2028-04-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                          | Dick's Sporting Goods, Inc.                                   | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    102000 | PA      | $83458.45     | 0.05%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                           | Warnermedia Holdings, Inc.                                    | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    108000 | PA      | $96115.12     | 0.06%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Corp.                                 | Alliant Energy Corp.                                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       505 | NS      | $27285.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Obic Co. Ltd.                                        | Obic Co. Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $208009.13    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                | Elevance Health, Inc.                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        56 | NS      | $27999.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co.                       | Southern California Edison Co.                                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     95000 | PA      | $74677.99     | 0.05%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                          | Masco Corp.                                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      1256 | NS      | $66819.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                   | State Street Corp.                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       329 | NS      | $30047.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P 500 E-Mini Index                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -182 | NC      | $-841582.56   | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew plc                                   | Smith & Nephew plc                                            | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |      5622 | NS      | $77397.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                         | Mondelez International, Inc., Class A                         | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       520 | NS      | $34028.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                                    | Wendy's Co. (The)                                             | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      3089 | NS      | $68884.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                              | East West Bancorp, Inc.                                       | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1167 | NS      | $91632.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                 | Northern Trust Corp.                                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       741 | NS      | $71854.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                  | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     94000 | PA      | $89335.36     | 0.06%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Prelude Therapeutics, Inc.                           | Prelude Therapeutics, Inc.                                    | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       656 | NS      | $4185.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Benchmark Mortgage Trust                             | Benchmark Mortgage Trust, Series 2021-B27, Class XA           | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1218216 | PA      | $87947.00     | 0.06%             | 2054-07-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                         | Sabine Pass Liquefaction LLC                                  | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99010.80     | 0.07%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.                      | Dun & Bradstreet Holdings, Inc.                               | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1746 | NS      | $25578.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                               | ON Semiconductor Corp.                                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       671 | NS      | $49284.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                                  | Union Pacific Corp.                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       810 | NS      | $165393.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                    | Dollar Tree, Inc.                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       450 | NS      | $67581.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd.                                    | CLP Holdings Ltd.                                             | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |      3500 | NS      | $26044.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Douglas Emmett, Inc.                                 | Douglas Emmett, Inc.                                          | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       672 | NS      | $11256.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2202.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                 | Korea Hydro & Nuclear Power Co. Ltd.                          | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $195240.00    | 0.13%             | 2027-07-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Shimadzu Corp.                                       | Shimadzu Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8500 | NS      | $260425.38    | 0.17%             |  |  |  | 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      | $-39707.54    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl plc                                            | Bunzl plc                                                     | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |       978 | NS      | $35900.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    114000 | PA      | $87169.69     | 0.06%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| PACCAR, Inc.                                         | PACCAR, Inc.                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       474 | NS      | $51812.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                | NXP Semiconductors NV                                         | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       843 | NS      | $155373.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                               | Daikin Industries Ltd.                                        | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |       600 | NS      | $104469.27    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GCM Grosvenor, Inc.                                  | GCM Grosvenor, Inc., Class A                                  | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4242 | NS      | $38008.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ingevity Corp.                                       | Ingevity Corp.                                                | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      1135 | NS      | $93569.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                      | Regeneron Pharmaceuticals, Inc.                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       173 | NS      | $131215.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings plc                                 | Ryanair Holdings plc                                          | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |       358 | NS      | $32409.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                               | Booking Holdings, Inc.                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       308 | NS      | $749702.80    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc.                                              | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    143000 | PA      | $129862.27    | 0.09%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                   | Cellnex Telecom SA                                            | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      3544 | NS      | $139072.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co. Ltd.                                 | SG Holdings Co. Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4100 | NS      | $63319.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra Energy                                        | Sempra Energy                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       300 | NS      | $48099.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                            | EQT Corp.                                                     | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     61000 | PA      | $53392.08     | 0.04%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Holdings, Inc.                  | Allison Transmission Holdings, Inc.                           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      3102 | NS      | $139838.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                           | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $240585.94    | 0.16%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | SPI 200 Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |       -59 | NC      | $-198265.72   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                          | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176296.32    | 0.12%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                  | Cisco Systems, Inc.                                           | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     53000 | PA      | $58524.31     | 0.04%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                        | NetEase, Inc.                                                 | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |       603 | NS      | $53431.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                     | WisdomTree, Inc.                                              | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     11327 | NS      | $65243.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                    | CNH Industrial NV                                             | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    169000 | PA      | $164233.35    | 0.11%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Methode Electronics, Inc.                            | Methode Electronics, Inc.                                     | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      2294 | NS      | $109515.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease, Inc.                           | Broadstone Net Lease, Inc.                                    | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      2819 | NS      | $51052.09     | 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      | $-9042.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                         | Fujitsu Ltd.                                                  | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |       700 | NS      | $100247.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart, Inc.                                         | Copart, Inc.                                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      2139 | NS      | $142478.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      9752 | NS      | $616521.44    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                | Gilead Sciences, Inc.                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2644 | NS      | $221937.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                              | Helmerich & Payne, Inc.                                       | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |       737 | NS      | $35700.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF Ltd.                                            | KREF Ltd., Series 2021-FL2, Class AS                          | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $95273.10     | 0.06%             | 2039-02-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                    | Duke Energy Corp.                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      3742 | NS      | $383367.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology, Inc.                             | Sana Biotechnology, Inc.                                      | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1048 | NS      | $4778.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                     | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161913.74    | 0.11%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                               | Jacobs Solutions, Inc.                                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       433 | NS      | $53497.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       444 | NS      | $221640.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                                   | General Motors Co.                                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      9593 | NS      | $377196.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC Arizona Corp.                                   | TSMC Arizona Corp.                                            | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164619.83    | 0.11%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Givaudan SA                                          | Givaudan SA (Registered)                                      | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |        53 | NS      | $172023.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       970 | NS      | $553220.10    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                              | Hyundai Capital America                                       | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162911.00    | 0.11%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                        | Enel Finance International NV                                 | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $195638.22    | 0.13%             | 2027-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CACI International, Inc.                             | CACI International, Inc., Class A                             | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       274 | NS      | $84416.66     | 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      | $-57321.66    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                         | CaixaBank SA                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     46610 | NS      | $206432.36    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| First Interstate BancSystem, Inc.                    | First Interstate BancSystem, Inc., Class A                    | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      2068 | NS      | $74199.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd.                                       | Credicorp Ltd.                                                | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |      1576 | NS      | $211656.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                       | Synopsys, Inc.                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       882 | NS      | $312007.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                | Sumitomo Mitsui Financial Group, Inc.                         | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $157283.77    | 0.10%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                          | Novartis AG (Registered)                                      | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      2173 | NS      | $196527.54    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                            | O'Reilly Automotive, Inc.                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       402 | NS      | $318524.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                 | Voya Financial, Inc.                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       687 | NS      | $47931.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                         | Incyte Corp.                                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1130 | NS      | $96208.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                           | Visa, Inc., Class A                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4085 | NS      | $940407.85    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                                 | Crown Holdings, Inc.                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       387 | NS      | $34117.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings, Inc.                                    | Q2 Holdings, Inc.                                             | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      1435 | NS      | $46953.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                            | Illinois Tool Works, Inc.                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       999 | NS      | $235803.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                | STAG Industrial, Inc.                                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      2703 | NS      | $96226.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verallia SA                                          | Verallia SA                                                   | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | EC               | CORP              | FR        |       997 | NS      | $36722.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Britvic plc                                          | Britvic plc                                                   | CUSIP: N/A<br>LEI: 635400L3NVMYD4BVCI53       | Long             | EC               | CORP              | GB        |      7283 | NS      | $69765.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                              | RPM International, Inc.                                       | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9544.10      | 0.01%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Constellation Software, Inc.                         | Constellation Software, Inc.                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        75 | NS      | $132507.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                            | PVH Corp.                                                     | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      1118 | NS      | $100508.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                       | Element Fleet Management Corp.                                | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |      2155 | NS      | $30449.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                  | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    180000 | PA      | $155076.23    | 0.10%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Phillips Edison & Co., Inc.                          | Phillips Edison & Co., Inc.                                   | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      1765 | NS      | $59162.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.              | Singapore Technologies Engineering Ltd.                       | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     37500 | NS      | $105560.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                | Leidos Holdings, Inc.                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       682 | NS      | $67408.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| On Holding AG                                        | On Holding AG, Class A                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      1921 | NS      | $44567.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.                        | Portland General Electric Co.                                 | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      1126 | NS      | $53575.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                                | Quaker Chemical Corp.                                         | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       142 | NS      | $27955.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                        | ONE Gas, Inc.                                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       592 | NS      | $48757.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunocore Holdings plc                              | Immunocore Holdings plc                                       | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |       468 | NS      | $28674.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Nanopore Technologies plc                     | Oxford Nanopore Technologies plc                              | CUSIP: N/A<br>LEI: 213800IRWQ2Q6M2CDW55       | Long             | EC               | CORP              | GB        |      4476 | NS      | $13143.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                         | Charter Communications, Inc., Class A                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       913 | NS      | $350875.03    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co.                                | Kraft Heinz Foods Co.                                         | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87771.20     | 0.06%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                        | Accenture plc, Class A                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      3976 | NS      | $1109502.80   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| PFP Ltd.                                             | PFP Ltd., Series 2021-8, Class AS                             | CUSIP: 69357XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    104000 | PA      | $97929.42     | 0.06%             | 2037-08-09      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                | Targa Resources Corp.                                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      6536 | NS      | $490330.72    | 0.32%             |  |  |  | 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      | $-5727.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                   | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    117000 | PA      | $117638.49    | 0.08%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    261000 | PA      | $215297.41    | 0.14%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                | Dominion Energy, Inc.                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      5655 | NS      | $359884.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                     | CVS Health Corp.                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      2987 | NS      | $263513.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                                | Silgan Holdings, Inc.                                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1021 | NS      | $55021.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Board of Administration Finance Corp.          | State Board of Administration Finance Corp.                   | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    132000 | PA      | $110711.32    | 0.07%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                      | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     86000 | PA      | $65914.38     | 0.04%             | 2040-11-15      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                   | Hyatt Hotels Corp., Class A                                   | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      2243 | NS      | $244756.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    286000 | PA      | $262237.06    | 0.17%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| CapLand Ascendas REIT                                | CapitaLand Ascendas REIT                                      | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |     37102 | NS      | $81839.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ansell Ltd.                                          | Ansell Ltd.                                                   | CUSIP: N/A<br>LEI: 549300NEGJ5G23VCJM45       | Long             | EC               | CORP              | AU        |      4960 | NS      | $99150.96     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Signature Bank                                       | Signature Bank                                                | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       249 | NS      | $32108.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioxcel Therapeutics, Inc.                           | Bioxcel Therapeutics, Inc.                                    | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |       455 | NS      | $12976.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co.                        | Pioneer Natural Resources Co.                                 | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      1812 | NS      | $417394.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                                | Electronic Arts, Inc.                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1354 | NS      | $174232.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                  | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    205000 | PA      | $166423.80    | 0.11%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp.                                  | STORE Capital Corp.                                           | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |       525 | NS      | $16910.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                       | QUALCOMM, Inc.                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1692 | NS      | $225391.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC                           | AerCap Ireland Capital DAC                                    | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $125941.37    | 0.08%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                   | Crown Castle, Inc.                                            | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    251000 | PA      | $242160.95    | 0.16%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.                   | Harmony Biosciences Holdings, Inc.                            | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       441 | NS      | $21242.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                   | Lam Research Corp.                                            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       286 | NS      | $143028.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax-Sarco Engineering plc                         | Spirax-Sarco Engineering plc                                  | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |      2880 | NS      | $411199.91    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                       | Commonwealth Bank of Australia                                | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $147304.55    | 0.10%             | 2041-03-11      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| First Hawaiian, Inc.                                 | First Hawaiian, Inc.                                          | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      1575 | NS      | $43218.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PFP Ltd.                                             | PFP Ltd., Series 2021-8, Class A                              | CUSIP: 69357XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     83453 | PA      | $80280.54     | 0.05%             | 2037-08-09      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Australia 10 Year Bond                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       154 | NC      | $-183736.93   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.                     | Fortune Brands Innovations, Inc.                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       413 | NS      | $26642.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd.                                      | MakeMyTrip Ltd.                                               | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |       939 | NS      | $27212.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                      | AES Corp. (The)                                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      2201 | NS      | $60329.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                           | L'Oreal SA                                                    | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |       629 | NS      | $259828.61    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                     | NRG Energy, Inc.                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      4521 | NS      | $154708.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                   | Lam Research Corp.                                            | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     32000 | PA      | $26906.33     | 0.02%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Ltd.                                     | Nomad Foods Ltd.                                              | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |      3238 | NS      | $57604.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       556 | NS      | $124204.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Modelling Group Ltd.                        | Computer Modelling Group Ltd.                                 | CUSIP: 205249105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     28400 | NS      | $132122.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America, Inc.                     | BP Capital Markets America, Inc.                              | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     84000 | PA      | $69934.62     | 0.05%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd.                                       | TMX Group Ltd.                                                | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |       841 | NS      | $82889.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       278 | NS      | $43368.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                              | Expro Group Holdings NV                                       | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |      2599 | NS      | $49095.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd.                              | Agnico Eagle Mines Ltd.                                       | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |      7487 | NS      | $422812.51    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp.                              | AmerisourceBergen Corp.                                       | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       361 | NS      | $60994.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                  | Bank of New York Mellon Corp. (The)                           | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    156000 | PA      | $168953.04    | 0.11%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                         | Avient Corp.                                                  | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      1386 | NS      | $56160.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                                   | Genius Sports Ltd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |      5168 | NS      | $28372.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Organization SA          | Hellenic Telecommunications Organization SA                   | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |      1813 | NS      | $28520.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224597.66    | 0.15%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ritchie Bros Auctioneers, Inc.                       | Ritchie Bros Auctioneers, Inc.                                | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      1331 | NS      | $80485.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                             | CenterPoint Energy, Inc.                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1496 | NS      | $45059.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    135000 | PA      | $106001.96    | 0.07%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Outset Medical, Inc.                                 | Outset Medical, Inc.                                          | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       763 | NS      | $21455.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                                      | Flowserve Corp.                                               | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      1387 | NS      | $47740.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co.                            | Florida Power & Light Co.                                     | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    246000 | PA      | $212227.28    | 0.14%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Berry Global Group, Inc.                             | Berry Global Group, Inc.                                      | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      1829 | NS      | $112904.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinaxis, Inc.                                        | Kinaxis, Inc.                                                 | CUSIP: 49448Q109<br>LEI: 5299009VAZ14K7PFUQ15 | Long             | EC               | CORP              | CA        |      1486 | NS      | $172717.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                            | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60634.30     | 0.04%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                 | Eastman Chemical Co.                                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       631 | NS      | $55635.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                         | Brixmor Property Group, Inc.                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      3090 | NS      | $72707.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                              | Waste Connections, Inc.                                       | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    101000 | PA      | $98116.19     | 0.06%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                            | Nestle SA                                                     | CUSIP: 641069406<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      2654 | NS      | $324358.61    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                                      | Cable One, Inc.                                               | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        33 | NS      | $26066.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group plc                                    | NatWest Group plc                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     31906 | NS      | $121392.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    104000 | PA      | $83688.41     | 0.06%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Alkami Technology, Inc.                              | Alkami Technology, Inc.                                       | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3249 | NS      | $53186.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                    | EMCOR Group, Inc.                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       779 | NS      | $115486.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                              | Texas Instruments, Inc.                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2428 | NS      | $430265.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                   | VICI Properties LP                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $52774.72     | 0.03%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                | Targa Resources Corp.                                         | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78843.77     | 0.05%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                       | NiSource, Inc.                                                | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39745.40     | 0.03%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp.                                    | Bridgestone Corp.                                             | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |      1000 | NS      | $37420.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Moderna, Inc.                                        | Moderna, Inc.                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       104 | NS      | $18310.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                     | Salesforce, Inc.                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       361 | NS      | $60637.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings plc                             | Rolls-Royce Holdings plc                                      | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |    125837 | NS      | $164849.48    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp.                                            | SLM Corp.                                                     | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21783 | NS      | $382727.31    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                      | Air Lease Corp.                                               | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      1384 | NS      | $62238.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.         | Fidelity National Information Services, Inc.                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       526 | NS      | $39471.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                            | Extra Space Storage, Inc.                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $16729.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                          | Rogers Communications, Inc.                                   | CUSIP: 775109BP5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     86000 | PA      | $63904.29     | 0.04%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                       | Corporate Office Properties LP                                | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    176000 | PA      | $137371.13    | 0.09%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                           | Visa, Inc.                                                    | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     88000 | PA      | $70352.16     | 0.05%             | 2040-04-15      | Fixed         | 2.70%                 | 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      | $2832.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BDS Ltd.                                             | BDS Ltd., Series 2021-FL7, Class B                            | CUSIP: 05493FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $94206.10     | 0.06%             | 2036-06-16      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.            | Kratos Defense & Security Solutions, Inc.                     | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      1302 | NS      | $14907.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Transmission Systems, Inc.                  | American Transmission Systems, Inc.                           | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $80869.39     | 0.05%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies Holding plc                     | Sensata Technologies Holding plc                              | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |      2978 | NS      | $151431.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A., Inc.                                | Skechers U.S.A., Inc., Class A                                | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      3625 | NS      | $174543.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                               | Envista Holdings Corp.                                        | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      3951 | NS      | $154049.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                    | National Storage Affiliates Trust                             | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       925 | NS      | $37740.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                  | MTU Aero Engines AG                                           | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |       578 | NS      | $143926.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                      | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94627.63     | 0.06%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                            | CSX Corp.                                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      7222 | NS      | $223304.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Credit Index Swaption                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -6800000 | PA      | $-3625.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                     | Pernod Ricard SA                                              | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      4081 | NS      | $844385.24    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                    | Duke Energy Corp.                                             | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    198000 | PA      | $153927.71    | 0.10%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                         | Samsung Electronics Co. Ltd.                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      5724 | NS      | $286107.84    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| JM Holdings Co. Ltd.                                 | JM Holdings Co. Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7300 | NS      | $102804.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Merck KGaA                                           | Merck KGaA                                                    | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       389 | NS      | $80879.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley plc                                          | Beazley plc                                                   | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |     35370 | NS      | $290740.45    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                            | APA Group                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3781 | NS      | $28291.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                       | Monolithic Power Systems, Inc.                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       483 | NS      | $206028.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | iBovespa Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | BR        |      1192 | NC      | $293613.87    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                         | Zoetis, Inc.                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       950 | NS      | $157215.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                             | Palo Alto Networks, Inc.                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       951 | NS      | $150866.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                            | Mizrahi Tefahot Bank Ltd.                                     | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | DBT              | CORP              | IL        |    200000 | PA      | $179900.00    | 0.12%             | 2031-04-07      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                        | Equinix, Inc.                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       279 | NS      | $205938.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                       | Tapestry, Inc.                                                | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50001.06     | 0.03%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                 | Henkel AG & Co. KGaA (Preference)                             | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |       340 | NS      | $24173.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | FTSE/MIB Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |        41 | NC      | $509078.30    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                   | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    288000 | PA      | $237062.53    | 0.16%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Sotera Health Co.                                    | Sotera Health Co.                                             | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       897 | NS      | $15464.28     | 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      | $-6290.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                          | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40205.00     | 0.03%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                              | Toyota Industries Corp.                                       | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |      1000 | NS      | $60855.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

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

**Signature:** Kasey Phillips

**Name of Signer:** Kasey Phillips

**Title:** Assistant Treasurer