# EDGAR Filing Document

**Accession Number:** 0000764719
**File Stem:** 0002071691-25-001995
**Filing Date:** 2025-9
**Character Count:** 566725
**Document Hash:** ce7665dc1e57477e43dfd0ea1fdb8f79
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-001995.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0002071691-25-001995

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04253
- **FILM NUMBER:** 251342298

**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

DTR-Q3

![](imgb8a05c551.gif)

**Quarterly Report**

July 31, 2025

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

![](img705d0dfd2.gif)

------

**Portfolio of Investments**

7/31/25 (unaudited)

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – 72.9%  | Common Stocks – 72.9%  | Common Stocks – 72.9%  |
| Aerospace & Defense – 1.8% | Aerospace & Defense – 1.8% |  |
| Axon Enterprise, Inc. (a) | 281 | &nbsp;&nbsp;&nbsp; $212293 |
| Boeing Co. (a) | 2239 | &nbsp;&nbsp;&nbsp; 496700 |
| CACI International, Inc., "A" (a) | 182 | &nbsp;&nbsp;&nbsp; 83824 |
| General Dynamics Corp. | 121 | &nbsp;&nbsp;&nbsp; 37705 |
| General Electric Co. | 1265 | &nbsp;&nbsp;&nbsp; 342916 |
| Hexcel Corp. | 791 | &nbsp;&nbsp;&nbsp; 47389 |
| Howmet Aerospace, Inc. | 2541 | &nbsp;&nbsp;&nbsp; 456795 |
| Karman Holdings, Inc. (a) | 699 | &nbsp;&nbsp;&nbsp; 36138 |
| KBR, Inc. | 1757 | &nbsp;&nbsp;&nbsp; 82122 |
| L3Harris Technologies, Inc. | 230 | &nbsp;&nbsp;&nbsp; 63209 |
| Leidos Holdings, Inc. | 398 | &nbsp;&nbsp;&nbsp; 63541 |
| Mirion Technologies, Inc. (a) | 4132 | &nbsp;&nbsp;&nbsp; 92350 |
| MTU Aero Engines Holding AG | 609 | &nbsp;&nbsp;&nbsp; 261954 |
| RTX Corp. | 2983 | &nbsp;&nbsp;&nbsp; 470031 |
| Singapore Technologies Engineering Ltd. | 24800 | &nbsp;&nbsp;&nbsp; 166845 |
| Standard Aero, Inc. (a) | 3210 | &nbsp;&nbsp;&nbsp; 91645 |
| Textron, Inc. | 4936 | &nbsp;&nbsp;&nbsp; 383873 |
| Thales S.A. | 347 | &nbsp;&nbsp;&nbsp; 93001 |
|  |  | &nbsp;&nbsp;&nbsp; $3482331 |
| Airlines – 0.1% | Airlines – 0.1% |  |
| Alaska Air Group, Inc. (a) | 646 | &nbsp;&nbsp;&nbsp; $34212 |
| Delta Air Lines, Inc. | 1082 | &nbsp;&nbsp;&nbsp; 57573 |
| Ryanair Holdings PLC, ADR | 1068 | &nbsp;&nbsp;&nbsp; 66505 |
|  |  | &nbsp;&nbsp;&nbsp; $158290 |
| Alcoholic Beverages – 0.8% | Alcoholic Beverages – 0.8% |  |
| Brown-Forman Corp. (l) | 812 | &nbsp;&nbsp;&nbsp; $23426 |
| Carlsberg Group | 527 | &nbsp;&nbsp;&nbsp; 65765 |
| China Resources Beer Holdings Co. Ltd. | 31500 | &nbsp;&nbsp;&nbsp; 104536 |
| Davide Campari-Milano N.V. (l) | 9296 | &nbsp;&nbsp;&nbsp; 64288 |
| Heineken N.V. | 6317 | &nbsp;&nbsp;&nbsp; 496602 |
| Kirin Holdings Co. Ltd. | 3600 | &nbsp;&nbsp;&nbsp; 47596 |
| Pernod Ricard S.A. | 5947 | &nbsp;&nbsp;&nbsp; 611478 |
|  |  | &nbsp;&nbsp;&nbsp; $1413691 |
| Apparel Manufacturers – 0.6% | Apparel Manufacturers – 0.6% |  |
| Burberry Group PLC (a) | 1426 | &nbsp;&nbsp;&nbsp; $24125 |
| Columbia Sportswear Co. | 1029 | &nbsp;&nbsp;&nbsp; 58211 |
| Compagnie Financiere Richemont S.A. | 1869 | &nbsp;&nbsp;&nbsp; 304147 |
| LVMH Moet Hennessy Louis Vuitton SE | 1075 | &nbsp;&nbsp;&nbsp; 578009 |
| PVH Corp. | 1948 | &nbsp;&nbsp;&nbsp; 143022 |
| Under Amour, Inc., "C" (a) | 5289 | &nbsp;&nbsp;&nbsp; 33321 |
|  |  | &nbsp;&nbsp;&nbsp; $1140835 |
| Automotive – 0.7% | Automotive – 0.7% |  |
| ACV Auctions, Inc. (a) | 4040 | &nbsp;&nbsp;&nbsp; $57408 |
| Allison Transmission, Inc. | 1587 | &nbsp;&nbsp;&nbsp; 142941 |
| Aptiv PLC (a) | 2218 | &nbsp;&nbsp;&nbsp; 152244 |
| Atmus Filtration Technologies, Inc. | 1507 | &nbsp;&nbsp;&nbsp; 58637 |
| Carvana Co. (a) | 266 | &nbsp;&nbsp;&nbsp; 103785 |
| Compagnie Generale des Etablissements Michelin | 1470 | &nbsp;&nbsp;&nbsp; 52342 |
| Copart, Inc. (a) | 2370 | &nbsp;&nbsp;&nbsp; 107432 |
| Dana, Inc. | 2482 | &nbsp;&nbsp;&nbsp; 39514 |
| DENSO Corp. | 2000 | &nbsp;&nbsp;&nbsp; 27056 |
| Goodyear Tire & Rubber Co. (a) | 3330 | &nbsp;&nbsp;&nbsp; 34232 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Automotive – continued | Automotive – continued |  |
| Group 1 Automotive, Inc. | 86 | &nbsp;&nbsp;&nbsp; $35445 |
| LKQ Corp. | 2630 | &nbsp;&nbsp;&nbsp; 77506 |
| Modine Manufacturing Co. (a) | 506 | &nbsp;&nbsp;&nbsp; 68087 |
| Niterra Co. Ltd. | 2700 | &nbsp;&nbsp;&nbsp; 92812 |
| Stanley Electric Co. Ltd. | 2600 | &nbsp;&nbsp;&nbsp; 49054 |
| Suzuki Motor Corp. | 5600 | &nbsp;&nbsp;&nbsp; 61398 |
| Visteon Corp. | 1120 | &nbsp;&nbsp;&nbsp; 124488 |
|  |  | &nbsp;&nbsp;&nbsp; $1284381 |
| Biotechnology – 0.5% | Biotechnology – 0.5% |  |
| ABSCI Corp. (a)(l) | 4244 | &nbsp;&nbsp;&nbsp; $12011 |
| Adaptive Biotechnologies Corp. (a) | 2628 | &nbsp;&nbsp;&nbsp; 26911 |
| Biogen, Inc. (a) | 201 | &nbsp;&nbsp;&nbsp; 25728 |
| bluebird bio, Inc. (a)(u) | 101 | &nbsp;&nbsp;&nbsp; 0 |
| CG Oncology, Inc. (a) | 483 | &nbsp;&nbsp;&nbsp; 12891 |
| CSL Ltd. | 548 | &nbsp;&nbsp;&nbsp; 94900 |
| Exact Sciences Corp. (a) | 822 | &nbsp;&nbsp;&nbsp; 38593 |
| Gilead Sciences, Inc. | 5820 | &nbsp;&nbsp;&nbsp; 653528 |
| Immunocore Holdings PLC, ADR (a) | 863 | &nbsp;&nbsp;&nbsp; 28280 |
|  |  | &nbsp;&nbsp;&nbsp; $892842 |
| Broadcasting – 1.2% | Broadcasting – 1.2% |  |
| Netflix, Inc. (a) | 478 | &nbsp;&nbsp;&nbsp; $554193 |
| Nexstar Media Group, Inc. | 361 | &nbsp;&nbsp;&nbsp; 67547 |
| Nippon Television Holdings, Inc. | 3900 | &nbsp;&nbsp;&nbsp; 84875 |
| Omnicom Group, Inc. | 1134 | &nbsp;&nbsp;&nbsp; 81705 |
| Spotify Technology S.A. (a) | 1974 | &nbsp;&nbsp;&nbsp; 1236790 |
| TKO Group Holdings, Inc. | 1057 | &nbsp;&nbsp;&nbsp; 177586 |
|  |  | &nbsp;&nbsp;&nbsp; $2202696 |
| Brokerage & Asset Managers – 3.3% | Brokerage & Asset Managers – 3.3% |  |
| Ares Management Co. | 1721 | &nbsp;&nbsp;&nbsp; $319297 |
| B3 S.A. - Brasil Bolsa Balcao | 135400 | &nbsp;&nbsp;&nbsp; 304191 |
| Bank of New York Mellon Corp. | 4602 | &nbsp;&nbsp;&nbsp; 466873 |
| Barclays PLC | 40671 | &nbsp;&nbsp;&nbsp; 198118 |
| Bolsa Mexicana de Valores S.A. de C.V. | 39000 | &nbsp;&nbsp;&nbsp; 83644 |
| Carlyle Group, Inc. | 2869 | &nbsp;&nbsp;&nbsp; 174034 |
| Charles Schwab Corp. | 604 | &nbsp;&nbsp;&nbsp; 59029 |
| Citigroup, Inc. | 15506 | &nbsp;&nbsp;&nbsp; 1452912 |
| CME Group, Inc. | 198 | &nbsp;&nbsp;&nbsp; 55099 |
| Deutsche Boerse AG | 1239 | &nbsp;&nbsp;&nbsp; 358739 |
| Etoro Group Ltd. (a) | 750 | &nbsp;&nbsp;&nbsp; 44970 |
| Euronext N.V. | 1104 | &nbsp;&nbsp;&nbsp; 177869 |
| Evercore Partners, Inc. | 51 | &nbsp;&nbsp;&nbsp; 15358 |
| GCM Grosvenor, Inc., "A" | 3717 | &nbsp;&nbsp;&nbsp; 43823 |
| KKR & Co., Inc. | 4996 | &nbsp;&nbsp;&nbsp; 732314 |
| London Stock Exchange Group PLC | 729 | &nbsp;&nbsp;&nbsp; 88922 |
| LPL Financial Holdings, Inc. | 544 | &nbsp;&nbsp;&nbsp; 215277 |
| NASDAQ, Inc. | 8192 | &nbsp;&nbsp;&nbsp; 788234 |
| P10, Inc. | 8335 | &nbsp;&nbsp;&nbsp; 102520 |
| PJT Partners, Inc. | 321 | &nbsp;&nbsp;&nbsp; 57337 |
| Raymond James Financial, Inc. | 616 | &nbsp;&nbsp;&nbsp; 102952 |
| Robinhood Markets, Inc. (a) | 811 | &nbsp;&nbsp;&nbsp; 83574 |
| StepStone Group, Inc. | 1703 | &nbsp;&nbsp;&nbsp; 101090 |
| TMX Group Ltd. | 3888 | &nbsp;&nbsp;&nbsp; 158090 |
| TPG, Inc. | 810 | &nbsp;&nbsp;&nbsp; 46227 |
| WisdomTree Investments, Inc. | 5649 | &nbsp;&nbsp;&nbsp; 74962 |
|  |  | &nbsp;&nbsp;&nbsp; $6305455 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Business Services – 1.7% | Business Services – 1.7% |  |
| Accenture PLC, "A" | 2949 | &nbsp;&nbsp;&nbsp; $787678 |
| Bunzl PLC | 1775 | &nbsp;&nbsp;&nbsp; 52837 |
| Cognizant Technology Solutions Corp., "A" | 842 | &nbsp;&nbsp;&nbsp; 60422 |
| CoStar Group, Inc. (a) | 1436 | &nbsp;&nbsp;&nbsp; 136693 |
| ExlService Holdings, Inc. (a) | 1291 | &nbsp;&nbsp;&nbsp; 56068 |
| Experian PLC | 3768 | &nbsp;&nbsp;&nbsp; 198589 |
| Fidelity National Information Services, Inc. | 945 | &nbsp;&nbsp;&nbsp; 75042 |
| Fiserv, Inc. (a) | 170 | &nbsp;&nbsp;&nbsp; 23620 |
| Global Payments, Inc. | 678 | &nbsp;&nbsp;&nbsp; 54206 |
| GMO Payment Gateway, Inc.  | 1000 | &nbsp;&nbsp;&nbsp; 56233 |
| HUT 8 Corp. (a)(l) | 923 | &nbsp;&nbsp;&nbsp; 19595 |
| IMCD Group N.V. | 485 | &nbsp;&nbsp;&nbsp; 53063 |
| Intertek Group PLC | 2076 | &nbsp;&nbsp;&nbsp; 134974 |
| MSCI, Inc. | 192 | &nbsp;&nbsp;&nbsp; 107781 |
| NCR Atleos Corp. (a) | 2166 | &nbsp;&nbsp;&nbsp; 66280 |
| Nomura Research Institute Ltd. | 6400 | &nbsp;&nbsp;&nbsp; 253578 |
| NS Solutions Corp. (l) | 2900 | &nbsp;&nbsp;&nbsp; 68171 |
| Pluxee N.V. | 2203 | &nbsp;&nbsp;&nbsp; 44826 |
| Sodexo | 1844 | &nbsp;&nbsp;&nbsp; 109901 |
| TransUnion | 3649 | &nbsp;&nbsp;&nbsp; 347348 |
| TriNet Group, Inc. | 1166 | &nbsp;&nbsp;&nbsp; 79066 |
| Verisk Analytics, Inc., "A" | 1490 | &nbsp;&nbsp;&nbsp; 415278 |
|  |  | &nbsp;&nbsp;&nbsp; $3201249 |
| Chemicals – 0.1% | Chemicals – 0.1% |  |
| Avient Corp. | 1506 | &nbsp;&nbsp;&nbsp; $47544 |
| BioLife Solutions, Inc. (a) | 1914 | &nbsp;&nbsp;&nbsp; 40692 |
| Eastman Chemical Co. | 758 | &nbsp;&nbsp;&nbsp; 55038 |
| Element Solutions, Inc. | 2530 | &nbsp;&nbsp;&nbsp; 59708 |
|  |  | &nbsp;&nbsp;&nbsp; $202982 |
| Computer Software – 5.9% | Computer Software – 5.9% |  |
| ACI Worldwide, Inc. (a) | 929 | &nbsp;&nbsp;&nbsp; $39538 |
| Adobe Systems, Inc. (a) | 681 | &nbsp;&nbsp;&nbsp; 243587 |
| Alkami Technology, Inc. (a) | 2697 | &nbsp;&nbsp;&nbsp; 60116 |
| AppLovin Corp. (a) | 511 | &nbsp;&nbsp;&nbsp; 199648 |
| Atlassian Corp. (a) | 263 | &nbsp;&nbsp;&nbsp; 50438 |
| Autodesk, Inc. (a) | 868 | &nbsp;&nbsp;&nbsp; 263099 |
| Cadence Design Systems, Inc. (a)(f) | 2626 | &nbsp;&nbsp;&nbsp; 957361 |
| CCC Intelligent Holdings, Inc. (a) | 8027 | &nbsp;&nbsp;&nbsp; 77621 |
| Check Point Software Technologies Ltd. (a) | 249 | &nbsp;&nbsp;&nbsp; 46364 |
| Computer Modelling Group Ltd. (l) | 26655 | &nbsp;&nbsp;&nbsp; 152166 |
| Constellation Software, Inc. | 100 | &nbsp;&nbsp;&nbsp; 344997 |
| CrowdStrike Holdings, Inc. (a) | 592 | &nbsp;&nbsp;&nbsp; 269105 |
| Dassault Systemes SE | 11296 | &nbsp;&nbsp;&nbsp; 371612 |
| Datadog, Inc., "A" (a) | 747 | &nbsp;&nbsp;&nbsp; 104565 |
| Elastic N.V. (a) | 759 | &nbsp;&nbsp;&nbsp; 63528 |
| Figma, Inc. (a) | 93 | &nbsp;&nbsp;&nbsp; 10741 |
| Guidewire Software, Inc. (a) | 2480 | &nbsp;&nbsp;&nbsp; 561026 |
| HubSpot, Inc. (a) | 48 | &nbsp;&nbsp;&nbsp; 24943 |
| JFrog Ltd. (a) | 1851 | &nbsp;&nbsp;&nbsp; 80352 |
| Kinaxis, Inc. (a) | 1513 | &nbsp;&nbsp;&nbsp; 224548 |
| Microsoft Corp. (f)(s) | 7850 | &nbsp;&nbsp;&nbsp; 4187975 |
| nCino, Inc. (a) | 1159 | &nbsp;&nbsp;&nbsp; 32365 |
| Nutanix, Inc. (a) | 4662 | &nbsp;&nbsp;&nbsp; 350442 |
| OBIC Co. Ltd. | 5900 | &nbsp;&nbsp;&nbsp; 211420 |
| Okta, Inc. (a) | 1226 | &nbsp;&nbsp;&nbsp; 119903 |
| OneStream, Inc. (a) | 1966 | &nbsp;&nbsp;&nbsp; 46889 |
| Pegasystems, Inc. (l) | 1941 | &nbsp;&nbsp;&nbsp; 113956 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Computer Software – continued | Computer Software – continued |  |
| RingCentral, Inc. (a) | 5384 | &nbsp;&nbsp;&nbsp; $137238 |
| Salesforce, Inc. | 1530 | &nbsp;&nbsp;&nbsp; 395245 |
| SAP SE | 2640 | &nbsp;&nbsp;&nbsp; 755602 |
| SentinelOne, Inc., "A" (a) | 2753 | &nbsp;&nbsp;&nbsp; 50490 |
| ServiceTitan, Inc., "A" (a) | 224 | &nbsp;&nbsp;&nbsp; 26143 |
| Thryv, Inc. (a) | 3229 | &nbsp;&nbsp;&nbsp; 42494 |
| Totvs S.A. | 18200 | &nbsp;&nbsp;&nbsp; 141744 |
| Tyler Technologies, Inc. (a) | 353 | &nbsp;&nbsp;&nbsp; 206350 |
| VERTEX, Inc. (a) | 1380 | &nbsp;&nbsp;&nbsp; 45775 |
| Wisetech Global Ltd. | 2115 | &nbsp;&nbsp;&nbsp; 160223 |
|  |  | &nbsp;&nbsp;&nbsp; $11169609 |
| Computer Software - Systems – 3.3% | Computer Software - Systems – 3.3% |  |
| Amadeus IT Group S.A. | 12961 | &nbsp;&nbsp;&nbsp; $1041589 |
| Apple, Inc. (f) | 14706 | &nbsp;&nbsp;&nbsp; 3052525 |
| Arista Networks, Inc. (a) | 296 | &nbsp;&nbsp;&nbsp; 36473 |
| Capgemini | 1298 | &nbsp;&nbsp;&nbsp; 193899 |
| CDW Corp. | 461 | &nbsp;&nbsp;&nbsp; 80389 |
| Cisco Systems, Inc. | 1990 | &nbsp;&nbsp;&nbsp; 135479 |
| EPAM Systems, Inc. (a) | 168 | &nbsp;&nbsp;&nbsp; 26495 |
| Fujitsu Ltd. | 3100 | &nbsp;&nbsp;&nbsp; 67401 |
| Hitachi Ltd. | 33900 | &nbsp;&nbsp;&nbsp; 1041451 |
| Insight Enterprises, Inc. (a) | 421 | &nbsp;&nbsp;&nbsp; 49922 |
| Q2 Holdings, Inc. (a) | 818 | &nbsp;&nbsp;&nbsp; 66422 |
| Samsung Electronics Co. Ltd. | 5435 | &nbsp;&nbsp;&nbsp; 277849 |
| Venture Corp. Ltd. | 7000 | &nbsp;&nbsp;&nbsp; 69305 |
| Zebra Technologies Corp., "A" (a) | 159 | &nbsp;&nbsp;&nbsp; 53904 |
|  |  | &nbsp;&nbsp;&nbsp; $6193103 |
| Construction – 1.5% | Construction – 1.5% |  |
| Allegion PLC | 486 | &nbsp;&nbsp;&nbsp; $80637 |
| Breedon Group PLC | 14059 | &nbsp;&nbsp;&nbsp; 67324 |
| Builders FirstSource, Inc. (a) | 289 | &nbsp;&nbsp;&nbsp; 36741 |
| Compagnie de Saint-Gobain S.A. | 3682 | &nbsp;&nbsp;&nbsp; 419973 |
| CRH PLC | 4638 | &nbsp;&nbsp;&nbsp; 442697 |
| Essex Property Trust, Inc., REIT | 552 | &nbsp;&nbsp;&nbsp; 143619 |
| Ferguson Enterprises, Inc. | 357 | &nbsp;&nbsp;&nbsp; 79729 |
| Independence Realty Trust, Inc., REIT | 6558 | &nbsp;&nbsp;&nbsp; 109978 |
| James Hardie Industries PLC (a) | 3839 | &nbsp;&nbsp;&nbsp; 99584 |
| James Hardie Industries PLC, GDR (a) | 2782 | &nbsp;&nbsp;&nbsp; 73302 |
| Knife River Corp. (a) | 1138 | &nbsp;&nbsp;&nbsp; 93862 |
| M/I Homes, Inc. (a) | 394 | &nbsp;&nbsp;&nbsp; 47355 |
| Masco Corp. | 2564 | &nbsp;&nbsp;&nbsp; 174685 |
| Mid-America Apartment Communities, Inc., REIT | 355 | &nbsp;&nbsp;&nbsp; 50563 |
| Mohawk Industries, Inc. (a) | 368 | &nbsp;&nbsp;&nbsp; 42140 |
| Otis Worldwide Corp. | 481 | &nbsp;&nbsp;&nbsp; 41217 |
| Pulte Homes, Inc. | 793 | &nbsp;&nbsp;&nbsp; 89545 |
| QXO, Inc. (a) | 1855 | &nbsp;&nbsp;&nbsp; 37211 |
| QXO, Inc. (PIPE) (a)(z) | 2238 | &nbsp;&nbsp;&nbsp; 44894 |
| Sherwin-Williams Co. | 86 | &nbsp;&nbsp;&nbsp; 28456 |
| Smith Douglas Homes Corp. (a)(l) | 761 | &nbsp;&nbsp;&nbsp; 14337 |
| Stanley Black & Decker, Inc. | 589 | &nbsp;&nbsp;&nbsp; 39846 |
| Sun Communities, Inc., REIT | 434 | &nbsp;&nbsp;&nbsp; 53829 |
| Techtronic Industries Co. Ltd. | 16500 | &nbsp;&nbsp;&nbsp; 198210 |
| Toll Brothers, Inc. | 264 | &nbsp;&nbsp;&nbsp; 31247 |
| Vulcan Materials Co. | 1297 | &nbsp;&nbsp;&nbsp; 356247 |
|  |  | &nbsp;&nbsp;&nbsp; $2897228 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Consumer Products – 1.0% | Consumer Products – 1.0% |  |
| Colgate-Palmolive Co. (f) | 5158 | &nbsp;&nbsp;&nbsp; $432498 |
| e.l.f. Beauty, Inc. (a) | 255 | &nbsp;&nbsp;&nbsp; 30903 |
| Estée Lauder Cos., Inc., "A" | 180 | &nbsp;&nbsp;&nbsp; 16801 |
| Haleon PLC | 57342 | &nbsp;&nbsp;&nbsp; 270070 |
| International Flavors & Fragrances, Inc. | 624 | &nbsp;&nbsp;&nbsp; 44323 |
| Kao Corp. | 1200 | &nbsp;&nbsp;&nbsp; 54191 |
| Kenvue, Inc. | 15341 | &nbsp;&nbsp;&nbsp; 328911 |
| Kimberly-Clark Corp. | 3688 | &nbsp;&nbsp;&nbsp; 459599 |
| Newell Brands, Inc. | 10007 | &nbsp;&nbsp;&nbsp; 56139 |
| ODDITY Tech Ltd. (a) | 372 | &nbsp;&nbsp;&nbsp; 26066 |
| Prestige Consumer Healthcare, Inc. (a) | 811 | &nbsp;&nbsp;&nbsp; 59974 |
| Scotts Miracle-Gro Co. | 3158 | &nbsp;&nbsp;&nbsp; 197880 |
|  |  | &nbsp;&nbsp;&nbsp; $1977355 |
| Consumer Services – 0.6% | Consumer Services – 0.6% |  |
| Adtalem Global Education, Inc. (a) | 487 | &nbsp;&nbsp;&nbsp; $55650 |
| Asante, Inc. (l) | 8500 | &nbsp;&nbsp;&nbsp; 92424 |
| Booking Holdings, Inc. | 123 | &nbsp;&nbsp;&nbsp; 676999 |
| Bright Horizons Family Solutions, Inc. (a) | 1055 | &nbsp;&nbsp;&nbsp; 119321 |
| Expedia Group, Inc. | 147 | &nbsp;&nbsp;&nbsp; 26492 |
| Grand Canyon Education, Inc. (a) | 251 | &nbsp;&nbsp;&nbsp; 42326 |
| Meitec Group Holdings, Inc. | 4000 | &nbsp;&nbsp;&nbsp; 83634 |
| Trip.com Group Ltd. | 1850 | &nbsp;&nbsp;&nbsp; 115949 |
|  |  | &nbsp;&nbsp;&nbsp; $1212795 |
| Containers – 0.4% | Containers – 0.4% |  |
| Amcor PLC | 5041 | &nbsp;&nbsp;&nbsp; $47134 |
| AptarGroup Inc. | 402 | &nbsp;&nbsp;&nbsp; 63170 |
| Avery Dennison Corp. | 275 | &nbsp;&nbsp;&nbsp; 46137 |
| Graphic Packaging Holding Co. | 5323 | &nbsp;&nbsp;&nbsp; 119022 |
| Owens Corning | 2558 | &nbsp;&nbsp;&nbsp; 356662 |
| Silgan Holdings, Inc. | 1227 | &nbsp;&nbsp;&nbsp; 57092 |
| Verallia | 2273 | &nbsp;&nbsp;&nbsp; 73305 |
|  |  | &nbsp;&nbsp;&nbsp; $762522 |
| Electrical Equipment – 1.9% | Electrical Equipment – 1.9% |  |
| AMETEK, Inc. | 412 | &nbsp;&nbsp;&nbsp; $76158 |
| Amphenol Corp., "A" | 1809 | &nbsp;&nbsp;&nbsp; 192677 |
| Emerson Electric Co. | 369 | &nbsp;&nbsp;&nbsp; 53693 |
| Legrand S.A. | 3253 | &nbsp;&nbsp;&nbsp; 482416 |
| Littlefuse, Inc. | 263 | &nbsp;&nbsp;&nbsp; 67678 |
| Mitsubishi Electric Corp. | 28700 | &nbsp;&nbsp;&nbsp; 630242 |
| nVent Electric PLC | 2471 | &nbsp;&nbsp;&nbsp; 193776 |
| Schneider Electric SE | 6433 | &nbsp;&nbsp;&nbsp; 1675661 |
| TE Connectivity PLC | 530 | &nbsp;&nbsp;&nbsp; 109048 |
| TriMas Corp. | 1327 | &nbsp;&nbsp;&nbsp; 47414 |
| Vontier Corp. | 1535 | &nbsp;&nbsp;&nbsp; 63656 |
|  |  | &nbsp;&nbsp;&nbsp; $3592419 |
| Electronics – 5.6% | Electronics – 5.6% |  |
| Advanced Energy Industries, Inc. | 930 | &nbsp;&nbsp;&nbsp; $129196 |
| Analog Devices, Inc. | 2012 | &nbsp;&nbsp;&nbsp; 451956 |
| Applied Materials, Inc. (f) | 3555 | &nbsp;&nbsp;&nbsp; 640113 |
| ASM International N.V. | 159 | &nbsp;&nbsp;&nbsp; 76957 |
| ASM Pacific Technology Ltd. | 9900 | &nbsp;&nbsp;&nbsp; 83519 |
| ASML Holding N.V. | 192 | &nbsp;&nbsp;&nbsp; 133230 |
| Bel Fuse, Inc. | 451 | &nbsp;&nbsp;&nbsp; 58648 |
| Broadcom, Inc. | 1254 | &nbsp;&nbsp;&nbsp; 368300 |
| Corning, Inc. | 1202 | &nbsp;&nbsp;&nbsp; 76014 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Electronics – continued | Electronics – continued |  |
| Disco, Inc. | 100 | &nbsp;&nbsp;&nbsp; $29792 |
| Entegris, Inc. | 492 | &nbsp;&nbsp;&nbsp; 38602 |
| Flex Ltd. (a) | 1680 | &nbsp;&nbsp;&nbsp; 83782 |
| Formfactor, Inc. (a) | 3490 | &nbsp;&nbsp;&nbsp; 99151 |
| Lam Research Corp. | 1890 | &nbsp;&nbsp;&nbsp; 179248 |
| Monolithic Power Systems, Inc. | 262 | &nbsp;&nbsp;&nbsp; 186345 |
| nLIGHT, Inc. (a) | 1638 | &nbsp;&nbsp;&nbsp; 34414 |
| NVIDIA Corp. (f) | 30977 | &nbsp;&nbsp;&nbsp; 5509879 |
| NXP Semiconductors N.V. | 347 | &nbsp;&nbsp;&nbsp; 74178 |
| Onto Innovation, Inc. (a) | 278 | &nbsp;&nbsp;&nbsp; 26340 |
| Plexus Corp. (a) | 337 | &nbsp;&nbsp;&nbsp; 42967 |
| Silicon Motion Technology Corp., ADR | 1572 | &nbsp;&nbsp;&nbsp; 120321 |
| Skyworks Solutions, Inc. | 416 | &nbsp;&nbsp;&nbsp; 28513 |
| Taiwan Semiconductor Manufacturing Co. Ltd. | 24654 | &nbsp;&nbsp;&nbsp; 952340 |
| Taiwan Semiconductor Manufacturing Co. Ltd., ADR | 4030 | &nbsp;&nbsp;&nbsp; 973729 |
| Tokyo Electron Ltd. | 500 | &nbsp;&nbsp;&nbsp; 78250 |
| TTM Technologies, Inc. (a) | 922 | &nbsp;&nbsp;&nbsp; 43564 |
|  |  | &nbsp;&nbsp;&nbsp; $10519348 |
| Energy - Independent – 1.4% | Energy - Independent – 1.4% |  |
| Antero Resources Corp. (a) | 2515 | &nbsp;&nbsp;&nbsp; $87849 |
| Chord Energy Corp. | 305 | &nbsp;&nbsp;&nbsp; 33651 |
| ConocoPhillips (s) | 3409 | &nbsp;&nbsp;&nbsp; 325014 |
| Diamondback Energy, Inc. | 412 | &nbsp;&nbsp;&nbsp; 61248 |
| EOG Resources, Inc. | 3430 | &nbsp;&nbsp;&nbsp; 411669 |
| Expand Energy Corp. | 1410 | &nbsp;&nbsp;&nbsp; 147740 |
| Marathon Petroleum Corp. | 945 | &nbsp;&nbsp;&nbsp; 160829 |
| Matador Resources Co. | 1720 | &nbsp;&nbsp;&nbsp; 85794 |
| Permian Resources Corp. | 10369 | &nbsp;&nbsp;&nbsp; 146825 |
| Phillips 66 | 1936 | &nbsp;&nbsp;&nbsp; 239251 |
| Reliance Industries Ltd. | 26552 | &nbsp;&nbsp;&nbsp; 419099 |
| Valero Energy Corp. (s) | 1763 | &nbsp;&nbsp;&nbsp; 242077 |
| Viper Energy, Inc. | 2306 | &nbsp;&nbsp;&nbsp; 86844 |
| Woodside Energy Group Ltd. | 15450 | &nbsp;&nbsp;&nbsp; 261237 |
|  |  | &nbsp;&nbsp;&nbsp; $2709127 |
| Energy - Integrated – 0.8% | Energy - Integrated – 0.8% |  |
| Aker BP ASA | 6705 | &nbsp;&nbsp;&nbsp; $161024 |
| Chevron Corp. | 124 | &nbsp;&nbsp;&nbsp; 18803 |
| Eni S.p.A. | 5373 | &nbsp;&nbsp;&nbsp; 91137 |
| Exxon Mobil Corp. (f) | 4196 | &nbsp;&nbsp;&nbsp; 468441 |
| Galp Energia SGPS S.A., "B" | 4947 | &nbsp;&nbsp;&nbsp; 94034 |
| TotalEnergies SE | 10584 | &nbsp;&nbsp;&nbsp; 628322 |
|  |  | &nbsp;&nbsp;&nbsp; $1461761 |
| Energy - Renewables – 0.2% | Energy - Renewables – 0.2% |  |
| Bloom Energy Corp. (a) | 980 | &nbsp;&nbsp;&nbsp; $36642 |
| GE Vernova, Inc. | 450 | &nbsp;&nbsp;&nbsp; 297131 |
|  |  | &nbsp;&nbsp;&nbsp; $333773 |
| Engineering - Construction – 0.6% | Engineering - Construction – 0.6% |  |
| EMCOR Group, Inc. | 368 | &nbsp;&nbsp;&nbsp; $230916 |
| Jacobs Solutions, Inc. | 696 | &nbsp;&nbsp;&nbsp; 98742 |
| Prologis Property Mexico S.A. de C.V., REIT | 18936 | &nbsp;&nbsp;&nbsp; 71177 |
| Quanta Services, Inc. | 368 | &nbsp;&nbsp;&nbsp; 149456 |
| Taisei Corp. | 7400 | &nbsp;&nbsp;&nbsp; 443141 |
| TopBuild Corp. (a) | 236 | &nbsp;&nbsp;&nbsp; 87421 |
|  |  | &nbsp;&nbsp;&nbsp; $1080853 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Entertainment – 0.1% | Entertainment – 0.1% |  |
| CTS Eventim AG | 946 | &nbsp;&nbsp;&nbsp; $106942 |
| Live Nation Entertainment, Inc. (a) | 849 | &nbsp;&nbsp;&nbsp; 125397 |
|  |  | &nbsp;&nbsp;&nbsp; $232339 |
| Food & Beverages – 1.8% | Food & Beverages – 1.8% |  |
| Campbell Soup Co. | 822 | &nbsp;&nbsp;&nbsp; $26238 |
| Chocoladefabriken Lindt & Sprungli AG | 22 | &nbsp;&nbsp;&nbsp; 323981 |
| Coca-Cola Europacific Partners PLC | 533 | &nbsp;&nbsp;&nbsp; 51658 |
| Cranswick PLC | 1191 | &nbsp;&nbsp;&nbsp; 83349 |
| General Mills, Inc. | 3184 | &nbsp;&nbsp;&nbsp; 155952 |
| Hershey Co. | 245 | &nbsp;&nbsp;&nbsp; 45602 |
| Ingredion, Inc. | 3517 | &nbsp;&nbsp;&nbsp; 462626 |
| Mondelez International, Inc. | 385 | &nbsp;&nbsp;&nbsp; 24906 |
| Morinaga & Co. Ltd. | 5800 | &nbsp;&nbsp;&nbsp; 92695 |
| Nestle S.A. | 9869 | &nbsp;&nbsp;&nbsp; 860676 |
| Nestle S.A., ADR | 1803 | &nbsp;&nbsp;&nbsp; 156825 |
| Nomad Foods Ltd. | 3356 | &nbsp;&nbsp;&nbsp; 56515 |
| Novozymes A/S | 792 | &nbsp;&nbsp;&nbsp; 51439 |
| PepsiCo, Inc. | 1440 | &nbsp;&nbsp;&nbsp; 198605 |
| Pilgrim's Pride Corp. | 5674 | &nbsp;&nbsp;&nbsp; 268891 |
| S Foods, Inc. | 3900 | &nbsp;&nbsp;&nbsp; 68778 |
| Simply Good Foods Co. (a) | 1150 | &nbsp;&nbsp;&nbsp; 35029 |
| Toyo Suisan Kaisha Ltd. | 6300 | &nbsp;&nbsp;&nbsp; 402028 |
| Utz Brands, Inc. | 2221 | &nbsp;&nbsp;&nbsp; 28940 |
|  |  | &nbsp;&nbsp;&nbsp; $3394733 |
| Food & Drug Stores – 0.3% | Food & Drug Stores – 0.3% |  |
| Albertsons Cos., Inc., "A" | 2680 | &nbsp;&nbsp;&nbsp; $51510 |
| Alimentation Couche-Tard, Inc. | 711 | &nbsp;&nbsp;&nbsp; 36946 |
| BIM Birlesik Magazalar A.S. | 3606 | &nbsp;&nbsp;&nbsp; 46880 |
| Jeronimo Martins, SGPS S.A. | 5470 | &nbsp;&nbsp;&nbsp; 133296 |
| JM Holdings Co. Ltd. | 4600 | &nbsp;&nbsp;&nbsp; 87679 |
| Paltac Corp. | 2500 | &nbsp;&nbsp;&nbsp; 71297 |
| Sundrug Co. Ltd. | 3100 | &nbsp;&nbsp;&nbsp; 92137 |
|  |  | &nbsp;&nbsp;&nbsp; $519745 |
| Forest & Paper Products – 0.1% | Forest & Paper Products – 0.1% |  |
| International Paper Co. | 1858 | &nbsp;&nbsp;&nbsp; $86843 |
| Suzano Papel e Celulose S.A., ADR | 10419 | &nbsp;&nbsp;&nbsp; 96584 |
|  |  | &nbsp;&nbsp;&nbsp; $183427 |
| Furniture & Appliances – 0.0% | Furniture & Appliances – 0.0% |  |
| Howden Joinery Group PLC  | 7449 | &nbsp;&nbsp;&nbsp; $86570 |
| Gaming & Lodging – 1.0% | Gaming & Lodging – 1.0% |  |
| Aristocrat Leisure Ltd. | 887 | &nbsp;&nbsp;&nbsp; $39560 |
| Brightstar Lottery | 4478 | &nbsp;&nbsp;&nbsp; 66453 |
| DraftKings, Inc. (a) | 2680 | &nbsp;&nbsp;&nbsp; 120707 |
| Flutter Entertainment PLC (a) | 1413 | &nbsp;&nbsp;&nbsp; 427093 |
| Genius Sports Ltd. (a) | 8044 | &nbsp;&nbsp;&nbsp; 90495 |
| Hilton Worldwide Holdings, Inc. | 144 | &nbsp;&nbsp;&nbsp; 38604 |
| Hyatt Hotels Corp. | 1163 | &nbsp;&nbsp;&nbsp; 163948 |
| Marriott International, Inc., "A" | 1258 | &nbsp;&nbsp;&nbsp; 331898 |
| Sands China Ltd. | 36000 | &nbsp;&nbsp;&nbsp; 87317 |
| Sportradar Group AG (a) | 1830 | &nbsp;&nbsp;&nbsp; 54113 |
| VICI Properties, Inc., REIT | 2110 | &nbsp;&nbsp;&nbsp; 68786 |
| Viking Holdings Ltd. (a) | 5944 | &nbsp;&nbsp;&nbsp; 349032 |
| Whitbread PLC | 995 | &nbsp;&nbsp;&nbsp; 40029 |
|  |  | &nbsp;&nbsp;&nbsp; $1878035 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| General Merchandise – 0.2% | General Merchandise – 0.2% |  |
| Dollarama, Inc. | 1881 | &nbsp;&nbsp;&nbsp; $257090 |
| Ollie's Bargain Outlet Holdings, Inc. (a) | 346 | &nbsp;&nbsp;&nbsp; 47274 |
|  |  | &nbsp;&nbsp;&nbsp; $304364 |
| Health Maintenance Organizations – 0.7% | Health Maintenance Organizations – 0.7% |  |
| Centene Corp. (a) | 3290 | &nbsp;&nbsp;&nbsp; $85770 |
| Cigna Group (f) | 3796 | &nbsp;&nbsp;&nbsp; 1014975 |
| Humana, Inc. | 285 | &nbsp;&nbsp;&nbsp; 71213 |
| UnitedHealth Group, Inc. | 241 | &nbsp;&nbsp;&nbsp; 60144 |
|  |  | &nbsp;&nbsp;&nbsp; $1232102 |
| Insurance – 3.7% | Insurance – 3.7% |  |
| AIA Group Ltd. | 58400 | &nbsp;&nbsp;&nbsp; $546059 |
| American International Group, Inc. | 1126 | &nbsp;&nbsp;&nbsp; 87411 |
| Ameriprise Financial, Inc. (f) | 2068 | &nbsp;&nbsp;&nbsp; 1071617 |
| Aon PLC | 1438 | &nbsp;&nbsp;&nbsp; 511511 |
| Arthur J. Gallagher & Co. | 1068 | &nbsp;&nbsp;&nbsp; 306783 |
| Aspen Insurance Holdings Ltd. (a) | 1091 | &nbsp;&nbsp;&nbsp; 34465 |
| Assurant, Inc. | 299 | &nbsp;&nbsp;&nbsp; 56003 |
| AXIS Capital Holdings Ltd. | 458 | &nbsp;&nbsp;&nbsp; 42979 |
| Beazley PLC | 38472 | &nbsp;&nbsp;&nbsp; 453292 |
| Chubb Ltd. | 153 | &nbsp;&nbsp;&nbsp; 40704 |
| Corebridge Financial, Inc. | 1829 | &nbsp;&nbsp;&nbsp; 65039 |
| Equitable Holdings, Inc. | 22224 | &nbsp;&nbsp;&nbsp; 1141202 |
| Everest Group Ltd. | 140 | &nbsp;&nbsp;&nbsp; 47012 |
| Hanover Insurance Group, Inc. | 657 | &nbsp;&nbsp;&nbsp; 112761 |
| Hartford Insurance Group, Inc. | 744 | &nbsp;&nbsp;&nbsp; 92546 |
| Hiscox Ltd. | 4340 | &nbsp;&nbsp;&nbsp; 73833 |
| Kemper Corp. | 557 | &nbsp;&nbsp;&nbsp; 34306 |
| Lincoln National Corp. | 2602 | &nbsp;&nbsp;&nbsp; 99162 |
| Marsh & McLennan Cos., Inc. | 1834 | &nbsp;&nbsp;&nbsp; 365333 |
| Progressive Corp. | 2358 | &nbsp;&nbsp;&nbsp; 570730 |
| Reinsurance Group of America, Inc. | 1399 | &nbsp;&nbsp;&nbsp; 269237 |
| Samsung Fire & Marine Insurance Co. Ltd. | 119 | &nbsp;&nbsp;&nbsp; 37680 |
| Selective Insurance Group, Inc. | 511 | &nbsp;&nbsp;&nbsp; 39843 |
| Sompo Holdings, Inc. | 1900 | &nbsp;&nbsp;&nbsp; 55682 |
| Steadfast Group Ltd. | 21404 | &nbsp;&nbsp;&nbsp; 81377 |
| Stewart Information Services Corp. | 535 | &nbsp;&nbsp;&nbsp; 34737 |
| Unipol Gruppo S.p.A. | 5579 | &nbsp;&nbsp;&nbsp; 111906 |
| Voya Financial, Inc. | 778 | &nbsp;&nbsp;&nbsp; 54460 |
| Willis Towers Watson PLC | 1644 | &nbsp;&nbsp;&nbsp; 519192 |
|  |  | &nbsp;&nbsp;&nbsp; $6956862 |
| Interactive Media Services – 2.5% | Interactive Media Services – 2.5% |  |
| Alphabet, Inc., "A" | 4544 | &nbsp;&nbsp;&nbsp; $871994 |
| Alphabet, Inc., "C" | 3640 | &nbsp;&nbsp;&nbsp; 702010 |
| Meta Platforms, Inc., "A" (f) | 3754 | &nbsp;&nbsp;&nbsp; 2903494 |
| NAVER Corp. | 1141 | &nbsp;&nbsp;&nbsp; 192795 |
|  |  | &nbsp;&nbsp;&nbsp; $4670293 |
| Leisure & Toys – 0.9% | Leisure & Toys – 0.9% |  |
| Brunswick Corp. | 2212 | &nbsp;&nbsp;&nbsp; $128938 |
| Capcom Co. Ltd. | 800 | &nbsp;&nbsp;&nbsp; 20450 |
| Corsair Gaming, Inc. (a) | 3654 | &nbsp;&nbsp;&nbsp; 33105 |
| Electronic Arts, Inc. | 346 | &nbsp;&nbsp;&nbsp; 52762 |
| Hasbro, Inc. | 519 | &nbsp;&nbsp;&nbsp; 39008 |
| Mattel, Inc. (a) | 1807 | &nbsp;&nbsp;&nbsp; 30737 |
| Patrick Industries, Inc. | 901 | &nbsp;&nbsp;&nbsp; 87613 |
| Roblox Corp., "A" (a) | 2817 | &nbsp;&nbsp;&nbsp; 388154 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Leisure & Toys – continued | Leisure & Toys – continued |  |
| Sony Group Corp. | 4000 | &nbsp;&nbsp;&nbsp; $96803 |
| Take-Two Interactive Software, Inc. (a) | 1101 | &nbsp;&nbsp;&nbsp; 245226 |
| Tencent Holdings Ltd. | 7700 | &nbsp;&nbsp;&nbsp; 539491 |
| VTech Holdings Ltd. | 15200 | &nbsp;&nbsp;&nbsp; 112149 |
| Yamaha Corp. | 2300 | &nbsp;&nbsp;&nbsp; 16447 |
|  |  | &nbsp;&nbsp;&nbsp; $1790883 |
| Machinery & Tools – 3.1% | Machinery & Tools – 3.1% |  |
| AGCO Corp. | 566 | &nbsp;&nbsp;&nbsp; $66771 |
| Albany International Corp. | 728 | &nbsp;&nbsp;&nbsp; 39450 |
| Assa Abloy AB | 16848 | &nbsp;&nbsp;&nbsp; 554016 |
| Atlas Copco AB | 5486 | &nbsp;&nbsp;&nbsp; 83129 |
| Azbil Corp. | 9100 | &nbsp;&nbsp;&nbsp; 85381 |
| Caterpillar, Inc. | 79 | &nbsp;&nbsp;&nbsp; 34604 |
| Chart Industries, Inc. (a) | 105 | &nbsp;&nbsp;&nbsp; 20877 |
| CNH Industrial N.V. | 9730 | &nbsp;&nbsp;&nbsp; 126101 |
| Crane Co. | 470 | &nbsp;&nbsp;&nbsp; 92012 |
| Daikin Industries Ltd. | 500 | &nbsp;&nbsp;&nbsp; 61935 |
| Deere & Co. | 334 | &nbsp;&nbsp;&nbsp; 175140 |
| Eaton Corp. PLC | 736 | &nbsp;&nbsp;&nbsp; 283154 |
| ESAB Corp. | 337 | &nbsp;&nbsp;&nbsp; 45215 |
| Flowserve Corp. | 3724 | &nbsp;&nbsp;&nbsp; 208693 |
| GEA Group AG | 13667 | &nbsp;&nbsp;&nbsp; 984157 |
| Hayward Holdings, Inc. (a) | 3444 | &nbsp;&nbsp;&nbsp; 52969 |
| Illinois Tool Works, Inc. (s) | 1016 | &nbsp;&nbsp;&nbsp; 260065 |
| IMI PLC | 8990 | &nbsp;&nbsp;&nbsp; 263042 |
| ITT, Inc. | 312 | &nbsp;&nbsp;&nbsp; 53027 |
| Kadant, Inc. | 89 | &nbsp;&nbsp;&nbsp; 29617 |
| Nordson Corp. | 350 | &nbsp;&nbsp;&nbsp; 74973 |
| PACCAR, Inc. | 3678 | &nbsp;&nbsp;&nbsp; 363239 |
| Pentair PLC | 659 | &nbsp;&nbsp;&nbsp; 67350 |
| RB Global, Inc. | 392 | &nbsp;&nbsp;&nbsp; 42438 |
| RB Global, Inc. | 6205 | &nbsp;&nbsp;&nbsp; 671865 |
| Regal Rexnord Corp. | 837 | &nbsp;&nbsp;&nbsp; 127961 |
| SMC Corp. | 100 | &nbsp;&nbsp;&nbsp; 35255 |
| Spirax-Sarco Engineering PLC | 2195 | &nbsp;&nbsp;&nbsp; 183405 |
| Timken Co. | 694 | &nbsp;&nbsp;&nbsp; 52806 |
| Toyota Industries Corp. | 700 | &nbsp;&nbsp;&nbsp; 74705 |
| Trane Technologies PLC | 86 | &nbsp;&nbsp;&nbsp; 37675 |
| Wabtec Corp. | 2413 | &nbsp;&nbsp;&nbsp; 463417 |
| Weir Group PLC | 1842 | &nbsp;&nbsp;&nbsp; 64667 |
|  |  | &nbsp;&nbsp;&nbsp; $5779111 |
| Major Banks – 2.4% | Major Banks – 2.4% |  |
| ABN AMRO Group N.V., GDR | 5405 | &nbsp;&nbsp;&nbsp; $155639 |
| Banco Bradesco S.A., ADR | 22479 | &nbsp;&nbsp;&nbsp; 62267 |
| Bank of Ireland Group PLC | 39889 | &nbsp;&nbsp;&nbsp; 534038 |
| BNP Paribas S.A. | 1684 | &nbsp;&nbsp;&nbsp; 153410 |
| DBS Group Holdings Ltd. | 9440 | &nbsp;&nbsp;&nbsp; 346494 |
| Erste Group Bank AG | 621 | &nbsp;&nbsp;&nbsp; 56783 |
| JPMorgan Chase & Co. | 2394 | &nbsp;&nbsp;&nbsp; 709199 |
| Mitsubishi UFJ Financial Group, Inc. | 10300 | &nbsp;&nbsp;&nbsp; 142667 |
| Morgan Stanley | 3273 | &nbsp;&nbsp;&nbsp; 466272 |
| NatWest Group PLC | 117641 | &nbsp;&nbsp;&nbsp; 816602 |
| PNC Financial Services Group, Inc. | 286 | &nbsp;&nbsp;&nbsp; 54417 |
| Regions Financial Corp. | 2685 | &nbsp;&nbsp;&nbsp; 68011 |
| Resona Holdings, Inc. | 54900 | &nbsp;&nbsp;&nbsp; 498510 |
| Simmons First National Corp. | 1399 | &nbsp;&nbsp;&nbsp; 26819 |
| UBS Group AG | 3631 | &nbsp;&nbsp;&nbsp; 134929 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Major Banks – continued | Major Banks – continued |  |
| Wells Fargo & Co. | 4515 | &nbsp;&nbsp;&nbsp; $364044 |
|  |  | &nbsp;&nbsp;&nbsp; $4590101 |
| Medical & Health Technology & Services – 1.2% | Medical & Health Technology & Services – 1.2% |  |
| Cencora, Inc. | 250 | &nbsp;&nbsp;&nbsp; $71520 |
| Certara, Inc. (a) | 2915 | &nbsp;&nbsp;&nbsp; 28684 |
| GeneDX Holdings Corp. (a) | 490 | &nbsp;&nbsp;&nbsp; 49955 |
| Guardant Health, Inc. (a) | 562 | &nbsp;&nbsp;&nbsp; 23031 |
| HealthEquity, Inc. (a) | 389 | &nbsp;&nbsp;&nbsp; 37733 |
| ICON PLC (a) | 429 | &nbsp;&nbsp;&nbsp; 72582 |
| Labcorp Holdings, Inc. | 211 | &nbsp;&nbsp;&nbsp; 54877 |
| M3, Inc. | 15200 | &nbsp;&nbsp;&nbsp; 188283 |
| McKesson Corp. (f) | 1679 | &nbsp;&nbsp;&nbsp; 1164454 |
| Omega Healthcare Investors, Inc., REIT | 3454 | &nbsp;&nbsp;&nbsp; 134361 |
| Option Care Health, Inc. (a) | 1560 | &nbsp;&nbsp;&nbsp; 45786 |
| Schrodinger, Inc. (a) | 2913 | &nbsp;&nbsp;&nbsp; 59221 |
| Tempus AI, Inc. (a)(l) | 245 | &nbsp;&nbsp;&nbsp; 13864 |
| Universal Health Services, Inc. | 1122 | &nbsp;&nbsp;&nbsp; 186757 |
| Veeva Systems, Inc. (a) | 404 | &nbsp;&nbsp;&nbsp; 114817 |
| Ventas, Inc., REIT | 799 | &nbsp;&nbsp;&nbsp; 53677 |
|  |  | &nbsp;&nbsp;&nbsp; $2299602 |
| Medical Equipment – 2.1% | Medical Equipment – 2.1% |  |
| Abbott Laboratories | 1117 | &nbsp;&nbsp;&nbsp; $140954 |
| Agilent Technologies, Inc. | 1623 | &nbsp;&nbsp;&nbsp; 186337 |
| Align Technology, Inc. (a) | 376 | &nbsp;&nbsp;&nbsp; 48508 |
| Avantor, Inc. (a) | 2481 | &nbsp;&nbsp;&nbsp; 33345 |
| Becton, Dickinson and Co. | 1692 | &nbsp;&nbsp;&nbsp; 301599 |
| Bio-Techne Corp. | 4734 | &nbsp;&nbsp;&nbsp; 259092 |
| Boston Scientific Corp. (a) | 2239 | &nbsp;&nbsp;&nbsp; 234916 |
| Caris Life Sciences, Inc. (a) | 895 | &nbsp;&nbsp;&nbsp; 25132 |
| Ceribell, Inc. (a) | 1011 | &nbsp;&nbsp;&nbsp; 14558 |
| Concentra Group Holdings, Inc. | 2483 | &nbsp;&nbsp;&nbsp; 49585 |
| ConvaTec Group PLC | 20507 | &nbsp;&nbsp;&nbsp; 63077 |
| DexCom, Inc. (a) | 1323 | &nbsp;&nbsp;&nbsp; 106859 |
| Eiken Chemical Co. Ltd. (l) | 6500 | &nbsp;&nbsp;&nbsp; 102526 |
| Envista Holdings Corp. (a) | 2304 | &nbsp;&nbsp;&nbsp; 43522 |
| EssilorLuxottica | 1624 | &nbsp;&nbsp;&nbsp; 481729 |
| Fractyl Health, Inc. (a) | 1814 | &nbsp;&nbsp;&nbsp; 3338 |
| GE Healthcare Technologies, Inc. | 455 | &nbsp;&nbsp;&nbsp; 32451 |
| Gerresheimer AG | 1949 | &nbsp;&nbsp;&nbsp; 96486 |
| Globus Medical, Inc. (a) | 1654 | &nbsp;&nbsp;&nbsp; 87050 |
| iRhythm Technologies, Inc. (a) | 268 | &nbsp;&nbsp;&nbsp; 37568 |
| Lantheus Holdings, Inc. (a) | 904 | &nbsp;&nbsp;&nbsp; 64356 |
| Masimo Corp. (a) | 1216 | &nbsp;&nbsp;&nbsp; 187009 |
| Medtronic PLC | 586 | &nbsp;&nbsp;&nbsp; 52881 |
| Metsera, Inc. (a)(l) | 395 | &nbsp;&nbsp;&nbsp; 13031 |
| Natera, Inc. (a) | 1114 | &nbsp;&nbsp;&nbsp; 148897 |
| Outset Medical, Inc. (a)(l) | 1165 | &nbsp;&nbsp;&nbsp; 18710 |
| PROCEPT BioRobotics Corp. (a) | 523 | &nbsp;&nbsp;&nbsp; 25371 |
| QIAGEN N.V. (l) | 1403 | &nbsp;&nbsp;&nbsp; 69226 |
| QIAGEN N.V.  | 6257 | &nbsp;&nbsp;&nbsp; 312751 |
| Revvity, Inc. | 379 | &nbsp;&nbsp;&nbsp; 33314 |
| Shimadzu Corp. | 9400 | &nbsp;&nbsp;&nbsp; 208054 |
| Smith & Nephew PLC | 7685 | &nbsp;&nbsp;&nbsp; 117682 |
| STERIS PLC | 360 | &nbsp;&nbsp;&nbsp; 81536 |
| Teleflex, Inc. | 201 | &nbsp;&nbsp;&nbsp; 24019 |
| Terumo Corp. | 2500 | &nbsp;&nbsp;&nbsp; 42269 |
| Thermo Fisher Scientific, Inc. | 431 | &nbsp;&nbsp;&nbsp; 201570 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Medical Equipment – continued | Medical Equipment – continued |  |
| UFP Technologies, Inc. (a) | 282 | &nbsp;&nbsp;&nbsp; $63842 |
| Waters Corp. (a) | 148 | &nbsp;&nbsp;&nbsp; 42736 |
|  |  | &nbsp;&nbsp;&nbsp; $4055886 |
| Metals & Mining – 0.2% | Metals & Mining – 0.2% |  |
| Glencore PLC | 55693 | &nbsp;&nbsp;&nbsp; $223455 |
| Mitsui & Co. Ltd. | 3700 | &nbsp;&nbsp;&nbsp; 75476 |
| Nucor Corp. | 271 | &nbsp;&nbsp;&nbsp; 38772 |
|  |  | &nbsp;&nbsp;&nbsp; $337703 |
| Natural Gas - Distribution – 0.3% | Natural Gas - Distribution – 0.3% |  |
| Atmos Energy Corp. | 316 | &nbsp;&nbsp;&nbsp; $49271 |
| Brookfield Infrastructure Corp. | 924 | &nbsp;&nbsp;&nbsp; 36073 |
| China Resources Gas Group Ltd. | 8800 | &nbsp;&nbsp;&nbsp; 22218 |
| DCC PLC | 1775 | &nbsp;&nbsp;&nbsp; 111283 |
| Italgas S.p.A. | 24090 | &nbsp;&nbsp;&nbsp; 199550 |
| MDU Resources Group, Inc. | 1375 | &nbsp;&nbsp;&nbsp; 23719 |
| New Jersey Resources Corp. | 1001 | &nbsp;&nbsp;&nbsp; 45956 |
| ONE Gas, Inc. | 699 | &nbsp;&nbsp;&nbsp; 50817 |
| Spire, Inc. | 613 | &nbsp;&nbsp;&nbsp; 45650 |
| UGI Corp. | 1410 | &nbsp;&nbsp;&nbsp; 51014 |
|  |  | &nbsp;&nbsp;&nbsp; $635551 |
| Natural Gas - Pipeline – 0.3% | Natural Gas - Pipeline – 0.3% |  |
| APA Group | 17841 | &nbsp;&nbsp;&nbsp; $95868 |
| Cheniere Energy, Inc. | 1443 | &nbsp;&nbsp;&nbsp; 340375 |
| Plains GP Holdings LP | 5920 | &nbsp;&nbsp;&nbsp; 116032 |
| Targa Resources Corp. | 467 | &nbsp;&nbsp;&nbsp; 77713 |
|  |  | &nbsp;&nbsp;&nbsp; $629988 |
| Network & Telecom – 0.5% | Network & Telecom – 0.5% |  |
| Fortinet, Inc. (a) | 3597 | &nbsp;&nbsp;&nbsp; $359340 |
| Qualcomm, Inc. | 4296 | &nbsp;&nbsp;&nbsp; 630481 |
|  |  | &nbsp;&nbsp;&nbsp; $989821 |
| Oil Services – 0.3% | Oil Services – 0.3% |  |
| Expro Group Holdings N.V. (a) | 3905 | &nbsp;&nbsp;&nbsp; $42096 |
| Halliburton Co. | 1044 | &nbsp;&nbsp;&nbsp; 23386 |
| JGC Holdings Corp. | 6700 | &nbsp;&nbsp;&nbsp; 59696 |
| TechnipFMC PLC | 10350 | &nbsp;&nbsp;&nbsp; 376429 |
| Tenaris S.A., ADR | 2887 | &nbsp;&nbsp;&nbsp; 100872 |
|  |  | &nbsp;&nbsp;&nbsp; $602479 |
| Other Banks & Diversified Financials – 3.7% | Other Banks & Diversified Financials – 3.7% |  |
| AIB Group PLC | 60289 | &nbsp;&nbsp;&nbsp; $473783 |
| Air Lease Corp. | 959 | &nbsp;&nbsp;&nbsp; 53129 |
| American Express Co. (f) | 1550 | &nbsp;&nbsp;&nbsp; 463930 |
| Atlantic Union Bankshares Corp. | 1139 | &nbsp;&nbsp;&nbsp; 36106 |
| Banc of California, Inc. | 2156 | &nbsp;&nbsp;&nbsp; 31305 |
| CaixaBank S.A. | 58830 | &nbsp;&nbsp;&nbsp; 553879 |
| Cathay General Bancorp, Inc. | 1321 | &nbsp;&nbsp;&nbsp; 59736 |
| Chiba Bank Ltd. (l) | 37200 | &nbsp;&nbsp;&nbsp; 346868 |
| Columbia Banking System, Inc. | 3710 | &nbsp;&nbsp;&nbsp; 88298 |
| Credicorp Ltd. | 1542 | &nbsp;&nbsp;&nbsp; 365454 |
| CVB Financial Corp. | 2212 | &nbsp;&nbsp;&nbsp; 41342 |
| East West Bancorp, Inc. | 1136 | &nbsp;&nbsp;&nbsp; 113884 |
| Eastern Bankshares, Inc. | 3084 | &nbsp;&nbsp;&nbsp; 47648 |
| Element Fleet Management Corp. | 1756 | &nbsp;&nbsp;&nbsp; 45674 |
| Fifth Third Bancorp | 1022 | &nbsp;&nbsp;&nbsp; 42485 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Other Banks & Diversified Financials – continued | Other Banks & Diversified Financials – continued |  |
| First Hawaiian, Inc. | 2663 | &nbsp;&nbsp;&nbsp; $64578 |
| First Interstate BancSystem, Inc. | 2030 | &nbsp;&nbsp;&nbsp; 58444 |
| Hancock Whitney Corp. | 1037 | &nbsp;&nbsp;&nbsp; 61930 |
| HDFC Bank Ltd. | 4551 | &nbsp;&nbsp;&nbsp; 104522 |
| HDFC Bank Ltd., ADR | 5461 | &nbsp;&nbsp;&nbsp; 419241 |
| Herc Holdings, Inc. | 241 | &nbsp;&nbsp;&nbsp; 28151 |
| M&T Bank Corp. | 448 | &nbsp;&nbsp;&nbsp; 84538 |
| Mastercard, Inc., "A" | 1576 | &nbsp;&nbsp;&nbsp; 892757 |
| Metropolitan Bank & Trust Co. | 104557 | &nbsp;&nbsp;&nbsp; 132998 |
| Moody's Corp. | 70 | &nbsp;&nbsp;&nbsp; 36101 |
| Northern Trust Corp. | 3702 | &nbsp;&nbsp;&nbsp; 481260 |
| Pacific Premier Bancorp, Inc. | 3218 | &nbsp;&nbsp;&nbsp; 69734 |
| Popular, Inc. | 1942 | &nbsp;&nbsp;&nbsp; 222514 |
| Prosperity Bancshares, Inc. | 1497 | &nbsp;&nbsp;&nbsp; 99730 |
| Riot Platforms, Inc. (a) | 2439 | &nbsp;&nbsp;&nbsp; 32707 |
| Shizuoka Financial Group, Inc. | 7200 | &nbsp;&nbsp;&nbsp; 84807 |
| SLM Corp. | 3302 | &nbsp;&nbsp;&nbsp; 105004 |
| Synchrony Financial | 15050 | &nbsp;&nbsp;&nbsp; 1048533 |
| Texas Capital Bancshares, Inc. (a) | 595 | &nbsp;&nbsp;&nbsp; 49962 |
| UMB Financial Corp. | 459 | &nbsp;&nbsp;&nbsp; 50485 |
| United Community Bank, Inc. | 1759 | &nbsp;&nbsp;&nbsp; 53650 |
|  |  | &nbsp;&nbsp;&nbsp; $6945167 |
| Pharmaceuticals – 2.6% | Pharmaceuticals – 2.6% |  |
| AbbVie, Inc. | 1380 | &nbsp;&nbsp;&nbsp; $260848 |
| ACADIA Pharmaceuticals, Inc. (a) | 1551 | &nbsp;&nbsp;&nbsp; 36960 |
| Amicus Therapeutics, Inc. (a) | 6638 | &nbsp;&nbsp;&nbsp; 39762 |
| Annexon, Inc. (a)(l) | 1896 | &nbsp;&nbsp;&nbsp; 4551 |
| Ascendis Pharma, ADR (a) | 1214 | &nbsp;&nbsp;&nbsp; 210629 |
| AstraZeneca PLC | 2583 | &nbsp;&nbsp;&nbsp; 376737 |
| Bristol-Myers Squibb Co. | 7433 | &nbsp;&nbsp;&nbsp; 321923 |
| Collegium Pharmaceutical, Inc. (a) | 1456 | &nbsp;&nbsp;&nbsp; 43476 |
| Cytokinetics, Inc. (a) | 839 | &nbsp;&nbsp;&nbsp; 31580 |
| Daiichi Sankyo Co. Ltd. | 11200 | &nbsp;&nbsp;&nbsp; 274511 |
| Harmony Biosciences Holdings (a) | 1171 | &nbsp;&nbsp;&nbsp; 41196 |
| Incyte Corp. (a) | 7915 | &nbsp;&nbsp;&nbsp; 592754 |
| Ionis Pharmaceuticals, Inc. (a) | 957 | &nbsp;&nbsp;&nbsp; 41132 |
| Johnson & Johnson (s) | 4276 | &nbsp;&nbsp;&nbsp; 704428 |
| Kymera Therapeutics, Inc. (a) | 730 | &nbsp;&nbsp;&nbsp; 31938 |
| Legend Biotech Corp., ADR (a) | 807 | &nbsp;&nbsp;&nbsp; 31530 |
| Ligand Pharmaceuticals, Inc. (a) | 831 | &nbsp;&nbsp;&nbsp; 109343 |
| Merck & Co., Inc. | 3701 | &nbsp;&nbsp;&nbsp; 289122 |
| Merck KGaA | 539 | &nbsp;&nbsp;&nbsp; 67846 |
| Neurocrine Biosciences, Inc. (a) | 313 | &nbsp;&nbsp;&nbsp; 40136 |
| Novo Nordisk A.S., "B" | 2319 | &nbsp;&nbsp;&nbsp; 107041 |
| Organon & Co. | 12089 | &nbsp;&nbsp;&nbsp; 117263 |
| Pfizer, Inc. | 5194 | &nbsp;&nbsp;&nbsp; 120968 |
| Roche Holding AG | 2271 | &nbsp;&nbsp;&nbsp; 712580 |
| Sanofi | 1013 | &nbsp;&nbsp;&nbsp; 92051 |
| Suzuken Co. Ltd./Aichi Japan | 2500 | &nbsp;&nbsp;&nbsp; 94151 |
| Ultragenyx Pharmaceutical, Inc. (a) | 1057 | &nbsp;&nbsp;&nbsp; 28877 |
| Vertex Pharmaceuticals, Inc. (a) | 62 | &nbsp;&nbsp;&nbsp; 28326 |
|  |  | &nbsp;&nbsp;&nbsp; $4851659 |
| Pollution Control – 0.1% | Pollution Control – 0.1% |  |
| GFL Environmental, Inc.  | 2146 | &nbsp;&nbsp;&nbsp; $108030 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Precious Metals & Minerals – 1.0% | Precious Metals & Minerals – 1.0% |  |
| Agnico Eagle Mines Ltd. | 1937 | &nbsp;&nbsp;&nbsp; $240461 |
| Agnico Eagle Mines Ltd. | 1466 | &nbsp;&nbsp;&nbsp; 182312 |
| Franco-Nevada Corp. | 6467 | &nbsp;&nbsp;&nbsp; 1030165 |
| Wheaton Precious Metals Corp. | 4961 | &nbsp;&nbsp;&nbsp; 453708 |
|  |  | &nbsp;&nbsp;&nbsp; $1906646 |
| Printing & Publishing – 0.0% | Printing & Publishing – 0.0% |  |
| Wolters Kluwer N.V.  | 531 | &nbsp;&nbsp;&nbsp; $82608 |
| Railroad & Shipping – 0.3% | Railroad & Shipping – 0.3% |  |
| CSX Corp. | 4701 | &nbsp;&nbsp;&nbsp; $167074 |
| Sankyu, Inc. (l) | 2100 | &nbsp;&nbsp;&nbsp; 122978 |
| Union Pacific Corp. | 986 | &nbsp;&nbsp;&nbsp; 218862 |
|  |  | &nbsp;&nbsp;&nbsp; $508914 |
| Real Estate – 0.8% | Real Estate – 0.8% |  |
| Brixmor Property Group, Inc., REIT | 10420 | &nbsp;&nbsp;&nbsp; $272275 |
| CapitaLand Integrated Commercial Trust, REIT | 1430 | &nbsp;&nbsp;&nbsp; 2416 |
| CapitaLand Investment Ltd. | 50100 | &nbsp;&nbsp;&nbsp; 106578 |
| CBRE Group, Inc., "A" (a) | 1248 | &nbsp;&nbsp;&nbsp; 194364 |
| Cushman & Wakefield PLC (a) | 2717 | &nbsp;&nbsp;&nbsp; 33120 |
| DigitalBridge Group, Inc., REIT | 4106 | &nbsp;&nbsp;&nbsp; 44098 |
| Essential Properties Realty Trust, REIT | 1852 | &nbsp;&nbsp;&nbsp; 56468 |
| Four Corners Property Trust, Inc., REIT | 1580 | &nbsp;&nbsp;&nbsp; 39879 |
| Jones Lang LaSalle, Inc. (a) | 1951 | &nbsp;&nbsp;&nbsp; 527472 |
| LEG Immobilien SE | 409 | &nbsp;&nbsp;&nbsp; 32590 |
| PennyMac Financial Services, Inc. | 424 | &nbsp;&nbsp;&nbsp; 39491 |
| Phillips Edison & Co., REIT | 1455 | &nbsp;&nbsp;&nbsp; 49165 |
| Urban Edge Properties, REIT | 1917 | &nbsp;&nbsp;&nbsp; 37803 |
| W.P. Carey, Inc., REIT | 932 | &nbsp;&nbsp;&nbsp; 59797 |
|  |  | &nbsp;&nbsp;&nbsp; $1495516 |
| Real Estate - Office – 0.1% | Real Estate - Office – 0.1% |  |
| Cousins Properties, Inc., REIT | 6350 | &nbsp;&nbsp;&nbsp; $172085 |
| Douglas Emmett, Inc., REIT | 2234 | &nbsp;&nbsp;&nbsp; 33867 |
|  |  | &nbsp;&nbsp;&nbsp; $205952 |
| Real Estate - Storage – 0.3% | Real Estate - Storage – 0.3% |  |
| Extra Space Storage, Inc., REIT | 481 | &nbsp;&nbsp;&nbsp; $64627 |
| Prologis, Inc., REIT | 3444 | &nbsp;&nbsp;&nbsp; 367750 |
| Rexford Industrial Realty, Inc., REIT | 2160 | &nbsp;&nbsp;&nbsp; 78905 |
| SmartStop Self Storage REIT (l) | 1295 | &nbsp;&nbsp;&nbsp; 43875 |
| STAG Industrial, Inc., REIT | 813 | &nbsp;&nbsp;&nbsp; 27910 |
| Terreno Realty Corp., REIT | 1326 | &nbsp;&nbsp;&nbsp; 73580 |
|  |  | &nbsp;&nbsp;&nbsp; $656647 |
| Restaurants – 0.8% | Restaurants – 0.8% |  |
| Aramark | 17005 | &nbsp;&nbsp;&nbsp; $723733 |
| Chefs' Warehouse, Inc. (a) | 1353 | &nbsp;&nbsp;&nbsp; 92762 |
| Darden Restaurants, Inc. | 205 | &nbsp;&nbsp;&nbsp; 41342 |
| Greggs PLC | 3755 | &nbsp;&nbsp;&nbsp; 78353 |
| Starbucks Corp. | 1428 | &nbsp;&nbsp;&nbsp; 127320 |
| SYSCO Corp. | 707 | &nbsp;&nbsp;&nbsp; 56277 |
| U.S. Foods Holding Corp. (a) | 2657 | &nbsp;&nbsp;&nbsp; 221408 |
| Wingstop, Inc. | 529 | &nbsp;&nbsp;&nbsp; 199613 |
|  |  | &nbsp;&nbsp;&nbsp; $1540808 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Specialty Chemicals – 1.1% | Specialty Chemicals – 1.1% |  |
| Air Products & Chemicals, Inc. | 118 | &nbsp;&nbsp;&nbsp; $33970 |
| Akzo Nobel N.V. | 710 | &nbsp;&nbsp;&nbsp; 44372 |
| Ashland, Inc. | 1521 | &nbsp;&nbsp;&nbsp; 78423 |
| Axalta Coating Systems Ltd. (a) | 1076 | &nbsp;&nbsp;&nbsp; 30472 |
| Chemours Co. | 1871 | &nbsp;&nbsp;&nbsp; 22414 |
| Corteva, Inc. | 1989 | &nbsp;&nbsp;&nbsp; 143466 |
| Croda International PLC | 3260 | &nbsp;&nbsp;&nbsp; 112455 |
| DuPont de Nemours, Inc. | 871 | &nbsp;&nbsp;&nbsp; 62625 |
| Linde PLC | 2318 | &nbsp;&nbsp;&nbsp; 1066883 |
| Quaker Chemical Corp. | 355 | &nbsp;&nbsp;&nbsp; 40619 |
| Shin-Etsu Chemical Co. Ltd. | 2500 | &nbsp;&nbsp;&nbsp; 72123 |
| Sika AG | 678 | &nbsp;&nbsp;&nbsp; 159898 |
| Symrise AG | 1434 | &nbsp;&nbsp;&nbsp; 130100 |
|  |  | &nbsp;&nbsp;&nbsp; $1997820 |
| Specialty Stores – 2.8% | Specialty Stores – 2.8% |  |
| Amazon.com, Inc. (a)(f) | 11025 | &nbsp;&nbsp;&nbsp; $2581063 |
| AutoZone, Inc. (a) | 80 | &nbsp;&nbsp;&nbsp; 301471 |
| BJ's Wholesale Club Holdings, Inc. (a) | 1398 | &nbsp;&nbsp;&nbsp; 148048 |
| Burlington Stores, Inc. (a) | 365 | &nbsp;&nbsp;&nbsp; 99630 |
| Coupang, Inc. (a) | 4185 | &nbsp;&nbsp;&nbsp; 123165 |
| Home Depot, Inc. | 161 | &nbsp;&nbsp;&nbsp; 59169 |
| Lowe's Cos., Inc. | 1746 | &nbsp;&nbsp;&nbsp; 390353 |
| NEXT PLC | 345 | &nbsp;&nbsp;&nbsp; 55997 |
| O'Reilly Automotive, Inc. (a) | 11316 | &nbsp;&nbsp;&nbsp; 1112589 |
| Pan Pacific International Holdings Corp. | 3100 | &nbsp;&nbsp;&nbsp; 103858 |
| Pet Valu Holdings Ltd. | 1359 | &nbsp;&nbsp;&nbsp; 32886 |
| Ross Stores, Inc. | 420 | &nbsp;&nbsp;&nbsp; 57347 |
| Target Corp. | 1766 | &nbsp;&nbsp;&nbsp; 177483 |
| TJX Cos., Inc. | 268 | &nbsp;&nbsp;&nbsp; 33374 |
| ZOZO, Inc. (l) | 10300 | &nbsp;&nbsp;&nbsp; 102112 |
|  |  | &nbsp;&nbsp;&nbsp; $5378545 |
| Telecom - Infrastructure – 0.2% | Telecom - Infrastructure – 0.2% |  |
| American Tower Corp., REIT | 246 | &nbsp;&nbsp;&nbsp; $51264 |
| Cellnex Telecom S.A. | 4177 | &nbsp;&nbsp;&nbsp; 146560 |
| Infrastrutture Wireless Italiane S.p.A. | 8885 | &nbsp;&nbsp;&nbsp; 105046 |
| SBA Communications Corp., REIT | 69 | &nbsp;&nbsp;&nbsp; 15506 |
|  |  | &nbsp;&nbsp;&nbsp; $318376 |
| Telecom Services – 0.3% | Telecom Services – 0.3% |  |
| Advanced Info Service Public Co. Ltd. | 5700 | &nbsp;&nbsp;&nbsp; $50756 |
| AT&T, Inc. | 5565 | &nbsp;&nbsp;&nbsp; 152536 |
| Etihad Etisalat Co. | 6616 | &nbsp;&nbsp;&nbsp; 107941 |
| Hellenic Telecommunications Organization S.A. | 785 | &nbsp;&nbsp;&nbsp; 14244 |
| KDDI Corp. | 5700 | &nbsp;&nbsp;&nbsp; 93560 |
| Koninklijke KPN N.V. | 13024 | &nbsp;&nbsp;&nbsp; 58263 |
|  |  | &nbsp;&nbsp;&nbsp; $477300 |
| Tobacco – 0.8% | Tobacco – 0.8% |  |
| Altria Group, Inc. (f) | 15220 | &nbsp;&nbsp;&nbsp; $942727 |
| British American Tobacco PLC | 3048 | &nbsp;&nbsp;&nbsp; 163160 |
| Philip Morris International, Inc. | 2293 | &nbsp;&nbsp;&nbsp; 376167 |
|  |  | &nbsp;&nbsp;&nbsp; $1482054 |
| Trucking – 0.2% | Trucking – 0.2% |  |
| J.B. Hunt Transport Services, Inc. | 380 | &nbsp;&nbsp;&nbsp; $54739 |
| Knight-Swift Transportation Holdings, Inc. | 1724 | &nbsp;&nbsp;&nbsp; 73270 |
| RXO, Inc. (a) | 1359 | &nbsp;&nbsp;&nbsp; 20996 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Trucking – continued | Trucking – continued |  |
| Seino Holdings Co. Ltd. | 5800 | &nbsp;&nbsp;&nbsp; $88354 |
| SG Holdings Co. Ltd. | 3900 | &nbsp;&nbsp;&nbsp; 43329 |
| XPO, Inc. (a) | 389 | &nbsp;&nbsp;&nbsp; 46793 |
| Yamato Holdings Co. Ltd. (l) | 2700 | &nbsp;&nbsp;&nbsp; 39092 |
|  |  | &nbsp;&nbsp;&nbsp; $366573 |
| Utilities - Electric Power – 2.1% | Utilities - Electric Power – 2.1% |  |
| Alliant Energy Corp. | 1536 | &nbsp;&nbsp;&nbsp; $99855 |
| CenterPoint Energy, Inc. | 1693 | &nbsp;&nbsp;&nbsp; 65722 |
| CLP Holdings Ltd. | 3500 | &nbsp;&nbsp;&nbsp; 30385 |
| CMS Energy Corp. | 1028 | &nbsp;&nbsp;&nbsp; 75867 |
| Dominion Energy, Inc. (f) | 7000 | &nbsp;&nbsp;&nbsp; 409150 |
| DTE Energy Co. | 2194 | &nbsp;&nbsp;&nbsp; 303672 |
| Duke Energy Corp. (f) | 3714 | &nbsp;&nbsp;&nbsp; 451771 |
| E.ON SE | 3517 | &nbsp;&nbsp;&nbsp; 64037 |
| Edison International | 7186 | &nbsp;&nbsp;&nbsp; 374534 |
| Evergy, Inc. | 535 | &nbsp;&nbsp;&nbsp; 37878 |
| National Grid PLC | 8191 | &nbsp;&nbsp;&nbsp; 115065 |
| NorthWestern Corp. | 1059 | &nbsp;&nbsp;&nbsp; 56868 |
| NRG Energy, Inc. | 3519 | &nbsp;&nbsp;&nbsp; 588377 |
| PG&E Corp. | 26537 | &nbsp;&nbsp;&nbsp; 372049 |
| Pinnacle West Capital Corp. | 647 | &nbsp;&nbsp;&nbsp; 58631 |
| Portland General Electric Co. | 1448 | &nbsp;&nbsp;&nbsp; 59542 |
| PPL Corp. | 702 | &nbsp;&nbsp;&nbsp; 25054 |
| Public Service Enterprise Group, Inc. | 963 | &nbsp;&nbsp;&nbsp; 86468 |
| Sempra Energy | 680 | &nbsp;&nbsp;&nbsp; 55542 |
| Southern Co. | 5028 | &nbsp;&nbsp;&nbsp; 475046 |
| Vistra Corp. | 1127 | &nbsp;&nbsp;&nbsp; 235025 |
|  |  | &nbsp;&nbsp;&nbsp; $4040538 |
| **Total Common Stocks**  |  | &nbsp;&nbsp; **$137727393** |
| 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  | $75000 | &nbsp;&nbsp;&nbsp; $74005 |
| Boeing Co., 5.15%, 5/01/2030  | 60000 | &nbsp;&nbsp;&nbsp; 60952 |
| Boeing Co., 5.805%, 5/01/2050  | 267000 | &nbsp;&nbsp;&nbsp; 257679 |
| Huntington Ingalls Industries, Inc., 5.749%, 1/15/2035  | 41000 | &nbsp;&nbsp;&nbsp; 42147 |
| L3 Harris Technologies, Inc., 5.4%, 1/15/2027  | 39000 | &nbsp;&nbsp;&nbsp; 39481 |
| L3 Harris Technologies, Inc., 5.4%, 7/31/2033  | 211000 | &nbsp;&nbsp;&nbsp; 216560 |
|  |  | &nbsp;&nbsp;&nbsp; $690824 |
| Asset-Backed & Securitized – 0.5% | Asset-Backed & Securitized – 0.5% | Asset-Backed & Securitized – 0.5% |
| 3650R Commercial Mortgage Trust, 2021-PF1, "XA", 1.109%, 11/15/2054 (i) | $971956 | &nbsp;&nbsp;&nbsp; $37035 |
| ACREC 2021-FL1 Ltd., "A", FLR, 5.614% ((SOFR - 1mo. + 0.11448%) + 1.15%), 10/16/2036 (n) | 36791 | &nbsp;&nbsp;&nbsp; 36685 |
| Angel Oak Mortgage Trust, 2024-13, "A1", 5.464%, 12/26/2069 (n) | 88707 | &nbsp;&nbsp;&nbsp; 88641 |
| ARDN Mortgage Trust, 2025-ARCP, "A", FLR, 6.092% (SOFR - 1mo. + 1.75%), 6/15/2035 (n) | 115000 | &nbsp;&nbsp;&nbsp; 115049 |
| ARI Fleet Lease Trust, 2023-A, "A2", 5.41%, 2/17/2032 (n) | 16568 | &nbsp;&nbsp;&nbsp; 16589 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.233%, 7/15/2054 (i) | 1182961 | &nbsp;&nbsp;&nbsp; 61002 |
| Colt Funding LLC, 2024-6, "A1", 5.39%, 11/25/2069 (n) | 87625 | &nbsp;&nbsp;&nbsp; 87522 |
| KREF 2018-FT1 Ltd., "A", FLR, 5.528% ((SOFR - 1mo. + 0.11448%) + 1.07%), 2/15/2039 (n) | 48803 | &nbsp;&nbsp;&nbsp; 48533 |
| KREF 2018-FT1 Ltd., "AS", FLR, 5.758% ((SOFR - 1mo. + 0.11448%) + 1.3%), 2/15/2039 (n) | 100000 | &nbsp;&nbsp;&nbsp; 99278 |
| MF1 2024-FL5 LLC, "A", FLR, 6.038% (SOFR - 1mo. + 1.688%), 8/18/2041 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100012 |
| Morgan Stanley Residential Mortgage Loan Trust, 2024-NQM3, "A-1", 5.044%, 7/25/2069 (n) | 76910 | &nbsp;&nbsp;&nbsp; 76248 |
| OBX Trust, 2024-NQM3, "A1", 6.129%, 12/25/2063 (n) | 66022 | &nbsp;&nbsp;&nbsp; 66436 |
| Provident Funding Mortgage Trust, 2025-3, "A4", 5.5%, 8/25/2055 (n) | 128549 | &nbsp;&nbsp;&nbsp; 128188 |
| Virginia Power Fuel Securitization LLC, 5.088%, 5/01/2027  | 24071 | &nbsp;&nbsp;&nbsp; 24156 |
|  |  | &nbsp;&nbsp;&nbsp; $985374 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Automotive – 0.2% | Automotive – 0.2% | Automotive – 0.2% |
| Cummins, Inc., 5.45%, 2/20/2054  | $50000 | &nbsp;&nbsp;&nbsp; $48422 |
| Ford Motor Credit Co. LLC, 6.95%, 6/10/2026  | 200000 | &nbsp;&nbsp;&nbsp; 202262 |
| Ford Motor Credit Co. LLC, 3.25%, 2/12/2032  | 39000 | &nbsp;&nbsp;&nbsp; 33041 |
| Hyundai Capital America, 6.375%, 4/08/2030 (n) | 155000 | &nbsp;&nbsp;&nbsp; 164450 |
|  |  | &nbsp;&nbsp;&nbsp; $448175 |
| Broadcasting – 0.2% | Broadcasting – 0.2% | Broadcasting – 0.2% |
| Walt Disney Co., 3.5%, 5/13/2040  | $195000 | &nbsp;&nbsp;&nbsp; $159388 |
| Walt Disney Co., 3.8%, 5/13/2060  | 150000 | &nbsp;&nbsp;&nbsp; 108837 |
| WMG Acquisition Corp., 3.75%, 12/01/2029 (n) | 137000 | &nbsp;&nbsp;&nbsp; 128611 |
| WMG Acquisition Corp., 3.875%, 7/15/2030 (n) | 79000 | &nbsp;&nbsp;&nbsp; 73734 |
|  |  | &nbsp;&nbsp;&nbsp; $470570 |
| Brokerage & Asset Managers – 0.6% | Brokerage & Asset Managers – 0.6% | Brokerage & Asset Managers – 0.6% |
| Charles Schwab Corp., 5.643% to 5/19/2028, FLR (SOFR - 1 day + 2.210%) to 5/19/2029  | $106000 | &nbsp;&nbsp;&nbsp; $109560 |
| Charles Schwab Corp., 6.136% to 8/24/2033, FLR (SOFR - 1 day + 2.01%) to 8/24/2034  | 98000 | &nbsp;&nbsp;&nbsp; 105758 |
| Citadel Securities Global Holdings LLC, 5.5%, 6/18/2030 (n) | 250000 | &nbsp;&nbsp;&nbsp; 252183 |
| LPL Holdings, Inc., 4.625%, 11/15/2027 (n) | 120000 | &nbsp;&nbsp;&nbsp; 119283 |
| LPL Holdings, Inc., 4.375%, 5/15/2031 (n) | 141000 | &nbsp;&nbsp;&nbsp; 134814 |
| LPL Holdings, Inc., 5.65%, 3/15/2035  | 161000 | &nbsp;&nbsp;&nbsp; 161542 |
| LSEGA Financing PLC, 2%, 4/06/2028 (n) | 200000 | &nbsp;&nbsp;&nbsp; 187599 |
|  |  | &nbsp;&nbsp;&nbsp; $1070739 |
| Building – 0.3% | Building – 0.3% | Building – 0.3% |
| Ferguson Enterprises, Inc., 5%, 10/03/2034  | $221000 | &nbsp;&nbsp;&nbsp; $218189 |
| JH North America Holdings, Inc., 5.875%, 1/31/2031 (n) | 149000 | &nbsp;&nbsp;&nbsp; 149510 |
| JH North America Holdings, Inc., 6.125%, 7/31/2032 (n) | 69000 | &nbsp;&nbsp;&nbsp; 69715 |
| Vulcan Materials Co., 3.5%, 6/01/2030  | 42000 | &nbsp;&nbsp;&nbsp; 39973 |
| Vulcan Materials Co., 4.5%, 6/15/2047  | 94000 | &nbsp;&nbsp;&nbsp; 79020 |
| Vulcan Materials Co., 5.7%, 12/01/2054  | 93000 | &nbsp;&nbsp;&nbsp; 91973 |
|  |  | &nbsp;&nbsp;&nbsp; $648380 |
| Business Services – 0.4% | Business Services – 0.4% | Business Services – 0.4% |
| Accenture Capital, Inc., 4.25%, 10/04/2031  | $110000 | &nbsp;&nbsp;&nbsp; $108323 |
| Accenture Capital, Inc., 4.5%, 10/04/2034  | 57000 | &nbsp;&nbsp;&nbsp; 55159 |
| Fiserv, Inc., 4.4%, 7/01/2049  | 243000 | &nbsp;&nbsp;&nbsp; 194090 |
| Mastercard, Inc., 4.35%, 1/15/2032  | 93000 | &nbsp;&nbsp;&nbsp; 92108 |
| Mastercard, Inc., 3.85%, 3/26/2050  | 102000 | &nbsp;&nbsp;&nbsp; 79365 |
| Paychex, Inc., 5.1%, 4/15/2030  | 34000 | &nbsp;&nbsp;&nbsp; 34737 |
| Paychex, Inc., 5.35%, 4/15/2032  | 89000 | &nbsp;&nbsp;&nbsp; 91228 |
| Visa, Inc., 2%, 8/15/2050  | 92000 | &nbsp;&nbsp;&nbsp; 49342 |
|  |  | &nbsp;&nbsp;&nbsp; $704352 |
| Cable TV – 0.5% | Cable TV – 0.5% | Cable TV – 0.5% |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.1%, 6/01/2029  | $146000 | &nbsp;&nbsp;&nbsp; $152301 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 5.375%, 5/01/2047  | 235000 | &nbsp;&nbsp;&nbsp; 199272 |
| Comcast Corp., 5.35%, 5/15/2053  | 179000 | &nbsp;&nbsp;&nbsp; 164288 |
| Videotron Ltd., 3.625%, 6/15/2029 (n) | 163000 | &nbsp;&nbsp;&nbsp; 155376 |
| Videotron Ltd., 5.7%, 1/15/2035 (n) | 190000 | &nbsp;&nbsp;&nbsp; 190660 |
|  |  | &nbsp;&nbsp;&nbsp; $861897 |
| Computer Software – 0.2% | Computer Software – 0.2% | Computer Software – 0.2% |
| Microsoft Corp., 2.525%, 6/01/2050  | $180000 | &nbsp;&nbsp;&nbsp; $110728 |
| Microsoft Corp., 2.5%, 9/15/2050  | 113000 | &nbsp;&nbsp;&nbsp; 68235 |
| Oracle Corp., 4%, 7/15/2046  | 121000 | &nbsp;&nbsp;&nbsp; 92417 |
| Oracle Corp., 5.55%, 2/06/2053  | 65000 | &nbsp;&nbsp;&nbsp; 60052 |
|  |  | &nbsp;&nbsp;&nbsp; $331432 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Computer Software - Systems – 0.1% | Computer Software - Systems – 0.1% | Computer Software - Systems – 0.1% |
| Apple, Inc., 1.7%, 8/05/2031 (f) | $155000 | &nbsp;&nbsp;&nbsp; $134090 |
| Apple, Inc., 2.65%, 5/11/2050  | 229000 | &nbsp;&nbsp;&nbsp; 142497 |
|  |  | &nbsp;&nbsp;&nbsp; $276587 |
| Conglomerates – 0.4% | Conglomerates – 0.4% | Conglomerates – 0.4% |
| nVent Finance S.à r.l., 5.65%, 5/15/2033  | $143000 | &nbsp;&nbsp;&nbsp; $146143 |
| Regal Rexnord Corp., 6.05%, 4/15/2028  | 91000 | &nbsp;&nbsp;&nbsp; 93744 |
| Regal Rexnord Corp., 6.3%, 2/15/2030  | 208000 | &nbsp;&nbsp;&nbsp; 217733 |
| Westinghouse Air Brake Technologies Corp., 4.7%, 9/15/2028  | 186000 | &nbsp;&nbsp;&nbsp; 186975 |
| Westinghouse Air Brake Technologies Corp., 5.611%, 3/11/2034  | 50000 | &nbsp;&nbsp;&nbsp; 51695 |
|  |  | &nbsp;&nbsp;&nbsp; $696290 |
| Consumer Products – 0.3% | Consumer Products – 0.3% | Consumer Products – 0.3% |
| Haleon US Capital LLC, 3.625%, 3/24/2032  | $250000 | &nbsp;&nbsp;&nbsp; $233843 |
| Kenvue, Inc., 5.1%, 3/22/2043  | 71000 | &nbsp;&nbsp;&nbsp; 67822 |
| Kenvue, Inc., 5.05%, 3/22/2053  | 38000 | &nbsp;&nbsp;&nbsp; 34856 |
| L'Oréal S.A., 5%, 5/20/2035 (n) | 200000 | &nbsp;&nbsp;&nbsp; 201732 |
| Mattel, Inc., 3.75%, 4/01/2029 (n) | 77000 | &nbsp;&nbsp;&nbsp; 73724 |
|  |  | &nbsp;&nbsp;&nbsp; $611977 |
| Consumer Services – 0.2% | Consumer Services – 0.2% | Consumer Services – 0.2% |
| Booking Holdings, Inc., 3.55%, 3/15/2028  | $83000 | &nbsp;&nbsp;&nbsp; $81404 |
| CBRE Group, Inc., 5.95%, 8/15/2034  | 97000 | &nbsp;&nbsp;&nbsp; 102205 |
| Rentokil Terminix LLC, 5%, 4/28/2030 (n) | 200000 | &nbsp;&nbsp;&nbsp; 200851 |
|  |  | &nbsp;&nbsp;&nbsp; $384460 |
| Electrical Equipment – 0.1% | Electrical Equipment – 0.1% | Electrical Equipment – 0.1% |
| Arrow Electronics, Inc., 5.875%, 4/10/2034  | $109000 | &nbsp;&nbsp;&nbsp; $112088 |
| Electronics – 0.2% | Electronics – 0.2% | Electronics – 0.2% |
| Analog Devices, Inc., 5.05%, 4/01/2034  | $110000 | &nbsp;&nbsp;&nbsp; $112010 |
| Broadcom, Inc., 5.05%, 7/12/2029  | 90000 | &nbsp;&nbsp;&nbsp; 91859 |
| Broadcom, Inc., 5.2%, 7/15/2035  | 93000 | &nbsp;&nbsp;&nbsp; 93440 |
| Intel Corp., 5.7%, 2/10/2053  | 49000 | &nbsp;&nbsp;&nbsp; 44116 |
| Lam Research Corp., 4.875%, 3/15/2049  | 92000 | &nbsp;&nbsp;&nbsp; 83665 |
|  |  | &nbsp;&nbsp;&nbsp; $425090 |
| Emerging Market Sovereign – 0.2% | Emerging Market Sovereign – 0.2% | Emerging Market Sovereign – 0.2% |
| Kingdom of Saudi Arabia, 5.125%, 1/13/2028 (n) | $200000 | &nbsp;&nbsp;&nbsp; $203487 |
| United Mexican States, 5.85%, 7/02/2032  | 200000 | &nbsp;&nbsp;&nbsp; 201200 |
|  |  | &nbsp;&nbsp;&nbsp; $404687 |
| Energy - Independent – 0.3% | Energy - Independent – 0.3% | Energy - Independent – 0.3% |
| Occidental Petroleum Corp., 6.125%, 1/01/2031  | $89000 | &nbsp;&nbsp;&nbsp; $92039 |
| Occidental Petroleum Corp., 4.4%, 4/15/2046  | 63000 | &nbsp;&nbsp;&nbsp; 46446 |
| Pioneer Natural Resources Co., 1.9%, 8/15/2030  | 177000 | &nbsp;&nbsp;&nbsp; 156747 |
| Pioneer Natural Resources Co., 2.15%, 1/15/2031  | 72000 | &nbsp;&nbsp;&nbsp; 63713 |
| Santos Finance Ltd., 6.875%, 9/19/2033 (n) | 133000 | &nbsp;&nbsp;&nbsp; 144659 |
|  |  | &nbsp;&nbsp;&nbsp; $503604 |
| Energy - Integrated – 0.1% | Energy - Integrated – 0.1% | Energy - Integrated – 0.1% |
| BP Capital Markets America, Inc., 3.001%, 3/17/2052  | $176000 | &nbsp;&nbsp;&nbsp; $110658 |
| Entertainment – 0.1% | Entertainment – 0.1% | Entertainment – 0.1% |
| Royal Caribbean Cruises Ltd., 4.25%, 7/01/2026 (n) | $109000 | &nbsp;&nbsp;&nbsp; $108559 |
| Royal Caribbean Cruises Ltd., 5.625%, 9/30/2031 (n) | 143000 | &nbsp;&nbsp;&nbsp; 144027 |
|  |  | &nbsp;&nbsp;&nbsp; $252586 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Financial Institutions – 0.4% | Financial Institutions – 0.4% | Financial Institutions – 0.4% |
| Avolon Holdings Funding Ltd., 3.25%, 2/15/2027 (n) | $197000 | &nbsp;&nbsp;&nbsp; $192070 |
| Avolon Holdings Funding Ltd., 2.75%, 2/21/2028 (n) | 115000 | &nbsp;&nbsp;&nbsp; 109079 |
| Macquarie AirFinance Holdings Ltd., 5.15%, 3/17/2030 (n) | 186000 | &nbsp;&nbsp;&nbsp; 185844 |
| SMBC Aviation Capital Finance DAC, 5.3%, 4/03/2029 (n) | 200000 | &nbsp;&nbsp;&nbsp; 203772 |
|  |  | &nbsp;&nbsp;&nbsp; $690765 |
| Food & Beverages – 1.0% | Food & Beverages – 1.0% | Food & Beverages – 1.0% |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049  | $263000 | &nbsp;&nbsp;&nbsp; $258552 |
| Bacardi Ltd., 5.15%, 5/15/2038 (n) | 314000 | &nbsp;&nbsp;&nbsp; 291485 |
| Constellation Brands, Inc., 4.1%, 2/15/2048  | 169000 | &nbsp;&nbsp;&nbsp; 130719 |
| Flowers Foods, Inc., 5.75%, 3/15/2035  | 134000 | &nbsp;&nbsp;&nbsp; 136440 |
| Flowers Foods, Inc., 6.2%, 3/15/2055  | 31000 | &nbsp;&nbsp;&nbsp; 30307 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3%, 2/02/2029  | 68000 | &nbsp;&nbsp;&nbsp; 64402 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3.75%, 12/01/2031  | 79000 | &nbsp;&nbsp;&nbsp; 73486 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3.625%, 1/15/2032  | 35000 | &nbsp;&nbsp;&nbsp; 32009 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 6.5%, 12/01/2052  | 56000 | &nbsp;&nbsp;&nbsp; 57234 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 7.25%, 11/15/2053  | 66000 | &nbsp;&nbsp;&nbsp; 73171 |
| Kraft Heinz Foods Co., 4.875%, 10/01/2049  | 90000 | &nbsp;&nbsp;&nbsp; 75244 |
| Kraft Heinz Foods Co., 5.5%, 6/01/2050  | 77000 | &nbsp;&nbsp;&nbsp; 69609 |
| Mars, Inc., 4.55%, 4/20/2028 (n) | 40000 | &nbsp;&nbsp;&nbsp; 40205 |
| Mars, Inc., 4.75%, 4/20/2033 (n) | 184000 | &nbsp;&nbsp;&nbsp; 182105 |
| Mars, Inc., 3.95%, 4/01/2049 (n) | 59000 | &nbsp;&nbsp;&nbsp; 46318 |
| Mars, Inc., 5.7%, 5/01/2055 (n) | 147000 | &nbsp;&nbsp;&nbsp; 145052 |
| SYSCO Corp., 4.45%, 3/15/2048  | 179000 | &nbsp;&nbsp;&nbsp; 148595 |
|  |  | &nbsp;&nbsp;&nbsp; $1854933 |
| Gaming & Lodging – 0.4% | Gaming & Lodging – 0.4% | Gaming & Lodging – 0.4% |
| Flutter Treasury DAC, 6.375%, 4/29/2029 (n) | $200000 | &nbsp;&nbsp;&nbsp; $205684 |
| Flutter Treasury DAC, 5.875%, 6/04/2031 (n) | 200000 | &nbsp;&nbsp;&nbsp; 201319 |
| Las Vegas Sands Corp., 5.9%, 6/01/2027  | 31000 | &nbsp;&nbsp;&nbsp; 31517 |
| Las Vegas Sands Corp., 6.2%, 8/15/2034  | 66000 | &nbsp;&nbsp;&nbsp; 67675 |
| Marriott International, Inc., 2.85%, 4/15/2031  | 28000 | &nbsp;&nbsp;&nbsp; 25382 |
| Marriott International, Inc., 3.5%, 10/15/2032  | 95000 | &nbsp;&nbsp;&nbsp; 86307 |
| VICI Properties LP/VICI Note Co., Inc., 4.25%, 12/01/2026 (n) | 84000 | &nbsp;&nbsp;&nbsp; 83307 |
|  |  | &nbsp;&nbsp;&nbsp; $701191 |
| Industrial – 0.1% | Industrial – 0.1% | Industrial – 0.1% |
| Booz Allen Hamilton, Inc., 5.95%, 4/15/2035  | $93000 | &nbsp;&nbsp;&nbsp; $94949 |
| Trustees of the University of Pennsylvania, 2.396%, 10/01/2050  | 234000 | &nbsp;&nbsp;&nbsp; 135573 |
|  |  | &nbsp;&nbsp;&nbsp; $230522 |
| Insurance – 0.4% | Insurance – 0.4% | Insurance – 0.4% |
| Corebridge Financial, Inc., 3.9%, 4/05/2032  | $115000 | &nbsp;&nbsp;&nbsp; $108080 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042  | 240000 | &nbsp;&nbsp;&nbsp; 200876 |
| Lincoln National Corp., 5.852%, 3/15/2034  | 107000 | &nbsp;&nbsp;&nbsp; 109546 |
| MetLife, Inc., 5.3%, 12/15/2034  | 64000 | &nbsp;&nbsp;&nbsp; 65452 |
| Northwestern Mutual Life Insurance Co., 6.17%, 5/29/2055 (n) | 194000 | &nbsp;&nbsp;&nbsp; 202358 |
| Sammons Financial Group, Inc., 4.75%, 4/08/2032 (n) | 150000 | &nbsp;&nbsp;&nbsp; 143548 |
|  |  | &nbsp;&nbsp;&nbsp; $829860 |
| Insurance - Health – 0.3% | Insurance - Health – 0.3% | Insurance - Health – 0.3% |
| Elevance Health, Inc., 5.65%, 6/15/2054  | $66000 | &nbsp;&nbsp;&nbsp; $62492 |
| Humana, Inc., 5.375%, 4/15/2031  | 83000 | &nbsp;&nbsp;&nbsp; 84664 |
| Humana, Inc., 5.55%, 5/01/2035  | 38000 | &nbsp;&nbsp;&nbsp; 38064 |
| Humana, Inc., 4.95%, 10/01/2044  | 46000 | &nbsp;&nbsp;&nbsp; 39815 |
| UnitedHealth Group, Inc., 5.3%, 2/15/2030  | 60000 | &nbsp;&nbsp;&nbsp; 61725 |
| UnitedHealth Group, Inc., 2.3%, 5/15/2031  | 109000 | &nbsp;&nbsp;&nbsp; 95838 |
| UnitedHealth Group, Inc., 5.5%, 7/15/2044  | 65000 | &nbsp;&nbsp;&nbsp; 62745 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Insurance - Health – continued | Insurance - Health – continued | Insurance - Health – continued |
| UnitedHealth Group, Inc., 5.875%, 2/15/2053  | $80000 | &nbsp;&nbsp;&nbsp; $78943 |
|  |  | &nbsp;&nbsp;&nbsp; $524286 |
| Insurance - Property & Casualty – 0.6% | Insurance - Property & Casualty – 0.6% | Insurance - Property & Casualty – 0.6% |
| American International Group, Inc., 4.85%, 5/07/2030  | $108000 | &nbsp;&nbsp;&nbsp; $109423 |
| American International Group, Inc., 5.125%, 3/27/2033  | 146000 | &nbsp;&nbsp;&nbsp; 147789 |
| Arthur J. Gallagher & Co., 6.5%, 2/15/2034  | 115000 | &nbsp;&nbsp;&nbsp; 125467 |
| Arthur J. Gallagher & Co., 6.75%, 2/15/2054  | 99000 | &nbsp;&nbsp;&nbsp; 108083 |
| Brown & Brown, Inc., 5.25%, 6/23/2032  | 21000 | &nbsp;&nbsp;&nbsp; 21241 |
| Brown & Brown, Inc., 6.25%, 6/23/2055  | 26000 | &nbsp;&nbsp;&nbsp; 26640 |
| Fairfax Financial Holdings Ltd., 3.375%, 3/03/2031  | 84000 | &nbsp;&nbsp;&nbsp; 77627 |
| Fairfax Financial Holdings Ltd., 5.625%, 8/16/2032  | 63000 | &nbsp;&nbsp;&nbsp; 64415 |
| Fairfax Financial Holdings Ltd., 6.5%, 5/20/2055 (n) | 100000 | &nbsp;&nbsp;&nbsp; 101700 |
| Marsh & McLennan Cos., Inc., 2.9%, 12/15/2051  | 83000 | &nbsp;&nbsp;&nbsp; 51578 |
| Marsh & McLennan Cos., Inc., 4.85%, 11/15/2031  | 160000 | &nbsp;&nbsp;&nbsp; 161898 |
| Marsh & McLennan Cos., Inc., 4.9%, 3/15/2049  | 35000 | &nbsp;&nbsp;&nbsp; 31304 |
| Marsh & McLennan Cos., Inc., 5.4%, 3/15/2055  | 95000 | &nbsp;&nbsp;&nbsp; 90626 |
|  |  | &nbsp;&nbsp;&nbsp; $1117791 |
| International Market Quasi-Sovereign – 0.2% | International Market Quasi-Sovereign – 0.2% | International Market Quasi-Sovereign – 0.2% |
| NBN Co. Ltd. (Commonwealth of Australia), 5.75%, 10/06/2028 (n) | $200000 | &nbsp;&nbsp;&nbsp; $207992 |
| Ontario Teachers' Cadillac Fairview Properties, 2.5%, 10/15/2031 (n) | 200000 | &nbsp;&nbsp;&nbsp; 174962 |
|  |  | &nbsp;&nbsp;&nbsp; $382954 |
| 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; $198146 |
| Machinery & Tools – 0.3% | Machinery & Tools – 0.3% | Machinery & Tools – 0.3% |
| AGCO Corp., 5.8%, 3/21/2034  | $71000 | &nbsp;&nbsp;&nbsp; $72361 |
| Ashtead Capital, Inc., 5.55%, 5/30/2033 (n) | 200000 | &nbsp;&nbsp;&nbsp; 202141 |
| CNH Industrial Capital LLC, 5.5%, 1/12/2029  | 95000 | &nbsp;&nbsp;&nbsp; 97728 |
| CNH Industrial N.V., 3.85%, 11/15/2027  | 147000 | &nbsp;&nbsp;&nbsp; 145277 |
|  |  | &nbsp;&nbsp;&nbsp; $517507 |
| Major Banks – 3.7% | Major Banks – 3.7% | Major Banks – 3.7% |
| Bank of America Corp., 4.376% to 4/27/2027, FLR (SOFR - 1 day + 1.58%) to 4/27/2028  | $86000 | &nbsp;&nbsp;&nbsp; $85819 |
| Bank of America Corp., 3.419% to 12/20/2027, FLR ((SOFR - 3mo. + 0.26161%) + 1.04%) to 12/20/2028  | 168000 | &nbsp;&nbsp;&nbsp; 164051 |
| Bank of America Corp., 5.819% to 9/15/2028, FLR (SOFR - 1 day + 1.57%) to 9/15/2029  | 210000 | &nbsp;&nbsp;&nbsp; 218167 |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032  | 286000 | &nbsp;&nbsp;&nbsp; 256452 |
| Bank of America Corp., 5.872% to 9/15/2033, FLR (SOFR - 1 day + 1.84%) to 9/15/2034  | 100000 | &nbsp;&nbsp;&nbsp; 105347 |
| Bank of America Corp., 5.425% to 8/15/2034, FLR (SOFR - 1 day + 1.913%) to 8/15/2035  | 82000 | &nbsp;&nbsp;&nbsp; 82148 |
| Commonwealth Bank of Australia, 3.305%, 3/11/2041 (n) | 200000 | &nbsp;&nbsp;&nbsp; 148161 |
| 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; 245879 |
| Deutsche Bank AG, 5.706% to 2/08/2027, FLR (SOFR - 1 day + 1.594%) to 2/08/2028  | 150000 | &nbsp;&nbsp;&nbsp; 152223 |
| Deutsche Bank AG, 5.373% to 1/10/2028, FLR (SOFR - 1 day + 1.21%) to 1/10/2029  | 150000 | &nbsp;&nbsp;&nbsp; 152499 |
| Deutsche Bank AG, 4.95% to 8/04/2030, FLR (SOFR - 1 day + 1.3%) to 8/04/2031 (w) | 150000 | &nbsp;&nbsp;&nbsp; 150248 |
| Goldman Sachs Group, Inc., 4.692% to 10/23/2029, FLR (SOFR - 1 day + 1.135%) to 10/23/2030  | 184000 | &nbsp;&nbsp;&nbsp; 183859 |
| Goldman Sachs Group, Inc., 5.016% to 10/23/2034, FLR (SOFR - 1 day + 1.42%) to 10/23/2035  | 195000 | &nbsp;&nbsp;&nbsp; 192333 |
| HSBC Holdings PLC, 5.13% to 3/03/2030, FLR (SOFR - 1 day + 1.29%) to 3/03/2031  | 200000 | &nbsp;&nbsp;&nbsp; 202766 |
| JPMorgan Chase & Co., 6.07% to 10/22/2026, FLR (SOFR - 1 day + 1.33%) to 10/22/2027  | 96000 | &nbsp;&nbsp;&nbsp; 97740 |
| JPMorgan Chase & Co., 3.782% to 2/01/2027, FLR ((SOFR - 3mo. + 0.26161%) + 1.337%) to 2/01/2028  | 105000 | &nbsp;&nbsp;&nbsp; 103871 |
| JPMorgan Chase & Co., 5.581% to 4/22/2029, FLR (SOFR - 1 day + 1.16%) to 4/22/2030  | 283000 | &nbsp;&nbsp;&nbsp; 293366 |
| JPMorgan Chase & Co., 2.545% to 11/08/2031, FLR (SOFR - 1 day + 1.18%) to 11/08/2032  | 295000 | &nbsp;&nbsp;&nbsp; 259355 |
| JPMorgan Chase & Co., 5.336% to 1/23/2034, FLR (SOFR - 1 day + 1.62%) to 1/23/2035  | 118000 | &nbsp;&nbsp;&nbsp; 120642 |
| JPMorgan Chase & Co., 4.946% to 10/22/2034, FLR (SOFR - 1 day + 1.34%) to 10/22/2035  | 185000 | &nbsp;&nbsp;&nbsp; 182953 |
| Mitsubishi UFJ Financial Group, Inc., 1.64% to 10/13/2026, FLR (CMT - 1yr. + 0.67%) to 10/13/2027  | 200000 | &nbsp;&nbsp;&nbsp; 192949 |
| Mitsubishi UFJ Financial Group, Inc., 2.494% to 10/13/2031, FLR (CMT - 1yr. + 0.97%) to 10/13/2032  | 400000 | &nbsp;&nbsp;&nbsp; 349980 |
| Morgan Stanley, 3.125%, 7/27/2026  | 82000 | &nbsp;&nbsp;&nbsp; 80973 |
| Morgan Stanley, 5.449% to 7/20/2028, FLR (SOFR - 1 day + 1.63%) to 7/20/2029  | 98000 | &nbsp;&nbsp;&nbsp; 100592 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Major Banks – continued | Major Banks – continued | Major Banks – continued |
| Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031  | $169000 | &nbsp;&nbsp;&nbsp; $161875 |
| Morgan Stanley, 5.424% to 7/21/2033, FLR (SOFR - 1 day + 1.88%) to 7/21/2034  | 164000 | &nbsp;&nbsp;&nbsp; 167954 |
| National Australia Bank Ltd., 3.347% to 1/12/2032, FLR (CMT - 5yr. + 1.7%) to 1/12/2037 (n) | 250000 | &nbsp;&nbsp;&nbsp; 220933 |
| Nordea Bank Abp, 1.5%, 9/30/2026 (n) | 263000 | &nbsp;&nbsp;&nbsp; 254295 |
| PNC Financial Services Group, Inc., 5.3% to 1/21/2027, FLR (SOFR - 1 day + 1.342%) to 1/21/2028  | 53000 | &nbsp;&nbsp;&nbsp; 53616 |
| PNC Financial Services Group, Inc., 5.676% to 1/22/2034, FLR (SOFR - 1 day + 1.902%) to 1/22/2035  | 93000 | &nbsp;&nbsp;&nbsp; 96493 |
| PNC Financial Services Group, Inc., 5.575% to 1/29/2035, FLR (SOFR - 1 day + 1.394%) to 1/29/2036  | 140000 | &nbsp;&nbsp;&nbsp; 143567 |
| Sumitomo Mitsui Financial Group, Inc., 1.71%, 1/12/2031  | 200000 | &nbsp;&nbsp;&nbsp; 171486 |
| Toronto-Dominion Bank, 4.108%, 6/08/2027  | 82000 | &nbsp;&nbsp;&nbsp; 81634 |
| Toronto-Dominion Bank, 4.693%, 9/15/2027  | 94000 | &nbsp;&nbsp;&nbsp; 94568 |
| UBS Group AG, 5.617%, 9/13/2030 (n) | 200000 | &nbsp;&nbsp;&nbsp; 207007 |
| UBS Group AG, 5.58%, 5/09/2036 (n) | 365000 | &nbsp;&nbsp;&nbsp; 371753 |
| UBS Group AG, 3.179% to 2/11/2042, FLR (CMT - 1yr. + 1.1%) to 2/11/2043 (n) | 200000 | &nbsp;&nbsp;&nbsp; 147119 |
| UBS Group AG, 7% to 8/05/2035, FLR (USD SOFR ICE Swap Rate - 5yr. + 3.296%) to 8/05/2172 (n)(w) | 200000 | &nbsp;&nbsp;&nbsp; 200000 |
| UniCredit S.p.A., 2.569% to 9/22/2025, FLR (CMT - 1yr. + 2.3%) to 9/22/2026 (n) | 350000 | &nbsp;&nbsp;&nbsp; 348750 |
| Wells Fargo & Co., 4.54% to 8/15/2025, FLR (SOFR - 1 day + 1.56%) to 8/15/2026  | 50000 | &nbsp;&nbsp;&nbsp; 49989 |
| Wells Fargo & Co., 5.574% to 7/25/2028, FLR (SOFR - 1 day + 1.74%) to 7/25/2029  | 59000 | &nbsp;&nbsp;&nbsp; 60751 |
| Wells Fargo & Co., 5.244% to 1/24/2030, FLR (SOFR - 1 day + 1.11%) to 1/24/2031  | 60000 | &nbsp;&nbsp;&nbsp; 61429 |
| Wells Fargo & Co., 5.389% to 4/24/2033, FLR (SOFR - 1 day + 2.02%) to 4/24/2034  | 60000 | &nbsp;&nbsp;&nbsp; 61389 |
|  |  | &nbsp;&nbsp;&nbsp; $7076981 |
| Medical & Health Technology & Services – 0.3% | Medical & Health Technology & Services – 0.3% | Medical & Health Technology & Services – 0.3% |
| Alcon Finance Corp., 2.75%, 9/23/2026 (n) | $200000 | &nbsp;&nbsp;&nbsp; $195621 |
| ICON Investments Six DAC, 5.809%, 5/08/2027  | 200000 | &nbsp;&nbsp;&nbsp; 203309 |
| Marin General Hospital, 7.242%, 8/01/2045  | 59000 | &nbsp;&nbsp;&nbsp; 64866 |
| Thermo Fisher Scientific, Inc., 4.977%, 8/10/2030  | 61000 | &nbsp;&nbsp;&nbsp; 62592 |
| Thermo Fisher Scientific, Inc., 2.8%, 10/15/2041  | 57000 | &nbsp;&nbsp;&nbsp; 40940 |
|  |  | &nbsp;&nbsp;&nbsp; $567328 |
| Medical Equipment – 0.1% | Medical Equipment – 0.1% | Medical Equipment – 0.1% |
| Danaher Corp., 2.6%, 10/01/2050  | $107000 | &nbsp;&nbsp;&nbsp; $64356 |
| Stryker Corp., 4.625%, 9/11/2034  | 171000 | &nbsp;&nbsp;&nbsp; 167197 |
|  |  | &nbsp;&nbsp;&nbsp; $231553 |
| Metals & Mining – 0.1% | Metals & Mining – 0.1% | Metals & Mining – 0.1% |
| Rio Tinto Finance (USA) PLC, 4.875%, 3/14/2030  | $69000 | &nbsp;&nbsp;&nbsp; $70043 |
| Rio Tinto Finance (USA) PLC, 5%, 3/14/2032  | 45000 | &nbsp;&nbsp;&nbsp; 45702 |
| Rio Tinto Finance (USA) PLC, 5.75%, 3/14/2055  | 54000 | &nbsp;&nbsp;&nbsp; 54017 |
| Vale Overseas Ltd., 6.4%, 6/28/2054  | 42000 | &nbsp;&nbsp;&nbsp; 41246 |
|  |  | &nbsp;&nbsp;&nbsp; $211008 |
| Midstream – 0.6% | Midstream – 0.6% | Midstream – 0.6% |
| Cheniere Energy Partners LP, 5.55%, 10/30/2035 (n) | $123000 | &nbsp;&nbsp;&nbsp; $123620 |
| Columbia Pipelines Holdings Co. LLC, 6.055%, 8/15/2026 (n) | 22000 | &nbsp;&nbsp;&nbsp; 22234 |
| Columbia Pipelines Operating Co. LLC, 6.497%, 8/15/2043 (n) | 108000 | &nbsp;&nbsp;&nbsp; 111186 |
| Columbia Pipelines Operating Co. LLC, 6.544%, 11/15/2053 (n) | 52000 | &nbsp;&nbsp;&nbsp; 53703 |
| Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054  | 153000 | &nbsp;&nbsp;&nbsp; 146473 |
| Enbridge, Inc., 5.95%, 4/05/2054  | 72000 | &nbsp;&nbsp;&nbsp; 71318 |
| Energy Transfer LP, 4%, 10/01/2027  | 77000 | &nbsp;&nbsp;&nbsp; 76240 |
| Energy Transfer LP, 5.95%, 5/15/2054  | 43000 | &nbsp;&nbsp;&nbsp; 40645 |
| Enterprise Products Operating LLC, 4.85%, 1/31/2034  | 164000 | &nbsp;&nbsp;&nbsp; 162515 |
| Galaxy Pipeline Assets Bidco Ltd., 1.75%, 9/30/2027 (n) | 88376 | &nbsp;&nbsp;&nbsp; 85381 |
| Plains All American Pipeline LP, 5.95%, 6/15/2035  | 197000 | &nbsp;&nbsp;&nbsp; 202176 |
| Targa Resources Corp., 4.95%, 4/15/2052  | 138000 | &nbsp;&nbsp;&nbsp; 114413 |
|  |  | &nbsp;&nbsp;&nbsp; $1209904 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Municipals – 0.1% | Municipals – 0.1% | Municipals – 0.1% |
| Golden State, CA, Tobacco Securitization Corp., Tobacco Settlement Rev., Taxable, "B", 2.746%, 6/01/2034  | $60000 | &nbsp;&nbsp;&nbsp; $51831 |
| Kentucky Higher Education Student Loan Corp. Rev., Taxable, "A-2", 6.195%, 6/01/2040  | 90000 | &nbsp;&nbsp;&nbsp; 91936 |
| National Finance Authority, NH, Utility Refunding Rev., Taxable (Wheeling Power Co. Project), "A", 6.89%, 4/01/2034  | 100000 | &nbsp;&nbsp;&nbsp; 103072 |
|  |  | &nbsp;&nbsp;&nbsp; $246839 |
| Natural Gas - Distribution – 0.1% | Natural Gas - Distribution – 0.1% | Natural Gas - Distribution – 0.1% |
| Boston Gas Co., 5.843%, 1/10/2035 (n)  | $127000 | &nbsp;&nbsp;&nbsp; $132164 |
| Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% |
| APA Infrastructure Ltd., 5%, 3/23/2035 (n) | $43000 | &nbsp;&nbsp;&nbsp; $41279 |
| APA Infrastructure Ltd., 5.75%, 9/16/2044 (n) | 81000 | &nbsp;&nbsp;&nbsp; 77888 |
|  |  | &nbsp;&nbsp;&nbsp; $119167 |
| Network & Telecom – 0.2% | Network & Telecom – 0.2% | Network & Telecom – 0.2% |
| NTT Finance Corp., 5.171%, 7/16/2032 (n) | $200000 | &nbsp;&nbsp;&nbsp; $201726 |
| NTT Finance Corp., 5.502%, 7/16/2035 (n) | 200000 | &nbsp;&nbsp;&nbsp; 203100 |
|  |  | &nbsp;&nbsp;&nbsp; $404826 |
| Oils – 0.2% | Oils – 0.2% | Oils – 0.2% |
| Marathon Petroleum Corp., 5.7%, 3/01/2035  | $94000 | &nbsp;&nbsp;&nbsp; $95372 |
| Raizen Fuels Finance S.A., 6.25%, 7/08/2032 (n) | 200000 | &nbsp;&nbsp;&nbsp; 196700 |
|  |  | &nbsp;&nbsp;&nbsp; $292072 |
| Other Banks & Diversified Financials – 0.5% | Other Banks & Diversified Financials – 0.5% | Other Banks & Diversified Financials – 0.5% |
| AIB Group PLC, 6.608% to 9/13/2028, FLR (SOFR - 1 day + 2.33%) to 9/13/2029 (n) | $200000 | &nbsp;&nbsp;&nbsp; $211073 |
| CaixaBank S.A., 6.84% to 9/13/2033, FLR (SOFR - 1 day + 2.77%) to 9/13/2034 (n) | 200000 | &nbsp;&nbsp;&nbsp; 219870 |
| Intesa Sanpaolo S.p.A., 7.2%, 11/28/2033 (n) | 200000 | &nbsp;&nbsp;&nbsp; 224974 |
| M&T Bank Corp., 4.553% to 8/16/2027, FLR (SOFR - 1 day + 1.78%) to 8/16/2028  | 64000 | &nbsp;&nbsp;&nbsp; 63815 |
| M&T Bank Corp., 7.413% to 10/30/2028, FLR (SOFR - 1 day + 2.80%) to 10/30/2029  | 87000 | &nbsp;&nbsp;&nbsp; 94165 |
| M&T Bank Corp., 5.053% to 1/27/2033, FLR (SOFR - 1 day + 1.850%) to 1/27/2034  | 77000 | &nbsp;&nbsp;&nbsp; 75903 |
| Truist Financial Corp., 7.161% to 10/30/2028, FLR (SOFR - 1 day + 2.446%) to 10/30/2029  | 76000 | &nbsp;&nbsp;&nbsp; 82037 |
| Truist Financial Corp., 5.153% to 8/05/2031, FLR (SOFR - 1 day + 1.571%) to 8/05/2032  | 28000 | &nbsp;&nbsp;&nbsp; 28478 |
|  |  | &nbsp;&nbsp;&nbsp; $1000315 |
| Pharmaceuticals – 0.3% | Pharmaceuticals – 0.3% | Pharmaceuticals – 0.3% |
| AbbVie, Inc., 5.35%, 3/15/2044  | $90000 | &nbsp;&nbsp;&nbsp; $87914 |
| AbbVie, Inc., 5.4%, 3/15/2054  | 67000 | &nbsp;&nbsp;&nbsp; 64562 |
| Biogen, Inc., 5.05%, 1/15/2031  | 78000 | &nbsp;&nbsp;&nbsp; 79058 |
| Eli Lilly & Co., 4.7%, 2/09/2034  | 146000 | &nbsp;&nbsp;&nbsp; 145427 |
| Eli Lilly & Co., 5.5%, 2/12/2055  | 24000 | &nbsp;&nbsp;&nbsp; 23887 |
| Pfizer Investment Enterprises Pte. Ltd., 5.3%, 5/19/2053  | 45000 | &nbsp;&nbsp;&nbsp; 42019 |
| Pfizer, Inc., 2.55%, 5/28/2040  | 58000 | &nbsp;&nbsp;&nbsp; 41247 |
| Roche Holdings, Inc., 5.489%, 11/13/2030 (n) | 140000 | &nbsp;&nbsp;&nbsp; 147036 |
|  |  | &nbsp;&nbsp;&nbsp; $631150 |
| Precious Metals & Minerals – 0.1% | Precious Metals & Minerals – 0.1% | Precious Metals & Minerals – 0.1% |
| Northern Star Resources Ltd. Co., 6.125%, 4/11/2033 (n)  | $140000 | &nbsp;&nbsp;&nbsp; $145111 |
| Railroad & Shipping – 0.2% | Railroad & Shipping – 0.2% | Railroad & Shipping – 0.2% |
| Burlington Northern Santa Fe LLC, 5.2%, 4/15/2054  | $116000 | &nbsp;&nbsp;&nbsp; $108290 |
| Burlington Northern Sante Fe LLC, 5.5%, 3/15/2055  | 61000 | &nbsp;&nbsp;&nbsp; 59550 |
| Canadian Pacific Railway Co., 3.1%, 12/02/2051  | 197000 | &nbsp;&nbsp;&nbsp; 128662 |
|  |  | &nbsp;&nbsp;&nbsp; $296502 |
| Real Estate - Apartment – 0.1% | Real Estate - Apartment – 0.1% | Real Estate - Apartment – 0.1% |
| American Homes 4 Rent LP, REIT, 5.25%, 3/15/2035  | $244000 | &nbsp;&nbsp;&nbsp; $242230 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Real Estate - Office – 0.2% | Real Estate - Office – 0.2% | Real Estate - Office – 0.2% |
| Boston Properties LP, REIT, 3.65%, 2/01/2026  | $81000 | &nbsp;&nbsp;&nbsp; $80566 |
| Boston Properties LP, REIT, 2.75%, 10/01/2026  | 127000 | &nbsp;&nbsp;&nbsp; 124235 |
| Corporate Office Property LP, REIT, 2%, 1/15/2029  | 161000 | &nbsp;&nbsp;&nbsp; 147007 |
| Corporate Office Property LP, REIT, 2.75%, 4/15/2031  | 65000 | &nbsp;&nbsp;&nbsp; 57591 |
|  |  | &nbsp;&nbsp;&nbsp; $409399 |
| Real Estate - Other – 0.1% | Real Estate - Other – 0.1% | Real Estate - Other – 0.1% |
| EPR Properties, REIT, 3.6%, 11/15/2031  | $33000 | &nbsp;&nbsp;&nbsp; $29804 |
| Prologis LP, REIT, 5.125%, 1/15/2034  | 99000 | &nbsp;&nbsp;&nbsp; 100073 |
|  |  | &nbsp;&nbsp;&nbsp; $129877 |
| Real Estate - Retail – 0.2% | Real Estate - Retail – 0.2% | Real Estate - Retail – 0.2% |
| NNN REIT, Inc., 5.6%, 10/15/2033  | $85000 | &nbsp;&nbsp;&nbsp; $87728 |
| Realty Income Corp., REIT, 5.375%, 9/01/2054  | 132000 | &nbsp;&nbsp;&nbsp; 125698 |
| STORE Capital Corp., REIT, 4.625%, 3/15/2029  | 117000 | &nbsp;&nbsp;&nbsp; 115148 |
| STORE Capital Corp., REIT, 2.75%, 11/18/2030  | 145000 | &nbsp;&nbsp;&nbsp; 128761 |
|  |  | &nbsp;&nbsp;&nbsp; $457335 |
| Retailers – 0.2% | Retailers – 0.2% | Retailers – 0.2% |
| Alimentation Couche-Tard, Inc., 3.8%, 1/25/2050 (n) | $90000 | &nbsp;&nbsp;&nbsp; $65462 |
| Amazon.com, Inc., 3.6%, 4/13/2032  | 102000 | &nbsp;&nbsp;&nbsp; 97341 |
| Home Depot, Inc., 4.85%, 6/25/2031  | 27000 | &nbsp;&nbsp;&nbsp; 27537 |
| Home Depot, Inc., 3.9%, 6/15/2047  | 212000 | &nbsp;&nbsp;&nbsp; 165636 |
|  |  | &nbsp;&nbsp;&nbsp; $355976 |
| Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% |
| International Flavors & Fragrances, Inc., 1.23%, 10/01/2025 (n) | $29000 | &nbsp;&nbsp;&nbsp; $28804 |
| International Flavors & Fragrances, Inc., 5%, 9/26/2048  | 99000 | &nbsp;&nbsp;&nbsp; 84524 |
|  |  | &nbsp;&nbsp;&nbsp; $113328 |
| Specialty Stores – 0.1% | Specialty Stores – 0.1% | Specialty Stores – 0.1% |
| DICK'S Sporting Goods, 4.1%, 1/15/2052  | $130000 | &nbsp;&nbsp;&nbsp; $92756 |
| Supermarkets – 0.1% | Supermarkets – 0.1% | Supermarkets – 0.1% |
| Kroger Co., 5%, 9/15/2034  | $70000 | &nbsp;&nbsp;&nbsp; $69244 |
| Kroger Co., 5.5%, 9/15/2054  | 78000 | &nbsp;&nbsp;&nbsp; 73604 |
|  |  | &nbsp;&nbsp;&nbsp; $142848 |
| Telecommunications - Wireless – 0.5% | Telecommunications - Wireless – 0.5% | Telecommunications - Wireless – 0.5% |
| American Tower Corp., 5.2%, 2/15/2029  | $90000 | &nbsp;&nbsp;&nbsp; $91813 |
| American Tower Corp., 5.45%, 2/15/2034  | 115000 | &nbsp;&nbsp;&nbsp; 117754 |
| American Tower Corp., 3.7%, 10/15/2049  | 101000 | &nbsp;&nbsp;&nbsp; 73280 |
| Cellnex Finance Co. S.A., 3.875%, 7/07/2041 (n) | 200000 | &nbsp;&nbsp;&nbsp; 156034 |
| Crown Castle, Inc., REIT, 3.7%, 6/15/2026  | 100000 | &nbsp;&nbsp;&nbsp; 99175 |
| Rogers Communications, Inc., 4.5%, 3/15/2042  | 150000 | &nbsp;&nbsp;&nbsp; 128513 |
| Rogers Communications, Inc., 4.55%, 3/15/2052  | 20000 | &nbsp;&nbsp;&nbsp; 16223 |
| T-Mobile USA, Inc., 5.05%, 7/15/2033  | 184000 | &nbsp;&nbsp;&nbsp; 184286 |
| Vodafone Group PLC, 5.625%, 2/10/2053  | 153000 | &nbsp;&nbsp;&nbsp; 144600 |
|  |  | &nbsp;&nbsp;&nbsp; $1011678 |
| Tobacco – 0.1% | Tobacco – 0.1% | Tobacco – 0.1% |
| B.A.T. Capital Corp., 6.343%, 8/02/2030  | $112000 | &nbsp;&nbsp;&nbsp; $120069 |
| Japan Tobacco, Inc., 5.25%, 6/15/2030 (n) | 150000 | &nbsp;&nbsp;&nbsp; 153959 |
|  |  | &nbsp;&nbsp;&nbsp; $274028 |
| Transportation - Services – 0.1% | Transportation - Services – 0.1% | Transportation - Services – 0.1% |
| Element Fleet Management Corp., 6.319%, 12/04/2028 (n) | $133000 | &nbsp;&nbsp;&nbsp; $139697 |
| Element Fleet Management Corp., 5.037%, 3/25/2030 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100860 |
|  |  | &nbsp;&nbsp;&nbsp; $240557 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| U.S. Treasury Obligations – 0.3% | U.S. Treasury Obligations – 0.3% | U.S. Treasury Obligations – 0.3% |
| U.S. Treasury Bonds, 5%, 5/15/2045 (f) | $175000 | &nbsp;&nbsp;&nbsp; $177570 |
| U.S. Treasury Bonds, 4.75%, 5/15/2055  | 35000 | &nbsp;&nbsp;&nbsp; 34234 |
| U.S. Treasury Bonds, 4.625%, 11/15/2044 (f) | 34000 | &nbsp;&nbsp;&nbsp; 32890 |
| U.S. Treasury Bonds, 4.75%, 2/15/2045 (f) | 254000 | &nbsp;&nbsp;&nbsp; 249674 |
| U.S. Treasury Notes, 3.875%, 5/31/2027 (f) | 79000 | &nbsp;&nbsp;&nbsp; 78864 |
| U.S. Treasury Notes, 3.75%, 5/15/2028 (f) | 65000 | &nbsp;&nbsp;&nbsp; 64767 |
|  |  | &nbsp;&nbsp;&nbsp; $637999 |
| Utilities - Electric Power – 1.8% | Utilities - Electric Power – 1.8% | Utilities - Electric Power – 1.8% |
| AEP Transmission Co. LLC, 5.375%, 6/15/2035  | $62000 | &nbsp;&nbsp;&nbsp; $63013 |
| AEP Transmission Co. LLC, 5.4%, 3/15/2053  | 133000 | &nbsp;&nbsp;&nbsp; 127768 |
| Algonquin Power & Utilities Corp., 5.365%, 6/15/2026  | 35000 | &nbsp;&nbsp;&nbsp; 35186 |
| American Transmission Systems, Inc., 2.65%, 1/15/2032 (n) | 95000 | &nbsp;&nbsp;&nbsp; 83567 |
| Berkshire Hathaway Energy Co., 5.15%, 11/15/2043  | 65000 | &nbsp;&nbsp;&nbsp; 61380 |
| Berkshire Hathaway Energy Co., 4.6%, 5/01/2053  | 21000 | &nbsp;&nbsp;&nbsp; 17596 |
| DTE Energy Co., 4.95%, 7/01/2027  | 73000 | &nbsp;&nbsp;&nbsp; 73660 |
| Duke Energy Carolinas LLC, 2.85%, 3/15/2032  | 64000 | &nbsp;&nbsp;&nbsp; 57268 |
| Duke Energy Florida LLC, 3.4%, 10/01/2046  | 85000 | &nbsp;&nbsp;&nbsp; 60686 |
| Duke Energy Florida LLC, 6.2%, 11/15/2053  | 104000 | &nbsp;&nbsp;&nbsp; 110833 |
| Enel Finance International N.V., 2.5%, 7/12/2031 (n) | 200000 | &nbsp;&nbsp;&nbsp; 176179 |
| Enel Finance International N.V., 5.5%, 6/15/2052 (n) | 400000 | &nbsp;&nbsp;&nbsp; 371696 |
| Eversource Energy, 5.5%, 1/01/2034  | 114000 | &nbsp;&nbsp;&nbsp; 115954 |
| FirstEnergy Corp., 2.65%, 3/01/2030  | 162000 | &nbsp;&nbsp;&nbsp; 148591 |
| Florida Power & Light Co., 3.95%, 3/01/2048  | 204000 | &nbsp;&nbsp;&nbsp; 161443 |
| Georgia Power Co., 4.7%, 5/15/2032  | 128000 | &nbsp;&nbsp;&nbsp; 128123 |
| Georgia Power Co., 5.125%, 5/15/2052  | 86000 | &nbsp;&nbsp;&nbsp; 80015 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | 187000 | &nbsp;&nbsp;&nbsp; 163961 |
| Jersey Central Power & Light Co., 5.1%, 1/15/2035  | 68000 | &nbsp;&nbsp;&nbsp; 67720 |
| MidAmerican Energy Co., 5.85%, 9/15/2054  | 91000 | &nbsp;&nbsp;&nbsp; 92904 |
| NextEra Energy Capital Holdings, Inc., 2.44%, 1/15/2032  | 149000 | &nbsp;&nbsp;&nbsp; 128920 |
| Northern States Power Co. of Minnesota, 5.05%, 5/15/2035  | 99000 | &nbsp;&nbsp;&nbsp; 99520 |
| Oncor Electric Delivery Co. LLC, 5.35%, 4/01/2035 (n) | 147000 | &nbsp;&nbsp;&nbsp; 149894 |
| Pacific Gas & Electric Co., 6.1%, 1/15/2029  | 51000 | &nbsp;&nbsp;&nbsp; 52746 |
| Pacific Gas & Electric Co., 2.5%, 2/01/2031  | 94000 | &nbsp;&nbsp;&nbsp; 82067 |
| Pacific Gas & Electric Co., 4%, 12/01/2046  | 75000 | &nbsp;&nbsp;&nbsp; 54348 |
| PPL Electric Utilities Corp., 4.85%, 2/15/2034  | 148000 | &nbsp;&nbsp;&nbsp; 147149 |
| PSEG Power LLC, 5.2%, 5/15/2030 (n) | 125000 | &nbsp;&nbsp;&nbsp; 127719 |
| PSEG Power LLC, 5.75%, 5/15/2035 (n) | 68000 | &nbsp;&nbsp;&nbsp; 70033 |
| Public Service Electric & Gas Co., 5.5%, 3/01/2055  | 48000 | &nbsp;&nbsp;&nbsp; 47289 |
| Southern California Edison Co., 5.45%, 3/01/2035  | 24000 | &nbsp;&nbsp;&nbsp; 23906 |
| Southern California Edison Co., 4.5%, 9/01/2040  | 50000 | &nbsp;&nbsp;&nbsp; 42923 |
| Xcel Energy, Inc., 4.6%, 6/01/2032  | 101000 | &nbsp;&nbsp;&nbsp; 98601 |
| Xcel Energy, Inc., 5.5%, 3/15/2034  | 56000 | &nbsp;&nbsp;&nbsp; 56858 |
|  |  | &nbsp;&nbsp;&nbsp; $3379516 |
| **Total Bonds**  |  | &nbsp;&nbsp; **$37090172** |
| Convertible Preferred Stocks – 0.0%  | Convertible Preferred Stocks – 0.0%  | Convertible Preferred Stocks – 0.0%  |
| Aerospace & Defense – 0.0% | Aerospace & Defense – 0.0% |  |
| Boeing Co., 6%  | 483 | &nbsp;&nbsp;&nbsp; $34148 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Strike** <br>**Price**<br>| &nbsp;&nbsp; **First** <br>**Exercise**<br>|  |  |
| Warrants – 0.0% |  |  |  |  |
| Computer Software – 0.0% | Computer Software – 0.0% | Computer Software – 0.0% | Computer Software – 0.0% | Computer Software – 0.0% |
| Constellation Software, Inc. (CAD 100 principal amount of Series 2 Debentures for 1 warrant, Expiration <br> 3/31/40) (a)<br>| CAD 11.5 | N/A | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp;&nbsp; $0 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Mutual Funds (h) – 6.6%  | Mutual Funds (h) – 6.6%  | Mutual Funds (h) – 6.6%  |
| Money Market Funds – 6.6% | Money Market Funds – 6.6% |  |
| MFS Institutional Money Market Portfolio, 4.35% (v)  | 12521535 | &nbsp;&nbsp;&nbsp; $12521534 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Underlying/Expiration Date/Exercise Price** | **Put/Call** | **Counterparty** | **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Par Amount/** <br>**Number of** <br>**Contracts**<br>|  |
| Purchased Options – 0.1%  | Purchased Options – 0.1%  | Purchased Options – 0.1%  | Purchased Options – 0.1%  | Purchased Options – 0.1%  |  |
| Market Index Securities – 0.1% | Market Index Securities – 0.1% | Market Index Securities – 0.1% | Market Index Securities – 0.1% | Market Index Securities – 0.1% |  |
| Euro Stoxx 50 Index – February 2026 @ EUR 4,800  | Put | Goldman Sachs International | &nbsp;&nbsp; $2549859 | &nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; $44144 |
| Euro Stoxx 50 Index – June 2026 @ EUR 4,900  | Put | Goldman Sachs International | &nbsp;&nbsp; 2307015 | &nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 74979 |
| Ishares MSCI Emerging Market ETF – June 2026 @ $43  | Put | Merrill Lynch International | &nbsp;&nbsp; 4856000 | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 102000 |
| Standard & Poor's 500 Index – December 2025 @ $4,250  | Put | Merrill Lynch International | &nbsp;&nbsp; 1901817 | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 4320 |
| Standard & Poor's 500 Index – December 2025 @ $4,800  | Put | Merrill Lynch International | &nbsp;&nbsp; 3169695 | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 12465 |
| **Total Purchased Options**  | **Total Purchased Options**  | **Total Purchased Options**  | **Total Purchased Options**  |  | &nbsp;&nbsp; **$237908** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **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, 4.25% (j)  | 87579 | &nbsp;&nbsp;&nbsp; $87579 |
| Other Assets, Less Liabilities – 0.7% |  | &nbsp;&nbsp;&nbsp; 1264223 |
| **Net Assets – 100.0%** | **Net Assets – 100.0%** | &nbsp;&nbsp; **$188962957** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing security.

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

&nbsp;&nbsp;&nbsp;&nbsp;(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 $12,521,534 and $175,177,200, respectively.

&nbsp;&nbsp;&nbsp;&nbsp;(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.

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(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 $13,007,670, representing 6.9% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(s) Security or a portion of the security was pledged to cover collateral requirements
 for certain derivative transactions.

&nbsp;&nbsp;&nbsp;&nbsp;(u) The security was valued using significant unobservable inputs and is considered level
 3 under the fair value hierarchy.

&nbsp;&nbsp;&nbsp;&nbsp;(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.

&nbsp;&nbsp;&nbsp;&nbsp;(w) When-issued security.

&nbsp;&nbsp;&nbsp;&nbsp;(z) Restricted securities are not registered under the Securities Act of 1933 and are
 subject to legal restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities
 are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult.
 The fund holds the following restricted securities:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Restricted Securities** | &nbsp;&nbsp; **Acquisition** <br>**Date**<br>| **Cost** | **Value** |
| QXO, Inc. (PIPE) | 7/19/24 | $20455 | $44894 |
| % of Net assets |  |  | 0.0% |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 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  |
| ETF | Exchange-Traded Fund |
| FLR | Floating Rate. Interest rate resets periodically based on the parenthetically disclosed reference rate plus a spread (if any). The period-end rate <br> reported may not be the current rate. All reference rates are USD unless otherwise noted.<br>|
| GDR | Global Depositary Receipt |
| ICE | Intercontinental Exchange |
| PIPE | Private Investment in Public Equity  |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | |
|:---|:---|
| Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise <br> 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 <br> 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 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** |
| **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** | **Counterparty** | &nbsp;&nbsp; **Settlement** <br>**Date**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| NOK | &nbsp;&nbsp; 67200893 | USD | &nbsp;&nbsp; 6445292 | Morgan Stanley Capital Services LLC | 8/21/2025 | &nbsp;&nbsp; $55314 |
| USD | &nbsp;&nbsp; 2484947 | AUD | &nbsp;&nbsp; 3799000 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; 42787 |
| USD | &nbsp;&nbsp; 96343 | AUD | &nbsp;&nbsp; 148000 | JPMorgan Chase Bank N.A. | 8/21/2025 | &nbsp;&nbsp; 1202 |
| USD | &nbsp;&nbsp; 862991 | CHF | &nbsp;&nbsp; 683000 | Barclays Bank PLC | 8/21/2025 | &nbsp;&nbsp; 20275 |
| USD | &nbsp;&nbsp; 3129421 | CHF | &nbsp;&nbsp; 2513000 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; 28771 |
| USD | &nbsp;&nbsp; 380766 | CHF | &nbsp;&nbsp; 306000 | State Street Corp. | 8/21/2025 | &nbsp;&nbsp; 3210 |
| USD | &nbsp;&nbsp; 88938 | DKK | &nbsp;&nbsp; 570000 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; 1677 |
| USD | &nbsp;&nbsp; 9209589 | EUR | &nbsp;&nbsp; 7907000 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; 175699 |
| USD | &nbsp;&nbsp; 744196 | EUR | &nbsp;&nbsp; 644000 | JPMorgan Chase Bank N.A. | 8/21/2025 | &nbsp;&nbsp; 8414 |
| USD | &nbsp;&nbsp; 208636 | GBP | &nbsp;&nbsp; 154000 | Barclays Bank PLC | 8/21/2025 | &nbsp;&nbsp; 5223 |
| USD | &nbsp;&nbsp; 4737812 | GBP | &nbsp;&nbsp; 3545795 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; 54297 |
| USD | &nbsp;&nbsp; 186702 | HKD | &nbsp;&nbsp; 1457000 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; 781 |
| USD | &nbsp;&nbsp; 1600201 | HKD | &nbsp;&nbsp; 12432902 | State Street Corp. | 8/21/2025 | &nbsp;&nbsp; 13693 |
| USD | &nbsp;&nbsp; 583580 | INR | &nbsp;&nbsp; 50231252 | Barclays Bank PLC | 8/21/2025 | &nbsp;&nbsp; 10651 |
| USD | &nbsp;&nbsp; 108195 | INR | &nbsp;&nbsp; 9285000 | Morgan Stanley Capital Services LLC | 8/21/2025 | &nbsp;&nbsp; 2292 |
| USD | &nbsp;&nbsp; 723625 | JPY | &nbsp;&nbsp; 105665000 | Citibank N.A. | 8/21/2025 | &nbsp;&nbsp; 21532 |
| USD | &nbsp;&nbsp; 4423947 | JPY | &nbsp;&nbsp; 642881000 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; 152310 |
| USD | &nbsp;&nbsp; 313365 | JPY | &nbsp;&nbsp; 46437000 | Morgan Stanley Capital Services LLC | 8/21/2025 | &nbsp;&nbsp; 4814 |
| USD | &nbsp;&nbsp; 3836300 | JPY | &nbsp;&nbsp; 552849584 | State Street Corp. | 8/21/2025 | &nbsp;&nbsp; 162879 |
| USD | &nbsp;&nbsp; 95712 | KRW | &nbsp;&nbsp; 131474000 | Barclays Bank PLC | 8/21/2025 | &nbsp;&nbsp; 818 |
| USD | &nbsp;&nbsp; 2452447 | NZD | &nbsp;&nbsp; 4036000 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; 73389 |
| USD | &nbsp;&nbsp; 147351 | NZD | &nbsp;&nbsp; 244000 | Morgan Stanley Capital Services LLC | 8/21/2025 | &nbsp;&nbsp; 3523 |
| USD | &nbsp;&nbsp; 418433 | SGD | &nbsp;&nbsp; 539841 | Barclays Bank PLC | 8/21/2025 | &nbsp;&nbsp; 2103 |
| USD | &nbsp;&nbsp; 88841 | SGD | &nbsp;&nbsp; 114000 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; 923 |
| USD | &nbsp;&nbsp; 785613 | TWD | &nbsp;&nbsp; 23113323 | Citibank N.A. | 8/21/2025 | &nbsp;&nbsp; 10116 |
| USD | &nbsp;&nbsp; 88321 | TWD | &nbsp;&nbsp; 2594000 | Goldman Sachs International | 8/21/2025 | &nbsp;&nbsp; 1288 |
| USD | &nbsp;&nbsp; 109540 | TWD | &nbsp;&nbsp; 3253000 | JPMorgan Chase Bank N.A. | 8/21/2025 | &nbsp;&nbsp; 395 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  |
| **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** |
| USD | &nbsp;&nbsp; 114499 | ZAR | &nbsp;&nbsp; 2078796 | State Street Corp. | 8/21/2025 | &nbsp;&nbsp; $519 |
|  |  |  |  |  |  | &nbsp;&nbsp; $858895 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| AUD | &nbsp;&nbsp; 3541000 | USD | &nbsp;&nbsp; 2294972 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; $(18665)<br>|
| CAD | &nbsp;&nbsp; 4787000 | USD | &nbsp;&nbsp; 3502572 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; (44746)<br>|
| GBP | &nbsp;&nbsp; 1808000 | USD | &nbsp;&nbsp; 2458799 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; (70676)<br>|
| NOK | &nbsp;&nbsp; 5902000 | USD | &nbsp;&nbsp; 583754 | Goldman Sachs International | 8/21/2025 | &nbsp;&nbsp; (12831)<br>|
| NOK | &nbsp;&nbsp; 7263000 | USD | &nbsp;&nbsp; 703717 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; (1138)<br>|
| NOK | &nbsp;&nbsp; 2763000 | USD | &nbsp;&nbsp; 270441 | Merrill Lynch International | 8/21/2025 | &nbsp;&nbsp; (3165)<br>|
| NZD | &nbsp;&nbsp; 7661000 | USD | &nbsp;&nbsp; 4540805 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; (24956)<br>|
| SEK | &nbsp;&nbsp; 34542000 | USD | &nbsp;&nbsp; 3643959 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; (111443)<br>|
| SEK | &nbsp;&nbsp; 6216000 | USD | &nbsp;&nbsp; 650608 | Morgan Stanley Capital Services LLC | 8/21/2025 | &nbsp;&nbsp; (14915)<br>|
| SEK | &nbsp;&nbsp; 22189069 | USD | &nbsp;&nbsp; 2290820 | State Street Corp. | 8/21/2025 | &nbsp;&nbsp; (21604)<br>|
| USD | &nbsp;&nbsp; 3375303 | AUD | &nbsp;&nbsp; 5271423 | State Street Corp. | 8/21/2025 | &nbsp;&nbsp; (13393)<br>|
| USD | &nbsp;&nbsp; 157411 | BRL | &nbsp;&nbsp; 909113 | Citibank N.A. | 9/02/2025 | &nbsp;&nbsp; (3668)<br>|
| USD | &nbsp;&nbsp; 3177961 | CAD | &nbsp;&nbsp; 4426431 | Citibank N.A. | 8/21/2025 | &nbsp;&nbsp; (19414)<br>|
| USD | &nbsp;&nbsp; 6510258 | CHF | &nbsp;&nbsp; 5386619 | State Street Corp. | 8/21/2025 | &nbsp;&nbsp; (135989)<br>|
| USD | &nbsp;&nbsp; 659694 | DKK | &nbsp;&nbsp; 4372287 | State Street Corp. | 8/21/2025 | &nbsp;&nbsp; (9663)<br>|
| USD | &nbsp;&nbsp; 6422168 | EUR | &nbsp;&nbsp; 5708355 | Morgan Stanley Capital Services LLC | 8/21/2025 | &nbsp;&nbsp; (99731)<br>|
| USD | &nbsp;&nbsp; 4807806 | EUR | &nbsp;&nbsp; 4273979 | State Street Corp. | 8/21/2025 | &nbsp;&nbsp; (75293)<br>|
| USD | &nbsp;&nbsp; 73229 | IDR | &nbsp;&nbsp; 1212682000 | Citibank N.A. | 8/21/2025 | &nbsp;&nbsp; (435)<br>|
| USD | &nbsp;&nbsp; 81099 | ILS | &nbsp;&nbsp; 288000 | HSBC Bank | 8/21/2025 | &nbsp;&nbsp; (3680)<br>|
| USD | &nbsp;&nbsp; 124077 | ILS | &nbsp;&nbsp; 439381 | Morgan Stanley Capital Services LLC | 8/21/2025 | &nbsp;&nbsp; (5265)<br>|
| USD | &nbsp;&nbsp; 352147 | KRW | &nbsp;&nbsp; 489025800 | Citibank N.A. | 8/21/2025 | &nbsp;&nbsp; (815)<br>|
| USD | &nbsp;&nbsp; 113754 | MXN | &nbsp;&nbsp; 2241897 | Goldman Sachs International | 8/21/2025 | &nbsp;&nbsp; (4859)<br>|
| USD | &nbsp;&nbsp; 3776277 | NZD | &nbsp;&nbsp; 6413842 | State Street Corp. | 8/21/2025 | &nbsp;&nbsp; (4422)<br>|
| USD | &nbsp;&nbsp; 97097 | THB | &nbsp;&nbsp; 3204240 | Barclays Bank PLC | 8/21/2025 | &nbsp;&nbsp; (709)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(701475)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  |
| **Description** | **Long/** <br>**Short**<br>| **Currency** | **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Value/Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  |  |  |
| BIST 30 Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; TRY | &nbsp;&nbsp; 1540 | $4613773 | August – 2025 | &nbsp;&nbsp; $339757 |
| CAC 40 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 30 | 2656922 | August – 2025 | &nbsp;&nbsp; 16966 |
| DAX Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 1 | 686594 | September – 2025 | &nbsp;&nbsp; 6226 |
| IBEX 35 Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 22 | 3617083 | August – 2025 | &nbsp;&nbsp; 88636 |
| Mexbol Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; MXN | &nbsp;&nbsp; 168 | 5152208 | September – 2025 | &nbsp;&nbsp; 3589 |
| MSCI Singapore Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; SGD | &nbsp;&nbsp; 59 | 1911808 | August – 2025 | &nbsp;&nbsp; 25627 |
| NSE IFSC NIFTY 50 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 61 | 3030053 | August – 2025 | &nbsp;&nbsp; 5697 |
| S&P/TSX 60 Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; CAD | &nbsp;&nbsp; 28 | 6552598 | September – 2025 | &nbsp;&nbsp; 63014 |
|  |  |  |  |  |  | &nbsp;&nbsp; $549512 |
| ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  |  |  |
| Australian Bond 10 yr  | &nbsp;&nbsp; Short | &nbsp;&nbsp; AUD | &nbsp;&nbsp; 18 | $1316252 | September – 2025 | &nbsp;&nbsp; $5638 |
| Canadian Treasury Bond 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; CAD | &nbsp;&nbsp; 17 | 1478666 | September – 2025 | &nbsp;&nbsp; 13024 |
| Long Gilt 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; GBP | &nbsp;&nbsp; 47 | 5720422 | September – 2025 | &nbsp;&nbsp; 81900 |
| U.S. Treasury Bond 30 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 2 | 228375 | September – 2025 | &nbsp;&nbsp; 4335 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  |
| **Description** | **Long/**<br> **Short**<br>| **Currency** | **Contracts** | &nbsp;&nbsp; **Notional**<br> **Amount**<br>| &nbsp;&nbsp; **Expiration**<br> **Date**<br>| **Value/Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** |
| ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** |  |  |
| U.S. Treasury Note 5 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 3 | $324515 | September – 2025 | &nbsp;&nbsp; $785 |
|  |  |  |  |  |  | &nbsp;&nbsp; $105682 |
|  |  |  |  |  |  | &nbsp;&nbsp; $655194 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  |  |  |
| FTSE 100 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; GBP | &nbsp;&nbsp; 8 | $961074 | September – 2025 | &nbsp;&nbsp; $(16457)<br>|
| FTSE Taiwan Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 40 | 3115200 | August – 2025 | &nbsp;&nbsp; (53217)<br>|
| FTSE/JSE Top 40 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; ZAR | &nbsp;&nbsp; 23 | 1145976 | September – 2025 | &nbsp;&nbsp; (26031)<br>|
| Hang Seng Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; HKD | &nbsp;&nbsp; 33 | 5204171 | August – 2025 | &nbsp;&nbsp; (118693)<br>|
| KOSPI 200 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; KRW | &nbsp;&nbsp; 21 | 1647966 | September – 2025 | &nbsp;&nbsp; (161196)<br>|
| Mini Ibovespa | &nbsp;&nbsp; Long | &nbsp;&nbsp; BRL | &nbsp;&nbsp; 604 | 2879737 | August – 2025 | &nbsp;&nbsp; (147411)<br>|
| OMX 30 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; SEK | &nbsp;&nbsp; 95 | 2498715 | August – 2025 | &nbsp;&nbsp; (29217)<br>|
| Russell 2000 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 166 | 18427660 | September – 2025 | &nbsp;&nbsp; (431837)<br>|
| S&P 500 E-Mini Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 132 | 42070050 | September – 2025 | &nbsp;&nbsp; (1643532)<br>|
| S&P MidCap 400 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 47 | 14875970 | September – 2025 | &nbsp;&nbsp; (347162)<br>|
| S&P/ASX 200 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; AUD | &nbsp;&nbsp; 26 | 3628197 | September – 2025 | &nbsp;&nbsp; (32573)<br>|
| Topix Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; JPY | &nbsp;&nbsp; 36 | 6991899 | September – 2025 | &nbsp;&nbsp; (333507)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(3340833)<br>|
| ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  |  |  |
| Euro-Bund 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 8 | $1184109 | September – 2025 | &nbsp;&nbsp; $(784)<br>|
| Japan Government Bond 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; JPY | &nbsp;&nbsp; 1 | 915318 | September – 2025 | &nbsp;&nbsp; (7112)<br>|
| U.S. Treasury Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 137 | 15215562 | September – 2025 | &nbsp;&nbsp; (65400)<br>|
| U.S. Treasury Note 2 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 11 | 2276828 | September – 2025 | &nbsp;&nbsp; (2094)<br>|
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 6 | 678469 | September – 2025 | &nbsp;&nbsp; (1304)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(76694)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(3417527)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Counterparty** | &nbsp;&nbsp; **Cash Flows** <br>**to Receive/** <br>**Frequency**<br>| &nbsp;&nbsp; **Cash Flows** <br>**to Pay/** <br>**Frequency**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Net Unamortized** <br>**Upfront Payments** <br>**(Receipts)**<br>| **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***  |  |  |  |
| 9/18/30 | USD | 21800000  | centrally cleared | 3.612% / Annually  | Daily SOFR / Annually  | &nbsp;&nbsp; $36866 | &nbsp;&nbsp; $5599 | &nbsp;&nbsp; $42465 |
| 9/15/55 | USD | 5700000  | centrally cleared | Daily SOFR / Annually  | 4.031% / Annually  | &nbsp;&nbsp; 31713 | &nbsp;&nbsp; (19913)<br>| &nbsp;&nbsp; 11800 |
|  |  |  |  |  |  | &nbsp;&nbsp; $68579 | &nbsp;&nbsp; $(14314)<br>| &nbsp;&nbsp; $54265 |
| **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***  |  |  |  |
| 9/15/27 | USD | 51800000  | centrally cleared | 3.599% / Annually  | Daily SOFR / Annually  | &nbsp;&nbsp; $(42993)<br>| &nbsp;&nbsp; $2052 | &nbsp;&nbsp; $(40941)<br>|
| 9/19/35 | USD | 11900000  | centrally cleared | Daily SOFR / Annually  | 3.872% / Annually  | &nbsp;&nbsp; (25949)<br>| &nbsp;&nbsp; (14344)<br>| &nbsp;&nbsp; (40293)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(68942)<br>| &nbsp;&nbsp; $(12292)<br>| &nbsp;&nbsp; $(81234)<br>|

---

At July 31, 2025, the fund had cash collateral of $4,972 and other liquid securities with an aggregate value of $20,215,912 to cover any collateral or margin obligations for 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**

7/31/25 (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. 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, 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. 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. Pricing services generally value debt instruments assuming orderly transactions of institutional round lot sizes, but a fund may hold or transact in such securities in smaller, odd lot sizes. In instances where a fund holds an odd lot size position in a debt instrument, such position will typically be valued using the pricing agent's institutional round lot price for the debt instrument. Odd lots may trade at lower prices than institutional round lots, and the fund may receive different prices when it sells odd lot positions than it would receive for sales of institutional round lot positions. 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).

------

*Supplemental Information (unaudited) – continued*

Level 3 includes significant unobservable inputs, which may include the adviser's own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments, such as futures contracts, forward foreign currency exchange contracts, and swap agreements. The following is a summary of the levels used as of July 31, 2025 in valuing the fund's assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Equity Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; $93199734 | &nbsp;&nbsp;&nbsp; $151214 | &nbsp;&nbsp;&nbsp; $0 | &nbsp;&nbsp;&nbsp; $93350948 |
| &nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; 248440 | &nbsp;&nbsp;&nbsp; 7268775 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7517215 |
| &nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; 3098429 | &nbsp;&nbsp;&nbsp; 3141375 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6239804 |
| &nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 624487 | &nbsp;&nbsp;&nbsp; 4119473 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4743960 |
| &nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 4017449 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4017449 |
| &nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; 2480205 | &nbsp;&nbsp;&nbsp; 879348 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3359553 |
| &nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; 210938 | &nbsp;&nbsp;&nbsp; 2496211 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2707149 |
| &nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; 1094050 | &nbsp;&nbsp;&nbsp; 952340 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2046390 |
| &nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; 1236790 | &nbsp;&nbsp;&nbsp; 637145 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1873935 |
| &nbsp;&nbsp;&nbsp; Other Countries | &nbsp;&nbsp;&nbsp; 5946329 | &nbsp;&nbsp;&nbsp; 6196717 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12143046 |
| U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 637999 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 637999 |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 985787 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 985787 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 246839 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 246839 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23795498 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23795498 |
| Residential Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 447035 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 447035 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 213086 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 213086 |
| Asset-Backed Securities (including CDOs) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 325253 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 325253 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10438675 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10438675 |
| Investment Companies | &nbsp;&nbsp;&nbsp; 12609113 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12609113 |
| Total | &nbsp;&nbsp;&nbsp; $124765964 | &nbsp;&nbsp;&nbsp; $62932770 | &nbsp;&nbsp;&nbsp; $0 | &nbsp;&nbsp;&nbsp; $187698734 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp; $177982 | &nbsp;&nbsp;&nbsp; $477212 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $655194 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp; (2699853)<br>| &nbsp;&nbsp;&nbsp; (717674)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (3417527)<br>|
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 858895 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 858895 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (701475)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (701475)<br>|
| Swap Agreements – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 54265 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 54265 |
| Swap Agreements – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (81234)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (81234)<br>|

---

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

The following is a reconciliation of level 3 assets for which significant unobservable inputs were used to determine fair value. The table

presents the activity of level 3 securities held at the beginning and the end of the period.

---

| | |
|:---|:---|
|  | **Equity** <br>**Securities**<br>|
| Balance as of 10/31/24 | $— |
| &nbsp;&nbsp;&nbsp; Received as part of a corporate action | 0 |
| Balance as of 7/31/25 | $0 |

---

At July 31, 2025, the fund held one level 3 security.

**(2) Securities Lending Collateral**

At July 31, 2025, the value of securities loaned was $920,633. These loans were collateralized by cash of $87,579 and U.S. Treasury

Obligations (held by the custodian or a triparty custodian) of $895,967.

**(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 for the period ended July 31, 2025:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Issuers** | **Beginning** <br>**Value**<br>| **Purchases** | **Sales** <br>**Proceeds**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation or** <br>**Depreciation**<br>| **Ending** <br>**Value**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $7317744 | &nbsp;&nbsp; $109829651 | &nbsp;&nbsp; $104624269 | &nbsp;&nbsp; $(1138)<br>| &nbsp;&nbsp; $(454)<br>| &nbsp;&nbsp; $12521534<br>|

---

------

*Supplemental Information (unaudited) – continued*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Affiliated Issuers** | **Dividend** <br>**Income**<br>| **Capital Gain** <br>**Distributions**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $300100 | &nbsp;&nbsp; $— |

---

**(4) Issuer Country Weightings**

Issuer country weighting percentages of portfolio holdings based on net assets, as of July 31, 2025, are as follows:

---

| | |
|:---|:---|
| United States | 68.1% |
| Canada | 7.2% |
| United Kingdom | 5.7% |
| Hong Kong | 3.3% |
| Spain | 3.0% |
| Mexico | 2.9% |
| Turkey | 2.5% |
| France | 2.1% |
| Brazil | 2.0% |
| Other Countries | 3.2% |

---

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:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $190609976.93

**Total Liabilities:** $1653479.09

**Net Assets:** $188956497.84

**Delayed Delivery Securities:** $150000.00

**Cash Not Reported:** $2930.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -74.80710920 | **1-Year:** -1654.51299360 | **5-Year:** -7065.03217330 | **10-Year:** -9846.12727090 | **30-Year:** -5726.78093490

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

- **3-Month:** -2.47683150 | **1-Year:** -46.64966020 | **5-Year:** -136.24393600 | **10-Year:** -62.63697180 | **30-Year:** -21.35473060

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054207 | 1.69%                | 0.94%                | 0.22%                |
| Class ID C000054209 | 1.75%                | 1.00%                | 0.21%                |
| Class ID C000054216 | 1.64%                | 1.03%                | 0.15%                |
| Class ID C000054214 | 1.62%                | 0.91%                | 0.15%                |
| Class ID C000054212 | 1.76%                | 1.01%                | 0.14%                |
| Class ID C000054208 | 1.75%                | 1.00%                | 0.14%                |
| Class ID C000054210 | 1.66%                | 0.89%                | 0.15%                |
| Class ID C000054217 | 1.69%                | 0.94%                | 0.21%                |
| Class ID C000054211 | 1.67%                | 0.89%                | 0.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $196679.71               | $5693540.01                                |
| Month 2  | $223632.37               | $5039589.89                                |
| Month 3  | $310157.71               | $-70962.31                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                 | Title                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                                     | CBRE Group, Inc., Class A                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1248 | NS      | $194363.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                             | Group 1 Automotive, Inc.                                                   | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        86 | NS      | $35444.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                 | Boston Properties LP                                                       | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80565.99     | 0.04%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                        | UniCredit SpA                                                              | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    350000 | PA      | $348749.58    | 0.18%             | 2026-09-22      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                            | CTS Eventim AG & Co. KGaA                                                  | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |       946 | NS      | $106942.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PJT Partners, Inc.                                   | PJT Partners, Inc., Class A                                                | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       321 | NS      | $57337.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan, Inc.                                   | ServiceTitan, Inc., Class A                                                | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       224 | NS      | $26143.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90626.16     | 0.05%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                           | COPT Defense Properties LP                                                 | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    161000 | PA      | $147006.58    | 0.08%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103870.80    | 0.05%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                       | Entegris, Inc.                                                             | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       492 | NS      | $38602.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                      | Eaton Corp. plc                                                            | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       736 | NS      | $283153.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                           | Occidental Petroleum Corp.                                                 | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92038.64     | 0.05%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                   | Columbia Pipelines Holding Co. LLC                                         | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22233.55     | 0.01%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| nCino, Inc.                                          | nCino, Inc.                                                                | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |      1159 | NS      | $32365.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                                | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    229000 | PA      | $142497.13    | 0.08%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     15050 | NS      | $1048533.50   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Capital, Inc.                              | Accenture Capital, Inc.                                                    | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55159.49     | 0.03%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                         | Cadence Design Systems, Inc.                                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2626 | NS      | $957360.82    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                   | Lam Research Corp.                                                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1890 | NS      | $179247.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies, Inc.                            | Mirion Technologies, Inc.                                                  | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      4132 | NS      | $92350.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                    | Mitsui & Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |      3700 | NS      | $75476.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                           | CNH Industrial Capital LLC                                                 | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97727.49     | 0.05%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                  | Public Service Electric and Gas Co., Series Q                              | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47289.18     | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                          | Euronext NV                                                                | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |      1104 | NS      | $177868.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp.                                | Hancock Whitney Corp.                                                      | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1037 | NS      | $61929.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PSEG Power LLC                                       | PSEG Power LLC                                                             | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $70032.80     | 0.04%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Outset Medical, Inc.                                 | Outset Medical, Inc.                                                       | CUSIP: 690145206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1165 | NS      | $18709.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| S Foods, Inc.                                        | S Foods, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3900 | NS      | $68777.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                    | Exxon Mobil Corp.                                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4196 | NS      | $468441.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1297 | NS      | $356246.99    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                       | Alphabet, Inc., Class A                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4544 | NS      | $871993.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                                     | Kroger Co. (The)                                                           | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69244.09     | 0.04%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Experian plc                                         | Experian plc                                                               | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |      3768 | NS      | $198588.90    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                         | Royal Caribbean Cruises Ltd.                                               | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    109000 | PA      | $108559.31    | 0.06%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                          | Ionis Pharmaceuticals, Inc.                                                | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       957 | NS      | $41131.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.          | Taiwan Semiconductor Manufacturing Co. Ltd.                                | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      4030 | NS      | $973728.60    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes B                                | Novonesis Novozymes B                                                      | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |       792 | NS      | $51439.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                    | Philip Morris International, Inc.                                          | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     98000 | PA      | $102266.02    | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                    | Store Capital LLC                                                          | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128761.39    | 0.07%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                      | CME Group, Inc.                                                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       198 | NS      | $55099.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                      | Ingredion, Inc.                                                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      3517 | NS      | $462626.18    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                                  | Valero Energy Corp.                                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1763 | NS      | $242077.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                              | CRH plc                                                                    | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      4638 | NS      | $442697.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                           | Crowdstrike Holdings, Inc., Class A                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       592 | NS      | $269105.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                         | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76239.78     | 0.04%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                           | Esab Corp.                                                                 | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       337 | NS      | $45215.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | KOSPI 200 Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |       -21 | NC      | $-173429.13   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $24952.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)         | Northwestern Mutual Life Insurance Co. (The)                               | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    194000 | PA      | $202358.10    | 0.11%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                                     | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    212000 | PA      | $165635.77    | 0.09%             | 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        |      2500 | NS      | $71296.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                       | Amphenol Corp., Class A                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1809 | NS      | $192676.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                              | Robinhood Markets, Inc., Class A                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       811 | NS      | $83573.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group plc                                   | Vodafone Group plc                                                         | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    153000 | PA      | $144600.17    | 0.08%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                    | Xcel Energy, Inc.                                                          | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56858.12     | 0.03%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                               | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    197000 | PA      | $192070.22    | 0.10%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AMETEK, Inc.                                         | AMETEK, Inc.                                                               | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       412 | NS      | $76158.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Breedon Group plc                                    | Breedon Group plc                                                          | CUSIP: N/A<br>LEI: 213800DQGNQE3X76WS92       | Long             | EC               | CORP              | GB        |     14059 | NS      | $67324.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60751.47     | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     83000 | PA      | $51578.35     | 0.03%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                      | JH North America Holdings, Inc.                                            | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69715.19     | 0.04%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Chubb Ltd.                                           | Chubb Ltd.                                                                 | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       153 | NS      | $40704.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                              | Permian Resources Corp.                                                    | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     10369 | NS      | $146825.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93744.04     | 0.05%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                         | Ligand Pharmaceuticals, Inc.                                               | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       831 | NS      | $109342.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Power Fuel Securitization LLC               | Virginia Power Fuel Securitization LLC, Series A-1                         | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |     24071 | PA      | $24156.11     | 0.01%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                            | QIAGEN NV                                                                  | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      6257 | NS      | $312750.81    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                   | CoStar Group, Inc.                                                         | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      1436 | NS      | $136692.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                         | NVIDIA Corp.                                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     30977 | NS      | $5509878.99   | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                        | Paychex, Inc.                                                              | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91227.87     | 0.05%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                           | PG&E Corp.                                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     26537 | NS      | $372048.74    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                     | Amazon.com, Inc.                                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     11025 | NS      | $2581062.75   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd.                                       | Videotron Ltd.                                                             | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    163000 | PA      | $155375.94    | 0.08%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| China Resources Beer Holdings Co. Ltd.               | China Resources Beer Holdings Co. Ltd.                                     | CUSIP: N/A<br>LEI: 254900OH02Y7OS7RNG48       | Long             | EC               | CORP              | HK        |     31500 | NS      | $104535.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                   | Bloom Energy Corp., Class A                                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      1139 | NS      | $42587.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                           | New Jersey Resources Corp.                                                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      1001 | NS      | $45955.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp.                                          | Hut 8 Corp.                                                                | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |       923 | NS      | $19595.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TOTVS SA                                             | TOTVS SA                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     16500 | NS      | $128504.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                                     | Timken Co. (The)                                                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       694 | NS      | $52806.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                 | Infrastrutture Wireless Italiane SpA                                       | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |      8885 | NS      | $105045.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Australia 10 Year Bond                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -18 | NC      | $5994.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                                    | Banco Bradesco SA                                                          | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     22479 | NS      | $62266.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Finance Ltd.                                  | Santos Finance Ltd.                                                        | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    133000 | PA      | $144658.78    | 0.08%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                        | Berkshire Hathaway Energy Co.                                              | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17595.76     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                           | Essex Property Trust, Inc.                                                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       552 | NS      | $143619.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PSEG Power LLC                                       | PSEG Power LLC                                                             | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $127719.31    | 0.07%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Etihad Etisalat Co.                                  | Etihad Etisalat Co.                                                        | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |      6616 | NS      | $107941.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                           | Visa, Inc.                                                                 | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     92000 | PA      | $49342.02     | 0.03%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| nVent Electric plc                                   | nVent Electric plc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      2471 | NS      | $193775.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics, Inc.                            | Kymera Therapeutics, Inc.                                                  | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       730 | NS      | $31937.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux SARL                             | JBS USA Holding Lux SARL                                                   | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     56000 | PA      | $57234.13     | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp.                      | Brookfield Infrastructure Corp., Class A                                   | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |       924 | NS      | $36072.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                                    | RingCentral, Inc., Class A                                                 | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      5384 | NS      | $137238.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                      | Hilton Worldwide Holdings, Inc.                                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       144 | NS      | $38603.52     | 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      | $-3668.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                   | Vale Overseas Ltd.                                                         | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     42000 | PA      | $41245.51     | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Symrise AG                                           | Symrise AG                                                                 | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |      1434 | NS      | $130100.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co.                               | MidAmerican Energy Co.                                                     | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92904.26     | 0.05%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Euro-Bund                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -8 | NC      | $-719.57      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BW1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101699.35    | 0.05%             | 2055-05-20      | Fixed         | 6.50%                 | 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      | $73388.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                      | Oncor Electric Delivery Co. LLC                                            | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    147000 | PA      | $149893.55    | 0.08%             | 2035-04-01      | Fixed         | 5.35%                 | 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      | $-70676.21    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Oddity Tech Ltd.                                     | Oddity Tech Ltd., Class A                                                  | CUSIP: N/A<br>LEI: 254900QH12XZS53G0V57       | Long             | EC               | CORP              | IL        |       372 | NS      | $26066.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | BIST 30 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TR        |      1540 | NC      | $367381.59    | 0.19%             |  |  |  | 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        |  12481622 | NS      | $12481621.90  | 6.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.              | Mid-America Apartment Communities, Inc.                                    | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       355 | NS      | $50562.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                             | Option Care Health, Inc.                                                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      1560 | NS      | $45786.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                   | BJ's Wholesale Club Holdings, Inc.                                         | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      1398 | NS      | $148048.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Azbil Corp.                                          | Azbil Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9100 | NS      | $85381.29     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                     | Sony Group Corp.                                                           | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      4000 | NS      | $96802.81     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                             | Bristol-Myers Squibb Co.                                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      7433 | NS      | $321923.23    | 0.17%             |  |  |  | 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      | $-347161.71   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd.                                             | CSL Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |       548 | NS      | $94900.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC plc                                       | TechnipFMC plc                                                             | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     10350 | NS      | $376429.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-21604.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp.                                         | Waters Corp.                                                               | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       148 | NS      | $42736.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd.                         | Northern Star Resources Ltd.                                               | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    140000 | PA      | $145110.79    | 0.08%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Atlas Copco AB                                       | Atlas Copco AB, Class A                                                    | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      5486 | NS      | $83129.23     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                    | Galaxy Pipeline Assets Bidco Ltd.                                          | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     88376 | PA      | $85381.34     | 0.05%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                 | Columbia Pipelines Operating Co. LLC                                       | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $53703.07     | 0.03%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Elastic NV                                           | Elastic NV                                                                 | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |       759 | NS      | $63528.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Electric Utilities Corp.                         | PPL Electric Utilities Corp.                                               | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    148000 | PA      | $147148.99    | 0.08%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                       | Element Fleet Management Corp.                                             | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    133000 | PA      | $139696.53    | 0.07%             | 2028-12-04      | Fixed         | 6.32%                 | 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      | $1201.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                          | L3Harris Technologies, Inc.                                                | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    211000 | PA      | $216559.69    | 0.11%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                               | Howmet Aerospace, Inc.                                                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2541 | NS      | $456795.57    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 2 Year Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        11 | NC      | $-2094.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                       | Alphabet, Inc., Class C                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3640 | NS      | $702010.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P 500 E-Mini Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -132 | NC      | $-1643532.06  | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| Weir Group plc (The)                                 | Weir Group plc (The)                                                       | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |      1842 | NS      | $64667.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                       | NNN REIT, Inc.                                                             | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87727.56     | 0.05%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bolsa Mexicana de Valores SAB de CV                  | Bolsa Mexicana de Valores SAB de CV                                        | CUSIP: N/A<br>LEI: 894500CS2D6RLGW61A19       | Long             | EC               | CORP              | MX        |     39000 | NS      | $83643.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp.                                    | BAT Capital Corp.                                                          | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    112000 | PA      | $120069.22    | 0.06%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                | Targa Resources Corp.                                                      | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    138000 | PA      | $114413.05    | 0.06%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                    | Xcel Energy, Inc.                                                          | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    101000 | PA      | $98600.82     | 0.05%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                         | Neurocrine Biosciences, Inc.                                               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       313 | NS      | $40135.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                             | Arthur J Gallagher & Co.                                                   | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     99000 | PA      | $108083.27    | 0.06%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Absci Corp.                                          | Absci Corp.                                                                | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4244 | NS      | $12010.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| L'Oreal SA                                           | L'Oreal SA                                                                 | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $201731.59    | 0.11%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Nippon Television Holdings, Inc.                     | Nippon Television Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 353800QI43C3H97E4W63       | Long             | EC               | CORP              | JP        |      3900 | NS      | $84874.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                              | Boston Scientific Corp.                                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      2239 | NS      | $234915.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries plc                          | James Hardie Industries plc                                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      3839 | NS      | $99583.66     | 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      | $3523.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                  | Amadeus IT Group SA                                                        | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |     12961 | NS      | $1041588.78   | 0.55%             |  |  |  | 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      | $-75292.87    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                        | Owens Corning                                                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      2558 | NS      | $356661.94    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                             | Jeronimo Martins SGPS SA                                                   | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |      5470 | NS      | $133296.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Class A                                      | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1258 | NS      | $331898.14    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings LP                                | Plains GP Holdings LP, Class A                                             | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             |  |  | US        |      5920 | NS      | $116032.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LSEGA Financing plc                                  | LSEGA Financing plc                                                        | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187599.07    | 0.10%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62592.04     | 0.03%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                         | Biogen, Inc.                                                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       201 | NS      | $25728.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                          | Phillips 66                                                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1936 | NS      | $239250.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                       | WP Carey, Inc.                                                             | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       932 | NS      | $59797.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steadfast Group Ltd.                                 | Steadfast Group Ltd.                                                       | CUSIP: N/A<br>LEI: 9845003B6BEAA12DBD91       | Long             | EC               | CORP              | AU        |     21404 | NS      | $81377.49     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                       | DTE Energy Co.                                                             | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73659.72     | 0.04%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                            | Sanofi SA                                                                  | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      1013 | NS      | $92050.98     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group plc                             | Howden Joinery Group plc                                                   | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |      7449 | NS      | $86570.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                             | Banc of California, Inc.                                                   | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      2156 | NS      | $31305.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                             | SBA Communications Corp.                                                   | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        69 | NS      | $15505.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                                     | GE Vernova, Inc.                                                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       450 | NS      | $297130.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Next plc                                             | Next plc                                                                   | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |       345 | NS      | $55997.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                | Haleon US Capital LLC                                                      | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233843.15    | 0.12%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Everest Group Ltd.                                   | Everest Group Ltd.                                                         | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       140 | NS      | $47012.00     | 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      | $-9662.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     14706 | NS      | $3052524.42   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Trust                     | Provident Funding Mortgage Trust, Series 2025-3, Class A4                  | CUSIP: 74388PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128549 | PA      | $128187.64    | 0.07%             | 2055-07-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Moody's Corp.                                        | Moody's Corp.                                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        70 | NS      | $36101.10     | 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        |      3048 | NS      | $163160.11    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON plc                                             | ICON plc                                                                   | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |       429 | NS      | $72582.51     | 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      | $-18665.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.               | Check Point Software Technologies Ltd.                                     | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |       249 | NS      | $46363.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                           | Tenaris SA                                                                 | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      2887 | NS      | $100871.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                  | Expand Energy Corp.                                                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1410 | NS      | $147739.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                         | Fiserv, Inc.                                                               | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       170 | NS      | $23619.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                               | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $147118.74    | 0.08%             | 2043-02-11      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                  | Flowers Foods, Inc.                                                        | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30306.59     | 0.02%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                     | GE HealthCare Technologies, Inc.                                           | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       455 | NS      | $32450.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                            | Duke Energy Carolinas LLC                                                  | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     64000 | PA      | $57268.30     | 0.03%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62745.39     | 0.03%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                              | Kirin Holdings Co. Ltd.                                                    | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      3600 | NS      | $47596.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                  | CBRE Services, Inc.                                                        | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     97000 | PA      | $102205.29    | 0.05%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2239 | NS      | $496699.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sundrug Co. Ltd.                                     | Sundrug Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3100 | NS      | $92136.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4422.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                              | Sika AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |       678 | NS      | $159897.81    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                  | Toll Brothers, Inc.                                                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       264 | NS      | $31247.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                                | Sun Communities, Inc.                                                      | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       434 | NS      | $53829.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitbread plc                                        | Whitbread plc                                                              | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |       995 | NS      | $40029.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                   | Deutsche Boerse AG                                                         | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      1239 | NS      | $358738.84    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                             | Marathon Petroleum Corp.                                                   | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95372.30     | 0.05%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                        | Pioneer Natural Resources Co.                                              | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    177000 | PA      | $156747.50    | 0.08%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                    | Enterprise Products Operating LLC                                          | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    164000 | PA      | $162514.89    | 0.09%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CapitaLand Investment Ltd.                           | CapitaLand Investment Ltd.                                                 | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |     50100 | NS      | $106577.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings, Inc.                              | Lantheus Holdings, Inc.                                                    | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       904 | NS      | $64355.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Hang Seng Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        33 | NC      | $-121475.56   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                | Cheniere Energy, Inc.                                                      | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1443 | NS      | $340374.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corp.                                          | NAVER Corp.                                                                | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |      1141 | NS      | $192794.83    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Constellation Software, Inc.                                               | CUSIP: 21037X134<br>LEI: N/A                  | N/A              | DO               |  | CA        |       149 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JFrog Ltd.                                           | JFrog Ltd.                                                                 | CUSIP: N/A<br>LEI: 2549002N8E00AY49G567       | Long             | EC               | CORP              | IL        |      1851 | NS      | $80351.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                    | Ross Stores, Inc.                                                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       420 | NS      | $57346.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12459.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                    | Georgia Power Co.                                                          | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     86000 | PA      | $80015.28     | 0.04%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                | Albertsons Cos., Inc., Class A                                             | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      2680 | NS      | $51509.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                            | UGI Corp.                                                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      1410 | NS      | $51013.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1550 | NS      | $463930.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    184000 | PA      | $183858.71    | 0.10%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                                   | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     99000 | PA      | $84523.98     | 0.04%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Series GG                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86306.71     | 0.05%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                  | EssilorLuxottica SA                                                        | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |      1624 | NS      | $481728.62    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $518.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                | ARI Fleet Lease Trust, Series 2023-A, Class A2                             | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16569 | PA      | $16589.17     | 0.01%             | 2032-02-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Spotify Technology SA                                | Spotify Technology SA                                                      | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      1974 | NS      | $1236789.96   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    149000 | PA      | $128919.67    | 0.07%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp.                                  | Franco-Nevada Corp.                                                        | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      6467 | NS      | $1030164.72   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                       | Alimentation Couche-Tard, Inc.                                             | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $65461.83     | 0.03%             | 2050-01-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                 | Edison International                                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      7186 | NS      | $374534.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Treasury DAC                                 | Flutter Treasury DAC                                                       | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $201319.00    | 0.11%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  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      | $51830.92     | 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        |      4276 | NS      | $704428.24    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                    | Merck & Co., Inc.                                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      3701 | NS      | $289122.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc., Class A                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1576 | NS      | $892756.72    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                            | Flutter Entertainment plc                                                  | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |      1413 | NS      | $427093.38    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                       | Element Fleet Management Corp.                                             | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100860.36    | 0.05%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                         | Barclays plc                                                               | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     40671 | NS      | $198118.37    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                       | DTE Energy Co.                                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2194 | NS      | $303671.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                         | Royal Caribbean Cruises Ltd.                                               | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    143000 | PA      | $144027.03    | 0.08%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cranswick plc                                        | Cranswick plc                                                              | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |      1191 | NS      | $83349.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                           | AT&T, Inc.                                                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      5565 | NS      | $152536.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                            | Bank of Ireland Group plc                                                  | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |     39889 | NS      | $534038.36    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                        | Akzo Nobel NV                                                              | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       710 | NS      | $44371.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91858.43     | 0.05%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                             | Equitable Holdings, Inc.                                                   | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     22224 | NS      | $1141202.40   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                           | AGCO Corp.                                                                 | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72361.36     | 0.04%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $55314.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                         | Pfizer, Inc.                                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      5194 | NS      | $120968.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                       | BNP Paribas SA                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      1684 | NS      | $153410.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                            | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     69000 | PA      | $70043.37     | 0.04%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bio-Techne Corp.                                     | Bio-Techne Corp.                                                           | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      4734 | NS      | $259091.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.          | Taiwan Semiconductor Manufacturing Co. Ltd.                                | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     24654 | NS      | $952339.74    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                                 | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108080.55    | 0.06%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JGC Holdings Corp.                                   | JGC Holdings Corp.                                                         | CUSIP: N/A<br>LEI: 5493003WMGG79YLARU68       | Long             | EC               | CORP              | JP        |      6700 | NS      | $59696.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.               | Bright Horizons Family Solutions, Inc.                                     | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1055 | NS      | $119320.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                          | Pentair plc                                                                | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |       659 | NS      | $67349.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                | United Mexican States                                                      | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $201200.00    | 0.11%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                              | APA Infrastructure Ltd.                                                    | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     81000 | PA      | $77888.04     | 0.04%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Teleflex, Inc.                                       | Teleflex, Inc.                                                             | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       201 | NS      | $24019.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP Transmission Co. LLC                             | AEP Transmission Co. LLC                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63012.65     | 0.03%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                               | Cie de Saint-Gobain SA                                                     | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      3682 | NS      | $419972.81    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                         | Pfizer, Inc.                                                               | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     58000 | PA      | $41246.93     | 0.02%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Pluxee NV                                            | Pluxee NV                                                                  | CUSIP: N/A<br>LEI: 213800RQNIQT48SEEO85       | Long             | EC               | CORP              | NL        |      2203 | NS      | $44825.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO, Inc.                                           | ZOZO, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |     10300 | NS      | $102112.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| RXO, Inc.                                            | RXO, Inc.                                                                  | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      1359 | NS      | $20996.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | EURO STOXX 50 Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        38 | NC      | $74979.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7451.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-99731.10    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                   | Atmos Energy Corp.                                                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       316 | NS      | $49270.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                              | Regions Financial Corp.                                                    | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2685 | NS      | $68011.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                   | Under Armour, Inc., Class C                                                | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      5289 | NS      | $33320.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG               | Chocoladefabriken Lindt & Spruengli AG                                     | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |        22 | NS      | $323980.71    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PROCEPT BioRobotics Corp.                            | PROCEPT BioRobotics Corp.                                                  | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       523 | NS      | $25370.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co.                               | Becton Dickinson & Co.                                                     | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1692 | NS      | $301599.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                       | Alimentation Couche-Tard, Inc.                                             | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       711 | NS      | $36945.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                          | Nucor Corp.                                                                | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       271 | NS      | $38771.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                | Arista Networks, Inc.                                                      | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       296 | NS      | $36473.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempus AI, Inc.                                      | Tempus AI, Inc.                                                            | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Long             | EC               | CORP              | US        |       245 | NS      | $13864.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Pioneer Natural Resources Co.                        | Pioneer Natural Resources Co.                                              | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     72000 | PA      | $63713.51     | 0.03%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                            | LKQ Corp.                                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      2630 | NS      | $77506.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                         | Grand Canyon Education, Inc.                                               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       251 | NS      | $42326.13     | 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        |      5700 | NS      | $50755.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                            | Thales SA                                                                  | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       347 | NS      | $93000.77     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathay General Bancorp                               | Cathay General Bancorp                                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1321 | NS      | $59735.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P 500 Index                                                              | CUSIP: 00P990LD4<br>LEI: N/A                  | N/A              | DE               |  | US        |         5 | NC      | $12465.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                       | TopBuild Corp.                                                             | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       236 | NS      | $87421.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      3631 | NS      | $134929.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $115983.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Properties Realty Trust, Inc.              | Essential Properties Realty Trust, Inc.                                    | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      1852 | NS      | $56467.48     | 0.03%             |  |  |  | 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        |      1724 | NS      | $73270.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                     | Omega Healthcare Investors, Inc.                                           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      3454 | NS      | $134360.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                         | United Community Banks, Inc.                                               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      1759 | NS      | $53649.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury Long Bond                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2 | NC      | $4335.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13482.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                        | Raymond James Financial, Inc.                                              | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       616 | NS      | $102952.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109560.27    | 0.06%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                               | US Foods Holding Corp.                                                     | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      2657 | NS      | $221407.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                                   | Chord Energy Corp.                                                         | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       305 | NS      | $33650.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                              | Eni SpA                                                                    | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      5373 | NS      | $91137.28     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2024-13, Class A1                         | CUSIP: 03466PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88707 | PA      | $88641.05     | 0.05%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Aramark                                              | Aramark                                                                    | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     17005 | NS      | $723732.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                       | Assurant, Inc.                                                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       299 | NS      | $56002.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                                     | DraftKings, Inc., Class A                                                  | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |      2680 | NS      | $120707.20    | 0.06%             |  |  |  | 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        |      1075 | NS      | $578009.34    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems, Inc.                                    | Pegasystems, Inc.                                                          | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      1941 | NS      | $113956.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| KKR & Co., Inc.                                      | KKR & Co., Inc.                                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      4996 | NS      | $732313.68    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NS Solutions Corp.                                   | NS Solutions Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2900 | NS      | $68170.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    184000 | PA      | $182105.27    | 0.10%             | 2033-04-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                 | Hartford Insurance Group, Inc. (The)                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       744 | NS      | $92546.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG                                                           | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $150248.37    | 0.08%             | 2031-08-04      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Concentra Group Holdings Parent, Inc.                | Concentra Group Holdings Parent, Inc.                                      | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2483 | NS      | $49585.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                                   | Cytokinetics, Inc.                                                         | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       839 | NS      | $31579.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Finance International NV                        | Enel Finance International NV                                              | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $176178.98    | 0.09%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Progressive Corp. (The)                              | Progressive Corp. (The)                                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2358 | NS      | $570730.32    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero, Inc.                                   | StandardAero, Inc.                                                         | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3210 | NS      | $91645.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore plc                                         | Glencore plc                                                               | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |     55693 | NS      | $223454.59    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group, Inc.                            | Nexstar Media Group, Inc.                                                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       361 | NS      | $67546.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                 | Analog Devices, Inc.                                                       | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112009.67    | 0.06%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                               | Brightstar Lottery plc                                                     | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |      4478 | NS      | $66453.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                        | Visteon Corp.                                                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      1120 | NS      | $124488.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hampshire Business Finance Authority             | New Hampshire Business Finance Authority, Series 2024 A                    | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103071.97    | 0.05%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $43086.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      2413 | NS      | $463416.65    | 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      | $36327.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                   | Koninklijke KPN NV                                                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     13024 | NS      | $58262.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms, Inc.                                 | Riot Platforms, Inc.                                                       | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      2439 | NS      | $32706.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Croda International plc                              | Croda International plc                                                    | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      3260 | NS      | $112454.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       161 | NS      | $59169.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                  | General Mills, Inc.                                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      3184 | NS      | $155952.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex, Inc.                                         | Vertex, Inc., Class A                                                      | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |      1380 | NS      | $45774.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                         | Pacific Gas and Electric Co.                                               | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     94000 | PA      | $82066.84     | 0.04%             | 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        |      1951 | NS      | $527472.36    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Finance SARL                                   | nVent Finance SARL                                                         | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    143000 | PA      | $146143.06    | 0.08%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                              | Daiichi Sankyo Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |     11200 | NS      | $274511.33    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                         | NBN Co. Ltd.                                                               | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    200000 | PA      | $207991.61    | 0.11%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2024-NQM3, Class A1                                      | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |     66022 | PA      | $66435.64     | 0.04%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                     | Amazon.com, Inc.                                                           | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    102000 | PA      | $97341.29     | 0.05%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                   | EPAM Systems, Inc.                                                         | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       168 | NS      | $26495.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                | Schneider Electric SE                                                      | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      6433 | NS      | $1675660.76   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                                 | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      1829 | NS      | $65039.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                   | HealthEquity, Inc.                                                         | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       389 | NS      | $37733.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano SA                                            | Suzano SA                                                                  | CUSIP: 86959K105<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |     10419 | NS      | $96584.13     | 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        |      4040 | NS      | $57408.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                                  | Tokyo Electron Ltd.                                                        | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       500 | NS      | $78250.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Popular, Inc.                                        | Popular, Inc.                                                              | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      1942 | NS      | $222514.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                             | Skyworks Solutions, Inc.                                                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       416 | NS      | $28512.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                               | Trane Technologies plc                                                     | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        86 | NS      | $37674.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   5700000 | PA      | $31712.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | IBEX 35 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |        22 | NC      | $92865.32     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                              | Duke Energy Florida LLC                                                    | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60685.66     | 0.03%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Globus Medical, Inc.                                 | Globus Medical, Inc., Class A                                              | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      1654 | NS      | $87050.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                               | Lincoln National Corp.                                                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      2602 | NS      | $99162.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                               | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87914.56     | 0.05%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kentucky Higher Education Student Loan Corp.         | Kentucky Higher Education Student Loan Corp., Series 2025A-2               | CUSIP: 49130NHA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91936.41     | 0.05%             | 2040-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                                 | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $200875.62    | 0.11%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       286 | NS      | $54417.22     | 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      | $-5264.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-708.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                           | Occidental Petroleum Corp.                                                 | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     63000 | PA      | $46445.86     | 0.02%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2455.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                | Resona Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     54900 | NS      | $498509.59    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Series HH                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25382.33     | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                            | Insight Enterprises, Inc.                                                  | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       377 | NS      | $44704.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Finance Corp.                                  | Alcon Finance Corp.                                                        | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195620.72    | 0.10%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Eastern Bankshares, Inc.                             | Eastern Bankshares, Inc.                                                   | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      3084 | NS      | $47647.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics, Inc.                            | Amicus Therapeutics, Inc.                                                  | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      6638 | NS      | $39761.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd.                                         | Hitachi Ltd.                                                               | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |     33900 | NS      | $1041451.28   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                       | HDFC Bank Ltd.                                                             | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |      4551 | NS      | $104521.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                   | LPL Holdings, Inc.                                                         | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119283.32    | 0.06%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                        | AIB Group plc                                                              | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $211072.46    | 0.11%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91812.84     | 0.05%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                              | Raizen Fuels Finance SA                                                    | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $196700.00    | 0.10%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       837 | NS      | $127960.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93440.09     | 0.05%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd.                                 | Viking Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      5944 | NS      | $349031.68    | 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      | $-12830.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                          | Adobe, Inc.                                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       681 | NS      | $243586.89    | 0.13%             |  |  |  | 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        |      2319 | NS      | $107041.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                | WMG Acquisition Corp.                                                      | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    137000 | PA      | $128611.53    | 0.07%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                          | Carvana Co.                                                                | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       266 | NS      | $103785.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group, Inc.                      | Northwestern Energy Group, Inc.                                            | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      1059 | NS      | $56868.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                                | Pilgrim's Pride Corp.                                                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      5674 | NS      | $268890.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.                      | Ultragenyx Pharmaceutical, Inc.                                            | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      1057 | NS      | $28877.24     | 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      | $-2670.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                   | Altria Group, Inc.                                                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     15220 | NS      | $942726.80    | 0.50%             |  |  |  | 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        |    971956 | PA      | $37034.45     | 0.02%             | 2054-11-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                        | Revvity, Inc.                                                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       379 | NS      | $33314.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Corp. Ltd.                                   | Venture Corp. Ltd.                                                         | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |      7000 | NS      | $69304.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | FTSE Taiwan Index                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -40 | NC      | $-53216.62    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                     | Burlington Northern Santa Fe LLC                                           | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $59549.81     | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)     | Trustees of the University of Pennsylvania (The), Series 2020              | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    234000 | PA      | $135572.70    | 0.07%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                                  | Veeva Systems, Inc., Class A                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       404 | NS      | $114816.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG                                                           | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152498.50    | 0.08%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4813.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG                                                           | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152222.98    | 0.08%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100592.13    | 0.05%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                         | ROBLOX Corp., Class A                                                      | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2817 | NS      | $388154.43    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                          | Intel Corp.                                                                | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44116.04     | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                             | JBS USA Holding Lux SARL                                                   | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     79000 | PA      | $73485.71     | 0.04%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                              | Aristocrat Leisure Ltd.                                                    | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |       887 | NS      | $39559.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182952.51    | 0.10%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                    | Wolters Kluwer NV                                                          | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       531 | NS      | $82607.95     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha Ltd.                              | Toyo Suisan Kaisha Ltd.                                                    | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $402028.17    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                               | General Dynamics Corp.                                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       121 | NS      | $37704.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust       | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1 | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76910 | PA      | $76248.14     | 0.04%             | 2069-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                        | Aspen Insurance Holdings Ltd., Class A                                     | CUSIP: N/A<br>LEI: 549300YX6HECG9XQCQ75       | Long             | EC               | CORP              | BM        |      1091 | NS      | $34464.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $64415.32     | 0.03%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96492.92     | 0.05%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                         | GEA Group AG                                                               | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     13667 | NS      | $984156.84    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                       | Autodesk, Inc.                                                             | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       868 | NS      | $263099.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                  | TE Connectivity plc                                                        | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |       530 | NS      | $109047.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                         | Plexus Corp.                                                               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       337 | NS      | $42967.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                          | Deere & Co.                                                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       334 | NS      | $175139.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                    | FirstEnergy Corp.                                                          | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    162000 | PA      | $148590.52    | 0.08%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                          | Sysco Corp.                                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       707 | NS      | $56277.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co.                       | Southern California Edison Co.                                             | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42923.51     | 0.02%             | 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        |      1122 | NS      | $186756.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                           | Builders FirstSource, Inc.                                                 | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       289 | NS      | $36740.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                         | Ventas, Inc.                                                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       799 | NS      | $53676.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                  | UMB Financial Corp.                                                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       459 | NS      | $50485.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                           | Axis Capital Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |       458 | NS      | $42978.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                        | Ashland, Inc.                                                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1521 | NS      | $78422.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                          | Cie Financiere Richemont SA (Registered)                                   | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      1869 | NS      | $304147.16    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                    | Eversource Energy                                                          | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115953.57    | 0.06%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                  | Newell Brands, Inc.                                                        | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     10007 | NS      | $56139.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV                             | Davide Campari-Milano NV                                                   | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |      9296 | NS      | $64288.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Natera, Inc.                                         | Natera, Inc.                                                               | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1114 | NS      | $148897.24    | 0.08%             |  |  |  | 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        |       533 | NS      | $51658.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                          | Italgas SpA                                                                | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |     24090 | NS      | $199550.03    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                   | Southern Co. (The)                                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      5028 | NS      | $475045.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                           | MSCI, Inc.                                                                 | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       192 | NS      | $107781.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                           | Sherwin-Williams Co. (The)                                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        86 | NS      | $28455.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                         | Mattel, Inc.                                                               | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      1807 | NS      | $30737.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN US GOVERNMENT MONEY MKT FD                  | JPMORGAN US GOVERNMENT MONEY MARKET FUND OPEN-END FUND USD                 | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |     87579 | NS      | $87579.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                             | Diamondback Energy, Inc.                                                   | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       412 | NS      | $61247.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                      | Citigroup, Inc.                                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     15506 | NS      | $1452912.20   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                                      | Brunswick Corp.                                                            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      2212 | NS      | $128937.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF Ltd.                                            | KREF Ltd., Series 2021-FL2, Class A                                        | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     48803 | PA      | $48533.16     | 0.03%             | 2039-02-15      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                            | Booz Allen Hamilton, Inc.                                                  | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94949.09     | 0.05%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                             | Cousins Properties, Inc.                                                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      6350 | NS      | $172085.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                | Axon Enterprise, Inc.                                                      | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       281 | NS      | $212292.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACREC Ltd.                                           | ACREC Ltd., Series 2021-FL1, Class A                                       | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     36791 | PA      | $36684.75     | 0.02%             | 2036-10-16      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-814.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                               | Chart Industries, Inc.                                                     | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       118 | NS      | $23461.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                 | ASM International NV                                                       | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |       159 | NS      | $76956.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | U.S. Treasury 10 Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -137 | NC      | $-65400.17    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                        | Corteva, Inc.                                                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1989 | NS      | $143466.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp.                                 | Exact Sciences Corp.                                                       | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |       822 | NS      | $38592.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiscox Ltd.                                          | Hiscox Ltd.                                                                | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |      4340 | NS      | $73833.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                              | Element Solutions, Inc.                                                    | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      2530 | NS      | $59708.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chiba Bank Ltd. (The)                                | Chiba Bank Ltd. (The)                                                      | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |     37200 | NS      | $346868.32    | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| ExlService Holdings, Inc.                            | ExlService Holdings, Inc.                                                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1291 | NS      | $56068.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                            | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    113000 | PA      | $68234.78     | 0.04%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education, Inc.                       | Adtalem Global Education, Inc.                                             | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       487 | NS      | $55649.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                           | Legrand SA                                                                 | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      3253 | NS      | $482416.45    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                            | Sodexo SA                                                                  | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |      1844 | NS      | $109900.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC               | Citadel Securities Global Holdings LLC                                     | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252182.96    | 0.13%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                        | MetLife, Inc.                                                              | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65452.01     | 0.03%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Prosperity Bancshares, Inc.                          | Prosperity Bancshares, Inc.                                                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1497 | NS      | $99730.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                              | Columbia Sportswear Co.                                                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1029 | NS      | $58210.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group plc                                   | Intertek Group plc                                                         | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      2076 | NS      | $134973.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                         | Nasdaq, Inc.                                                               | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      8192 | NS      | $788234.24    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                       | AutoZone, Inc.                                                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        80 | NS      | $301470.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings, Inc.                             | TKO Group Holdings, Inc.                                                   | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1057 | NS      | $177586.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     94000 | PA      | $79020.51     | 0.04%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | IFSC NIFTY 50 Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |       -61 | NC      | $5696.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                                 | Otis Worldwide Corp.                                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       481 | NS      | $41216.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp.                                            | SMC Corp.                                                                  | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |       100 | NS      | $35255.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                             | Darden Restaurants, Inc.                                                   | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       205 | NS      | $41342.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Store Capital LLC                                    | Store Capital LLC                                                          | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115148.47    | 0.06%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UFP Technologies, Inc.                               | UFP Technologies, Inc.                                                     | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       282 | NS      | $63841.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                  | Herc Holdings, Inc.                                                        | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       241 | NS      | $28151.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pet Valu Holdings Ltd.                               | Pet Valu Holdings Ltd.                                                     | CUSIP: 71584R105<br>LEI: 2549004F77OUH5ES5L44 | Long             | EC               | CORP              | CA        |      1359 | NS      | $32886.31     | 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      | $-1138.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                | Tencent Holdings Ltd.                                                      | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      7700 | NS      | $539490.45    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                      | Live Nation Entertainment, Inc.                                            | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       849 | NS      | $125397.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1254 | NS      | $368299.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                           | Constellation Brands, Inc.                                                 | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    169000 | PA      | $130719.03    | 0.07%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                       | McKesson Corp.                                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1679 | NS      | $1164453.66   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                        | Datadog, Inc., Class A                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       747 | NS      | $104565.06    | 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      | $-19413.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP                                   | VICI Properties LP                                                         | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $83306.41     | 0.04%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Marin General Hospital                               | Marin General Hospital, Series 2023                                        | CUSIP: 568039AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $64865.99     | 0.03%             | 2045-08-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Simply Good Foods Co. (The)                          | Simply Good Foods Co. (The)                                                | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1150 | NS      | $35029.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                   | Credit Agricole SA                                                         | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $245879.02    | 0.13%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  21800000 | PA      | $36866.58     | 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        |       729 | NS      | $88921.62     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Littelfuse, Inc.                                     | Littelfuse, Inc.                                                           | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       263 | NS      | $67677.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                               | Alaska Air Group, Inc.                                                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       646 | NS      | $34212.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                  | Abbott Laboratories                                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1117 | NS      | $140954.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Infrastructure Ltd.                              | APA Infrastructure Ltd.                                                    | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     43000 | PA      | $41279.16     | 0.02%             | 2035-03-23      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kao Corp.                                            | Kao Corp.                                                                  | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |      1200 | NS      | $54190.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                              | International Paper Co.                                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1858 | NS      | $86842.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                 | Meta Platforms, Inc., Class A                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3754 | NS      | $2903493.76   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                        | Medtronic plc                                                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       586 | NS      | $52880.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                            | MDU Resources Group, Inc.                                                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1375 | NS      | $23718.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                     | Air Products and Chemicals, Inc.                                           | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       118 | NS      | $33969.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd.                              | Agnico Eagle Mines Ltd.                                                    | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      1466 | NS      | $182311.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     98000 | PA      | $105757.63    | 0.06%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging Holding Co.                        | Graphic Packaging Holding Co.                                              | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5545 | NS      | $123986.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                                     | elf Beauty, Inc.                                                           | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       255 | NS      | $30903.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                       | Collegium Pharmaceutical, Inc.                                             | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      1456 | NS      | $43476.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                   | T-Mobile USA, Inc.                                                         | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    184000 | PA      | $184285.70    | 0.10%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CG oncology, Inc.                                    | CG oncology, Inc.                                                          | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       483 | NS      | $12891.27     | 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      | $35335.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                                   | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28803.58     | 0.02%             | 2025-10-01      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| HubSpot, Inc.                                        | HubSpot, Inc.                                                              | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        48 | NS      | $24943.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                      | ASML Holding NV                                                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       192 | NS      | $133229.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                   | Lam Research Corp.                                                         | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     92000 | PA      | $83665.40     | 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        |      1896 | NS      | $4550.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                  | iShares MSCI Emerging Markets ETF                                          | CUSIP: 00PBZ42Y7<br>LEI: N/A                  | N/A              | DE               |  | US        |      1000 | NC      | $102000.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group plc                                   | Burberry Group plc                                                         | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |      1426 | NS      | $24125.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon plc                                              | Aon plc, Class A                                                           | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      1438 | NS      | $511510.98    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                    | Philip Morris International, Inc.                                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2293 | NS      | $376166.65    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1676.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson plc                             | Willis Towers Watson plc                                                   | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      1644 | NS      | $519191.64    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Seino Holdings Co. Ltd.                              | Seino Holdings Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 3538001D12EPCPYTTF24       | Long             | EC               | CORP              | JP        |      5800 | NS      | $88353.59     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Okta, Inc.                                           | Okta, Inc.                                                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      1226 | NS      | $119902.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.                    | Four Corners Property Trust, Inc.                                          | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      1580 | NS      | $39879.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                              | DBS Group Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      9440 | NS      | $346494.02    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75902.59     | 0.04%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                    | Georgia Power Co.                                                          | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128123.33    | 0.07%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT, Inc.                    | Smartstop Self Storage REIT, Inc.                                          | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |      1295 | NS      | $43874.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                                      | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    195000 | PA      | $159387.91    | 0.08%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61428.88     | 0.03%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                  | Ascendis Pharma A/S                                                        | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      1214 | NS      | $210629.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    295000 | PA      | $259355.24    | 0.14%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8414.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M3, Inc.                                             | M3, Inc.                                                                   | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |     15200 | NS      | $188283.09    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                       | Fortinet, Inc.                                                             | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      3597 | NS      | $359340.30    | 0.19%             |  |  |  | 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        |       346 | NS      | $47273.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                                 | Conagra Brands, Inc.                                                       | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       380 | NS      | $6938.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                           | Woodside Energy Group Ltd.                                                 | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     15450 | NS      | $261237.15    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Asante, Inc.                                         | Asante, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8500 | NS      | $92423.55     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Morinaga & Co. Ltd.                                  | Morinaga & Co. Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5800 | NS      | $92694.59     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35000 | PA      | $34234.38     | 0.02%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                           | Ferguson Enterprises, Inc.                                                 | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    221000 | PA      | $218189.08    | 0.12%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                    | NTT Finance Corp.                                                          | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203099.59    | 0.11%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                      | Nordea Bank Abp                                                            | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    263000 | PA      | $254295.03    | 0.13%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82147.89     | 0.04%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ceribell, Inc.                                       | Ceribell, Inc.                                                             | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1011 | NS      | $14558.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp.                                    | Knife River Corp.                                                          | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1138 | NS      | $93862.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bermuda                                              | Bermuda Government Bond                                                    | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $198146.00    | 0.10%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                       | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $199272.21    | 0.11%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                          | James Hardie Industries plc                                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      2782 | NS      | $73302.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                     | Jersey Central Power & Light Co.                                           | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    187000 | PA      | $163961.52    | 0.09%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                  | Intesa Sanpaolo SpA                                                        | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $224974.10    | 0.12%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                  | Brown & Brown, Inc.                                                        | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21240.88     | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                | Public Service Enterprise Group, Inc.                                      | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       963 | NS      | $86467.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                               | Antero Resources Corp.                                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      2515 | NS      | $87848.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                                      | RB Global, Inc.                                                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |       392 | NS      | $42437.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                               | SAP SE                                                                     | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      2640 | NS      | $755602.21    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                  | Expedia Group, Inc.                                                        | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $26492.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                          | Sysco Corp.                                                                | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    179000 | PA      | $148595.34    | 0.08%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                        | Netflix, Inc.                                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       478 | NS      | $554193.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                            | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    180000 | PA      | $110728.34    | 0.06%             | 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        |      1068 | NS      | $306783.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                            | PPL Corp.                                                                  | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       702 | NS      | $25054.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                 | Dassault Systemes SE                                                       | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |     11296 | NS      | $371611.58    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Bluebird Bio, Inc.                                   | Bluebird Bio, Inc., CVR                                                    | CUSIP: 096CVR048<br>LEI: N/A                  | Long             |  | CORP              | US        |       101 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dexcom, Inc.                                         | Dexcom, Inc.                                                               | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1323 | NS      | $106858.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                 | Anheuser-Busch InBev Worldwide, Inc.                                       | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    263000 | PA      | $258552.04    | 0.14%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      4515 | NS      | $364044.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Onestream, Inc.                                      | Onestream, Inc.                                                            | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |      1966 | NS      | $46889.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands, Inc.                                     | Utz Brands, Inc.                                                           | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1748 | NS      | $22776.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                         | National Australia Bank Ltd.                                               | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $220932.98    | 0.12%             | 2037-01-12      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Urban Edge Properties                                | Urban Edge Properties                                                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1917 | NS      | $37803.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | OMXS30 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -95 | NC      | $-36739.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                                     | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27537.51     | 0.01%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105347.25    | 0.06%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Taisei Corp.                                         | Taisei Corp.                                                               | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |      7400 | NS      | $443141.13    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana, Inc.                                           | Dana, Inc.                                                                 | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      2482 | NS      | $39513.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bacardi Ltd.                                         | Bacardi Ltd.                                                               | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    314000 | PA      | $291484.87    | 0.15%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                  | Cisco Systems, Inc.                                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1990 | NS      | $135479.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 5 Year Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $784.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |     10300 | NS      | $142667.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GeneDx Holdings Corp.                                | GeneDx Holdings Corp.                                                      | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       490 | NS      | $49955.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America, Inc.                     | BP Capital Markets America, Inc.                                           | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    176000 | PA      | $110657.62    | 0.06%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sankyu, Inc.                                         | Sankyu, Inc.                                                               | CUSIP: N/A<br>LEI: 529900QWTXZZEM1T5G75       | Long             | EC               | CORP              | JP        |      2100 | NS      | $122977.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Matador Resources Co.                                | Matador Resources Co.                                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      1720 | NS      | $85793.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                         | Pacific Gas and Electric Co.                                               | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52745.83     | 0.03%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                      | Starbucks Corp.                                                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1428 | NS      | $127320.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co.                       | Southern California Edison Co.                                             | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23905.70     | 0.01%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp.                   | Stewart Information Services Corp.                                         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       535 | NS      | $34737.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Japan 10 Year Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         1 | NC      | $-7407.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                    | SMBC Aviation Capital Finance DAC                                          | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203772.07    | 0.11%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                     | Niterra Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |      2700 | NS      | $92811.55     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                     | Goodyear Tire & Rubber Co. (The)                                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      3330 | NS      | $34232.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                               | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $207007.03    | 0.11%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78943.18     | 0.04%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                        | PepsiCo, Inc.                                                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1440 | NS      | $198604.80    | 0.11%             |  |  |  | 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      | $174962.60    | 0.09%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120642.38    | 0.06%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                        | Corning, Inc.                                                              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      1202 | NS      | $76014.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Property Mexico SA de CV                    | Prologis Property Mexico SA de CV                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     18936 | NS      | $71176.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  51800000 | PA      | $-42993.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KBR, Inc.                                            | KBR, Inc.                                                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      2122 | NS      | $99182.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                  | Fifth Third Bancorp                                                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1022 | NS      | $42484.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38063.44     | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                     | AptarGroup, Inc.                                                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       402 | NS      | $63170.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                         | Kenvue, Inc.                                                               | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34855.54     | 0.02%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                 | Cognizant Technology Solutions Corp., Class A                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       842 | NS      | $60421.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2394 | NS      | $709198.56    | 0.38%             |  |  |  | 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        |      8800 | NS      | $22218.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $349979.66    | 0.19%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53616.47     | 0.03%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| StepStone Group, Inc.                                | StepStone Group, Inc., Class A                                             | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1703 | NS      | $101090.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                  | Erste Group Bank AG                                                        | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |       621 | NS      | $56782.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     82000 | PA      | $81633.82     | 0.04%             | 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        |       657 | NS      | $112760.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services, Inc.                     | JB Hunt Transport Services, Inc.                                           | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       380 | NS      | $54739.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire & Marine Insurance Co. Ltd.             | Samsung Fire & Marine Insurance Co. Ltd.                                   | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |       119 | NS      | $37679.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon plc                                           | Haleon plc                                                                 | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     57342 | NS      | $270069.79    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3273 | NS      | $466271.58    | 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      | $11211.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                            | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202262.05    | 0.11%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                       | Boston Gas Co.                                                             | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    127000 | PA      | $132163.72    | 0.07%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Quanta Services, Inc.                                | Quanta Services, Inc.                                                      | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       368 | NS      | $149455.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                | Las Vegas Sands Corp.                                                      | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31517.29     | 0.02%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $20275.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evercore, Inc.                                       | Evercore, Inc., Class A                                                    | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |        51 | NS      | $15358.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greggs plc                                           | Greggs plc                                                                 | CUSIP: N/A<br>LEI: 213800I71QMUFJ64IW20       | Long             | EC               | CORP              | GB        |      3755 | NS      | $78352.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO, Inc.                                            | QXO, Inc.                                                                  | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1855 | NS      | $37211.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                         | ACADIA Pharmaceuticals, Inc.                                               | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      1551 | NS      | $36960.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trip.com Group Ltd.                                  | Trip.com Group Ltd.                                                        | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               | CORP              | KY        |      1850 | NS      | $115949.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                               | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    365000 | PA      | $371752.65    | 0.20%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                          | Axalta Coating Systems Ltd.                                                | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      1076 | NS      | $30472.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant, Inc.                                         | Kadant, Inc.                                                               | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |        89 | NS      | $29616.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                        | Certara, Inc.                                                              | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2915 | NS      | $28683.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                   | Macquarie Airfinance Holdings Ltd.                                         | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    186000 | PA      | $185843.31    | 0.10%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| AGCO Corp.                                           | AGCO Corp.                                                                 | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       566 | NS      | $66771.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                         | Vertex Pharmaceuticals, Inc.                                               | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        62 | NS      | $28325.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                    | Lowe's Cos., Inc.                                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1746 | NS      | $390353.22    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                 | Analog Devices, Inc.                                                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2012 | NS      | $451955.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     87000 | PA      | $94165.29     | 0.05%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                    | LEG Immobilien SE                                                          | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |       409 | NS      | $32590.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                   | Chemours Co. (The)                                                         | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      1871 | NS      | $22414.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                | Colgate-Palmolive Co.                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      5158 | NS      | $432498.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                              | Applied Materials, Inc.                                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      3555 | NS      | $640113.30    | 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      | $210.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  11900000 | PA      | $-25949.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                    | National Grid plc                                                          | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      8191 | NS      | $115065.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | EURO STOXX 50 Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        42 | NC      | $44143.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                     | Roche Holding AG                                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      2271 | NS      | $712580.15    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                        | Pacific Premier Bancorp, Inc.                                              | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      3218 | NS      | $69734.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corp.                                          | Denso Corp.                                                                | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |      2000 | NS      | $27055.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                             | Reliance Industries Ltd.                                                   | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |     26552 | NS      | $419099.14    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                          | Aker BP ASA                                                                | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |      6705 | NS      | $161023.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                          | Rogers Communications, Inc.                                                | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $128512.88    | 0.07%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                      | Rexford Industrial Realty, Inc.                                            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      2160 | NS      | $78904.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                  | Take-Two Interactive Software, Inc.                                        | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1101 | NS      | $245225.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP Transmission Co. LLC                             | AEP Transmission Co. LLC                                                   | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    133000 | PA      | $127768.03    | 0.07%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                   | Brown-Forman Corp., Class B                                                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       812 | NS      | $23426.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KDDI Corp.                                           | KDDI Corp.                                                                 | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      5700 | NS      | $93559.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    109000 | PA      | $95838.27     | 0.05%             | 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        |       624 | NS      | $44322.72     | 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      | $-3165.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TPG, Inc.                                            | TPG, Inc.                                                                  | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |       810 | NS      | $46226.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                        | Cummins, Inc.                                                              | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48421.94     | 0.03%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                        | Chevron Corp.                                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $18803.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                                    | Cigna Group (The)                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3591 | NS      | $960161.58    | 0.51%             |  |  |  | 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      | $-4859.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60952.29     | 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        |       807 | NS      | $31529.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                              | Mohawk Industries, Inc.                                                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       368 | NS      | $42139.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | SPI 200 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |       -26 | NC      | $-40453.86    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Independence Realty Trust, Inc.                      | Independence Realty Trust, Inc.                                            | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      6558 | NS      | $109977.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                      | Atlassian Corp., Class A                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       263 | NS      | $50438.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                        | Assa Abloy AB, Class B                                                     | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |     16848 | NS      | $554015.63    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    169000 | PA      | $161875.48    | 0.09%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3209.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wingstop, Inc.                                       | Wingstop, Inc.                                                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       549 | NS      | $207159.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                             | Patrick Industries, Inc.                                                   | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       901 | NS      | $87613.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                         | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40644.68     | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | MSCI Singapore Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -59 | NC      | $18958.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp.                                         | Target Corp.                                                               | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1766 | NS      | $177483.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                         | Stanley Black & Decker, Inc.                                               | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       589 | NS      | $39845.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co.                                      | Halliburton Co.                                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      1044 | NS      | $23385.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Co.                                   | The Campbell's Co.                                                         | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       597 | NS      | $19056.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                | Delta Air Lines, Inc.                                                      | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      1082 | NS      | $57573.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                       | ConocoPhillips                                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      3409 | NS      | $325014.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IMCD NV                                              | IMCD NV                                                                    | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | EC               | CORP              | NL        |       485 | NS      | $53063.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co. Ltd.                             | Yamato Holdings Co. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2700 | NS      | $39091.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Vontier Corp.                                        | Vontier Corp.                                                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      1535 | NS      | $63656.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                                      | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108836.74    | 0.06%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                               | Truist Financial Corp.                                                     | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28477.89     | 0.02%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                            | Flex Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |      1680 | NS      | $83781.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                              | E.ON SE                                                                    | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      3517 | NS      | $64037.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions, Inc.                              | BioLife Solutions, Inc.                                                    | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      1914 | NS      | $40691.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jersey Central Power & Light Co.                     | Jersey Central Power & Light Co., Series WI*                               | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67719.61     | 0.04%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                | Kraft Heinz Foods Co.                                                      | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75244.44     | 0.04%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DigitalBridge Group, Inc.                            | DigitalBridge Group, Inc.                                                  | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      4106 | NS      | $44098.44     | 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      | $-13392.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       604 | NS      | $59028.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy, Inc.                                   | Viper Energy, Inc.                                                         | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |      2306 | NS      | $86843.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                          | Rogers Communications, Inc.                                                | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $16223.34     | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                      | M/I Homes, Inc.                                                            | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       394 | NS      | $47354.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group plc                                        | AIB Group plc                                                              | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     60289 | NS      | $473783.41    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                       | Nomura Research Institute Ltd.                                             | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |      6400 | NS      | $253577.88    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6231.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                 | Avery Dennison Corp.                                                       | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       275 | NS      | $46136.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuken Co. Ltd.                                     | Suzuken Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $94151.18     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern States Power Co.                            | Northern States Power Co.                                                  | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99520.18     | 0.05%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                         | Vistra Corp.                                                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      1127 | NS      | $235024.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                               | Booking Holdings, Inc.                                                     | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81404.24     | 0.04%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Masimo Corp.                                         | Masimo Corp.                                                               | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      1216 | NS      | $187008.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                               | Hayward Holdings, Inc.                                                     | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3444 | NS      | $52968.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5223.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-17239.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASMPT Ltd.                                           | ASMPT Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |      9900 | NS      | $83519.15     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | FTSE/JSE Top 40 Index                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |       -23 | NC      | $-31682.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Schrodinger, Inc.                                    | Schrodinger, Inc.                                                          | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |      2913 | NS      | $59221.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                     | ABN AMRO Bank NV                                                           | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      5405 | NS      | $155639.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    286000 | PA      | $256451.91    | 0.14%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                               | Verisk Analytics, Inc.                                                     | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1490 | NS      | $415277.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Holdings Corp.             | Pan Pacific International Holdings Corp.                                   | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |      3100 | NS      | $103857.73    | 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      | $3818.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC plc                                              | DCC plc                                                                    | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      1775 | NS      | $111283.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co.                                        | Organon & Co.                                                              | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     12089 | NS      | $117263.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                         | Allegion plc                                                               | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       486 | NS      | $80637.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                 | Boston Properties LP                                                       | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    127000 | PA      | $124235.17    | 0.07%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-24955.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                             | Guidewire Software, Inc.                                                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      2480 | NS      | $561025.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming, Inc.                                 | Corsair Gaming, Inc.                                                       | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      3654 | NS      | $33105.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiken Chemical Co. Ltd.                              | Eiken Chemical Co. Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6500 | NS      | $102525.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| VTech Holdings Ltd.                                  | VTech Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     15200 | NS      | $112148.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                       | HDFC Bank Ltd.                                                             | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      5461 | NS      | $419240.97    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux SARL                             | JBS USA Holding Lux SARL                                                   | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     35000 | PA      | $32009.42     | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                              | Accenture Capital, Inc.                                                    | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108322.65    | 0.06%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                              | DuPont de Nemours, Inc.                                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       871 | NS      | $62624.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                    | Caterpillar, Inc.                                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        79 | NS      | $34603.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                                     | CMS Energy Corp.                                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1028 | NS      | $75866.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Holdings, Inc.                                   | LPL Holdings, Inc.                                                         | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    161000 | PA      | $161542.01    | 0.09%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield plc                              | Cushman & Wakefield plc                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2717 | NS      | $33120.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                             | Zebra Technologies Corp., Class A                                          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       159 | NS      | $53904.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                      | Eli Lilly & Co.                                                            | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23886.77     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                          | L3Harris Technologies, Inc.                                                | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       230 | NS      | $63208.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1834 | NS      | $365332.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                         | Terumo Corp.                                                               | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |      2500 | NS      | $42268.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                 | TJX Cos., Inc. (The)                                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       268 | NS      | $33374.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                                       | AppLovin Corp., Class A                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       511 | NS      | $199647.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd.                                 | WiseTech Global Ltd.                                                       | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |      2115 | NS      | $160222.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                       | Videotron Ltd.                                                             | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $190659.87    | 0.10%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co. (The)                                     | Kroger Co. (The)                                                           | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73603.64     | 0.04%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2292.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO, Inc.                                            | XPO, Inc.                                                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       389 | NS      | $46792.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                          | Spire, Inc.                                                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       613 | NS      | $45650.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                        | Danaher Corp.                                                              | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    107000 | PA      | $64355.78     | 0.03%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51695.22     | 0.03%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                           | Ameriprise Financial, Inc.                                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      2068 | NS      | $1071616.92   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97739.60     | 0.05%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.                        | Wheaton Precious Metals Corp.                                              | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      4961 | NS      | $453708.08    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental, Inc.                              | GFL Environmental, Inc.                                                    | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |      2146 | NS      | $108029.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                | VICI Properties, Inc.                                                      | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      2110 | NS      | $68786.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Electric Co. Ltd.                            | Stanley Electric Co. Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2600 | NS      | $49054.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ConvaTec Group plc                                   | ConvaTec Group plc                                                         | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |     20507 | NS      | $63077.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                         | Kenvue, Inc.                                                               | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     15341 | NS      | $328911.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1287.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                             | JBS USA Holding Lux Sarl                                                   | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     66000 | PA      | $73170.50     | 0.04%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                           | Agilent Technologies, Inc.                                                 | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1623 | NS      | $186336.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Co.                         | Canadian Pacific Railway Co.                                               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    197000 | PA      | $128662.37    | 0.07%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                               | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60051.95     | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                    | PennyMac Financial Services, Inc.                                          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       424 | NS      | $39491.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Finance Corp.                                    | NTT Finance Corp.                                                          | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201726.49    | 0.11%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Amcor plc                                            | Amcor plc                                                                  | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      5041 | NS      | $47133.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                                  | ACI Worldwide, Inc.                                                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       929 | NS      | $39538.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                        | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     79000 | PA      | $78864.22     | 0.04%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARDN Mortgage Trust                                  | ARDN Mortgage Trust, Series 2025-ARCP, Class A                             | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $115049.12    | 0.06%             | 2035-06-15      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp.                                        | Stryker Corp.                                                              | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167197.03    | 0.09%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49988.65     | 0.03%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74005.04     | 0.04%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                       | EPR Properties                                                             | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29804.31     | 0.02%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Onto Innovation, Inc.                                | Onto Innovation, Inc.                                                      | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       278 | NS      | $26340.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | FTSE 100 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -8 | NC      | $-20020.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117753.82    | 0.06%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                | Global Payments, Inc.                                                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       678 | NS      | $54206.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Florida LLC                              | Duke Energy Florida LLC                                                    | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    104000 | PA      | $110833.07    | 0.06%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Russell 2000 E-Mini Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -166 | NC      | $-431837.08   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| MEITEC Group Holdings, Inc.                          | MEITEC Group Holdings, Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4000 | NS      | $83634.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                        | Comcast Corp.                                                              | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    179000 | PA      | $164287.53    | 0.09%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SentinelOne, Inc.                                    | SentinelOne, Inc., Class A                                                 | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |      2753 | NS      | $50490.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama, Inc.                                      | Dollarama, Inc.                                                            | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      1881 | NS      | $257089.91    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                         | LPL Financial Holdings, Inc.                                               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       544 | NS      | $215277.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                    | CNH Industrial NV                                                          | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |      9730 | NS      | $126100.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                     | Advanced Energy Industries, Inc.                                           | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       930 | NS      | $129195.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co. Ltd.                                      | Capcom Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |       800 | NS      | $20450.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp.                                        | Nordson Corp.                                                              | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       350 | NS      | $74973.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40205.26     | 0.02%             | 2028-04-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                        | Estee Lauder Cos., Inc. (The)                                              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       180 | NS      | $16801.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80973.05     | 0.04%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                         | Fiserv, Inc.                                                               | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    243000 | PA      | $194089.76    | 0.10%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                        | Enel Finance International NV                                              | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $371696.52    | 0.20%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Metsera, Inc.                                        | Metsera, Inc.                                                              | CUSIP: 59267L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       395 | NS      | $13031.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                               | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64562.18     | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Terreno Realty Corp.                                 | Terreno Realty Corp.                                                       | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1326 | NS      | $73579.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group, Inc.                                   | TriNet Group, Inc.                                                         | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      1166 | NS      | $79066.46     | 0.04%             |  |  |  | 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        |      1470 | NS      | $52341.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $177570.31    | 0.09%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143567.45    | 0.08%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                            | QIAGEN NV                                                                  | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      1949 | NS      | $96166.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AstraZeneca plc                                      | AstraZeneca plc                                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      2583 | NS      | $376736.56    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31304.09     | 0.02%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       285 | NS      | $71212.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp.                       | Adaptive Biotechnologies Corp.                                             | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      2628 | NS      | $26910.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    101000 | PA      | $73280.09     | 0.04%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                     | Sands China Ltd.                                                           | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |     36000 | NS      | $87317.20     | 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      | $395.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.              | Pfizer Investment Enterprises Pte. Ltd.                                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     45000 | PA      | $42019.04     | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    283000 | PA      | $293366.37    | 0.16%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      7850 | NS      | $4187975.00   | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux SARL                             | JBS USA Holding Lux SARL                                                   | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     68000 | PA      | $64402.38     | 0.03%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                            | Florida Power & Light Co.                                                  | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    204000 | PA      | $161443.15    | 0.09%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                        | Textron, Inc.                                                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      4936 | NS      | $383872.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                        | Columbia Banking System, Inc.                                              | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3710 | NS      | $88298.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                                | Ares Management Corp.                                                      | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      1721 | NS      | $319297.13    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight, Inc.                                         | nLight, Inc.                                                               | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1245 | NS      | $26157.45     | 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      | $-435.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bel Fuse, Inc.                                       | Bel Fuse, Inc., Class B                                                    | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       476 | NS      | $61899.04     | 0.03%             |  |  |  | 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        |        -6 | NC      | $-1303.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                             | Modine Manufacturing Co.                                                   | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       506 | NS      | $68087.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportradar Group AG                                  | Sportradar Group AG, Class A                                               | CUSIP: N/A<br>LEI: 549300H1P33YOAT7Z533       | Long             | EC               | CORP              | CH        |      1830 | NS      | $54113.10     | 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      | $818.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                       | Ford Motor Co.                                                             | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     39000 | PA      | $33041.53     | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                     | NCR Atleos Corp.                                                           | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |      2166 | NS      | $66279.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     84000 | PA      | $77627.34     | 0.04%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                 | Galp Energia SGPS SA                                                       | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      4947 | NS      | $94034.24     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                         | Evergy, Inc.                                                               | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       535 | NS      | $37878.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                        | Nutanix, Inc., Class A                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      4662 | NS      | $350442.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                               | Truist Financial Corp.                                                     | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     76000 | PA      | $82037.10     | 0.04%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                       | Prologis, Inc.                                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      3444 | NS      | $367750.32    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                 | Kimberly-Clark Corp.                                                       | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      3688 | NS      | $459598.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                      | Selective Insurance Group, Inc.                                            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       511 | NS      | $39842.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84664.08     | 0.04%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings, Inc.                               | Labcorp Holdings, Inc.                                                     | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       211 | NS      | $54876.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                        | Avantor, Inc.                                                              | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2481 | NS      | $33344.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                         | Mattel, Inc.                                                               | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     77000 | PA      | $73723.76     | 0.04%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $162878.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    168000 | PA      | $164051.38    | 0.09%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| TransUnion                                           | TransUnion                                                                 | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      3649 | NS      | $347348.31    | 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      | $-27506.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                  | Bank of New York Mellon Corp. (The)                                        | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      4602 | NS      | $466872.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                            | CDW Corp.                                                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       461 | NS      | $80389.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                         | Hexcel Corp.                                                               | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       791 | NS      | $47388.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                 | Emerson Electric Co.                                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       369 | NS      | $53693.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co. Ltd.                       | Techtronic Industries Co. Ltd.                                             | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |     16500 | NS      | $198210.19    | 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      | $3885.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FormFactor, Inc.                                     | FormFactor, Inc.                                                           | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      3490 | NS      | $99150.90     | 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      | $46255.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.                   | Prestige Consumer Healthcare, Inc.                                         | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $59973.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises, Inc.                           | Ferguson Enterprises, Inc.                                                 | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       357 | NS      | $79728.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                                         | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    146000 | PA      | $147788.87    | 0.08%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                       | AIA Group Ltd.                                                             | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     58400 | NS      | $546058.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | MEX BOLSA Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | MX        |       168 | NC      | $4739.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg A/S                                        | Carlsberg A/S, Class B                                                     | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |       527 | NS      | $65765.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                      | Gerresheimer AG                                                            | CUSIP: N/A<br>LEI: 5299006GD4UWSYZOKC28       | Long             | EC               | CORP              | DE        |      1949 | NS      | $96485.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                            | ITT, Inc.                                                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       312 | NS      | $53027.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                       | Texas Capital Bancshares, Inc.                                             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       595 | NS      | $49962.15     | 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        |    130000 | PA      | $92756.14     | 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        |     10584 | NS      | $628321.53    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                  | Flowers Foods, Inc.                                                        | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    134000 | PA      | $136439.84    | 0.07%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | CAC 40 10 Euro Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -30 | NC      | $10502.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85818.96     | 0.05%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group, Inc.                       | Shizuoka Financial Group, Inc.                                             | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |      7200 | NS      | $84806.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                        | Paychex, Inc.                                                              | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34737.10     | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| iRhythm Technologies, Inc.                           | iRhythm Technologies, Inc.                                                 | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       268 | NS      | $37568.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                           | Albany International Corp., Class A                                        | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1244 | NS      | $67412.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp.                                         | TriMas Corp.                                                               | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      1327 | NS      | $47413.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang, Inc.                                        | Coupang, Inc.                                                              | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      4185 | NS      | $123164.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                            | Nestle SA (Registered)                                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      9869 | NS      | $860675.96    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                         | Hasbro, Inc.                                                               | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       519 | NS      | $39008.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank & Trust Co.                        | Metropolitan Bank & Trust Co.                                              | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |    104557 | NS      | $132998.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WMG Acquisition Corp.                                | WMG Acquisition Corp.                                                      | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     79000 | PA      | $73733.62     | 0.04%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                  | Huntington Ingalls Industries, Inc.                                        | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42147.10     | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     46000 | PA      | $39814.74     | 0.02%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63815.13     | 0.03%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       483 | NS      | $34148.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA plc                            | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     54000 | PA      | $54017.28     | 0.03%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                          | Pinnacle West Capital Corp.                                                | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       647 | NS      | $58631.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc.                                                           | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92107.83     | 0.05%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Yamaha Corp.                                         | Yamaha Corp.                                                               | CUSIP: N/A<br>LEI: 529900S5TENP3IJS7S02       | Long             | EC               | CORP              | JP        |      2300 | NS      | $16447.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                            | RTX Corp.                                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2983 | NS      | $470031.31    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                           | STERIS plc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       360 | NS      | $81536.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $45280.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                 | Flutter Treasury DAC                                                       | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205684.20    | 0.11%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                             | Unipol Assicurazioni SpA                                                   | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      5579 | NS      | $111905.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                                         | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109422.45    | 0.06%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192332.71    | 0.10%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                 | Alliant Energy Corp.                                                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1536 | NS      | $99855.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Mortgage Loan Trust                             | COLT Mortgage Loan Trust, Series 2024-6, Class A1                          | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |     87625 | PA      | $87521.83     | 0.05%             | 2069-11-25      | Variable      | 5.39%                 | 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      | $84161.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                        | Obic Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5900 | NS      | $211419.96    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2102.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp.                                          | Masco Corp.                                                                | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2564 | NS      | $174685.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P/TSX 60 Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |        28 | NC      | $64789.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew plc                                   | Smith & Nephew plc                                                         | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |      7685 | NS      | $117682.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                         | Mondelez International, Inc., Class A                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       385 | NS      | $24905.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                              | East West Bancorp, Inc.                                                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1136 | NS      | $113884.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                 | Northern Trust Corp.                                                       | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      3702 | NS      | $481260.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1380 | NS      | $260847.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                  | Omnicom Group, Inc.                                                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1134 | NS      | $81704.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Mortgage Trust                             | Benchmark Mortgage Trust, Series 2021-B27, Class XA                        | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1182961 | PA      | $61002.34     | 0.03%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                    | Algonquin Power & Utilities Corp.                                          | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35185.55     | 0.02%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                         | Kenvue, Inc.                                                               | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67822.45     | 0.04%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                  | Union Pacific Corp.                                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       986 | NS      | $218862.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                     | Burlington Northern Santa Fe LLC                                           | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $108290.09    | 0.06%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd.                                    | CLP Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |      3500 | NS      | $30385.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                                 | Douglas Emmett, Inc.                                                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2234 | NS      | $33867.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.                   | Reinsurance Group of America, Inc.                                         | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1399 | NS      | $269237.55    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp.                                       | Shimadzu Corp.                                                             | CUSIP: N/A<br>LEI: 353800Y64Z08WEH8PH97       | Long             | EC               | CORP              | JP        |      9400 | NS      | $208054.16    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                             | Marathon Petroleum Corp.                                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       945 | NS      | $160829.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                          | Prologis LP                                                                | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100072.56    | 0.05%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                | Ashtead Capital, Inc.                                                      | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202141.29    | 0.11%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Bunzl plc                                            | Bunzl plc                                                                  | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      1775 | NS      | $52837.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                         | PACCAR, Inc.                                                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      3678 | NS      | $363239.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                | NXP Semiconductors NV                                                      | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       347 | NS      | $74178.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                               | Daikin Industries Ltd.                                                     | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |       500 | NS      | $61934.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GCM Grosvenor, Inc.                                  | GCM Grosvenor, Inc., Class A                                               | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3717 | NS      | $43823.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings plc                                 | Ryanair Holdings plc                                                       | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      1068 | NS      | $66504.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                               | Booking Holdings, Inc.                                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       123 | NS      | $676999.38    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc.                                                           | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    102000 | PA      | $79365.12     | 0.04%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                   | Cellnex Telecom SA                                                         | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      4177 | NS      | $146560.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co. Ltd.                                 | SG Holdings Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3900 | NS      | $43328.91     | 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      | $780.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                               | Sempra                                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       680 | NS      | $55542.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    208000 | PA      | $217732.93    | 0.12%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings, Inc.                  | Allison Transmission Holdings, Inc.                                        | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      1587 | NS      | $142941.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $192949.48    | 0.10%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                          | Heineken NV                                                                | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      6317 | NS      | $496602.20    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                        | Rentokil Terminix Funding LLC                                              | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200850.58    | 0.11%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Karman Holdings, Inc.                                | Karman Holdings, Inc.                                                      | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       699 | NS      | $36138.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                                    | Hershey Co. (The)                                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       245 | NS      | $45601.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                     | WisdomTree, Inc.                                                           | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      5649 | NS      | $74962.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                    | CNH Industrial NV                                                          | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    147000 | PA      | $145277.18    | 0.08%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                         | Fujitsu Ltd.                                                               | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      3100 | NS      | $67400.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                             | Tyler Technologies, Inc.                                                   | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       353 | NS      | $206349.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                         | Copart, Inc.                                                               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      2370 | NS      | $107432.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Motion Technology Corp.                      | Silicon Motion Technology Corp.                                            | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |      1572 | NS      | $120320.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                                         | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      1126 | NS      | $87411.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                  | EOG Resources, Inc.                                                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3430 | NS      | $411668.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                | Gilead Sciences, Inc.                                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      5820 | NS      | $653527.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $21531.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KREF Ltd.                                            | KREF Ltd., Series 2021-FL2, Class AS                                       | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99278.30     | 0.05%             | 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        |      3714 | NS      | $451770.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    186000 | PA      | $186974.59    | 0.10%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                               | Jacobs Solutions, Inc.                                                     | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       696 | NS      | $98741.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       241 | NS      | $60143.96     | 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      | $922.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith Douglas Homes Corp.                            | Smith Douglas Homes Corp.                                                  | CUSIP: 83207R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       761 | NS      | $14337.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       431 | NS      | $201570.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                      | Eli Lilly & Co.                                                            | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    146000 | PA      | $145427.04    | 0.08%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | DAX Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -1 | NC      | $3505.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                              | Hyundai Capital America                                                    | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    155000 | PA      | $164449.76    | 0.09%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218167.46    | 0.12%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                             | CACI International, Inc., Class A                                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       182 | NS      | $83823.74     | 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      | $-3680.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Finance Co. SA                               | Cellnex Finance Co. SA                                                     | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $156033.82    | 0.08%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Guardant Health, Inc.                                | Guardant Health, Inc.                                                      | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       562 | NS      | $23030.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| P10, Inc.                                            | P10, Inc., Class A                                                         | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8335 | NS      | $102520.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Saudi Arabia                              | Kingdom of Saudi Arabia                                                    | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $203486.88    | 0.11%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                         | CaixaBank SA                                                               | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     58830 | NS      | $553878.57    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.                    | First Interstate BancSystem, Inc., Class A                                 | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      2030 | NS      | $58443.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd.                                       | Credicorp Ltd.                                                             | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |      1542 | NS      | $365454.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                               | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    121000 | PA      | $92417.40     | 0.05%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                | Sumitomo Mitsui Financial Group, Inc.                                      | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $171485.64    | 0.09%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                            | O'Reilly Automotive, Inc.                                                  | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     11316 | NS      | $1112589.12   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings, Inc.                                 | Sompo Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |      1900 | NS      | $55681.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CVB Financial Corp.                                  | CVB Financial Corp.                                                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2212 | NS      | $41342.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                 | Voya Financial, Inc.                                                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       778 | NS      | $54460.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                         | Incyte Corp.                                                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      7915 | NS      | $592754.35    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | TOPIX Index                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       -36 | NC      | $-392317.43   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Q2 Holdings, Inc.                                    | Q2 Holdings, Inc.                                                          | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       777 | NS      | $63092.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                            | Illinois Tool Works, Inc.                                                  | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1016 | NS      | $260065.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                | STAG Industrial, Inc.                                                      | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      1151 | NS      | $39513.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verallia SA                                          | Verallia SA                                                                | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | EC               | CORP              | FR        |      2273 | NS      | $73304.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                         | CaixaBank SA                                                               | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $219870.29    | 0.12%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Constellation Software, Inc.                         | Constellation Software, Inc.                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       100 | NS      | $344997.11    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                            | PVH Corp.                                                                  | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      1948 | NS      | $143022.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                         | GE Aerospace                                                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1265 | NS      | $342916.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                       | Element Fleet Management Corp.                                             | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |      1756 | NS      | $45674.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                               | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $109079.04    | 0.06%             | 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        |      1455 | NS      | $49164.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.              | Singapore Technologies Engineering Ltd.                                    | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     24800 | NS      | $166845.59    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                             | American Homes 4 Rent LP                                                   | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    244000 | PA      | $242230.49    | 0.13%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Simmons First National Corp.                         | Simmons First National Corp., Class A                                      | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      1399 | NS      | $26818.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                         | Chefs' Warehouse, Inc. (The)                                               | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      1353 | NS      | $92761.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                                | Leidos Holdings, Inc.                                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       398 | NS      | $63540.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     59000 | PA      | $46317.64     | 0.02%             | 2049-04-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Portland General Electric Co.                        | Portland General Electric Co.                                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      1448 | NS      | $59541.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                                | Quaker Chemical Corp.                                                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       355 | NS      | $40619.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                        | ONE Gas, Inc.                                                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       699 | NS      | $50817.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunocore Holdings plc                              | Immunocore Holdings plc                                                    | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |       863 | NS      | $28280.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                               | TTM Technologies, Inc.                                                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       922 | NS      | $43564.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co.                                | Kraft Heinz Foods Co.                                                      | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     77000 | PA      | $69609.33     | 0.04%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                        | Accenture plc, Class A                                                     | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      2949 | NS      | $787677.90    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                          | B3 SA - Brasil Bolsa Balcao                                                | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |    135400 | NS      | $304190.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline LP                      | Plains All American Pipeline LP                                            | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    197000 | PA      | $202175.57    | 0.11%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                | Targa Resources Corp.                                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       467 | NS      | $77713.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                            | Crane Co.                                                                  | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       470 | NS      | $92011.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.                      | Atlantic Union Bankshares Corp.                                            | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1139 | NS      | $36106.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                            | Aptiv plc                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      2218 | NS      | $152243.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                        | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $64766.41     | 0.03%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     94000 | PA      | $94567.92     | 0.05%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                     | PulteGroup, Inc.                                                           | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       793 | NS      | $89545.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Etoro Group Ltd.                                     | Etoro Group Ltd., Class A                                                  | CUSIP: N/A<br>LEI: 213800XPRPJK2X5QRG86       | Long             | EC               | CORP              | VG        |       750 | NS      | $44970.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                | Dominion Energy, Inc.                                                      | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      7000 | NS      | $409150.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA plc                            | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $45702.06     | 0.02%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Disco Corp.                                          | Disco Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $29791.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                | Silgan Holdings, Inc.                                                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1099 | NS      | $51136.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp.                                   | Hyatt Hotels Corp., Class A                                                | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      1163 | NS      | $163948.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                            | Carlyle Group, Inc. (The)                                                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      2869 | NS      | $174033.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners LP                          | Cheniere Energy Partners LP                                                | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123620.10    | 0.07%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                              | Arrow Electronics, Inc.                                                    | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    109000 | PA      | $112087.52    | 0.06%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10651.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                   | LPL Holdings, Inc.                                                         | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    141000 | PA      | $134813.84    | 0.07%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Capgemini SE                                         | Capgemini SE                                                               | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      1298 | NS      | $193899.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                                | Electronic Arts, Inc.                                                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       346 | NS      | $52761.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                          | L3Harris Technologies, Inc.                                                | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39480.93     | 0.02%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MF1                                                  | MF1, Series 2024-FL15, Class A                                             | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100012.10    | 0.05%             | 2041-08-18      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                   | Suzuki Motor Corp.                                                         | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      5600 | NS      | $61398.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                       | QUALCOMM, Inc.                                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      4296 | NS      | $630480.96    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                         | Pacific Gas and Electric Co.                                               | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54348.19     | 0.03%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caris Life Sciences, Inc.                            | Caris Life Sciences, Inc.                                                  | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |       895 | NS      | $25131.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                   | Crown Castle, Inc.                                                         | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99175.55     | 0.05%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.                   | Harmony Biosciences Holdings, Inc.                                         | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1171 | NS      | $41195.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fractyl Health, Inc.                                 | Fractyl Health, Inc.                                                       | CUSIP: 35168W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1814 | NS      | $3337.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     34000 | PA      | $32889.69     | 0.02%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies, Inc.                  | Atmus Filtration Technologies, Inc.                                        | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1507 | NS      | $58637.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax Group plc                                     | Spirax Group plc                                                           | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |      2195 | NS      | $183405.07    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                       | Commonwealth Bank of Australia                                             | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $148161.05    | 0.08%             | 2041-03-11      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                          | Shin-Etsu Chemical Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      2500 | NS      | $72122.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| First Hawaiian, Inc.                                 | First Hawaiian, Inc.                                                       | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2663 | NS      | $64577.75     | 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      | $-108772.57   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                     | NRG Energy, Inc.                                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3519 | NS      | $588376.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO (PIPE) 144a                                      | QXO (PIPE) 144a                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2238 | NS      | $44894.28     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Centene Corp.                                        | Centene Corp.                                                              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      3290 | NS      | $85770.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd.                                     | Nomad Foods Ltd.                                                           | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |      3693 | NS      | $62190.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       246 | NS      | $51263.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Modelling Group Ltd.                        | Computer Modelling Group Ltd.                                              | CUSIP: 205249105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     26655 | NS      | $152165.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                  | S&P 500 Index                                                              | CUSIP: 00PB8WB33<br>LEI: N/A                  | N/A              | DE               |  | US        |         3 | NC      | $4320.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd.                                       | TMX Group Ltd.                                                             | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      3888 | NS      | $158090.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       448 | NS      | $84537.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    254000 | PA      | $249674.06    | 0.13%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                      | JH North America Holdings, Inc.                                            | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    149000 | PA      | $149510.18    | 0.08%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Expro Group Holdings NV                              | Expro Group Holdings NV                                                    | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |      3905 | NS      | $42095.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd.                              | Agnico Eagle Mines Ltd.                                                    | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      1937 | NS      | $240461.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                        | Cencora, Inc.                                                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       250 | NS      | $71520.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                    | HSBC Holdings plc                                                          | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202765.49    | 0.11%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                         | Scotts Miracle-Gro Co. (The)                                               | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      3158 | NS      | $197880.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61389.46     | 0.03%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                         | Avient Corp.                                                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      1506 | NS      | $47544.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Canada 10 Year Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        17 | NC      | $13077.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                                   | Genius Sports Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |      8044 | NS      | $90495.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Organization SA          | Hellenic Telecommunications Organization SA                                | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |       785 | NS      | $14243.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    267000 | PA      | $257678.73    | 0.14%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                             | CenterPoint Energy, Inc.                                                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1693 | NS      | $65722.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     57000 | PA      | $40939.80     | 0.02%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp.                                      | Flowserve Corp.                                                            | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      3724 | NS      | $208692.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinaxis, Inc.                                        | Kinaxis, Inc.                                                              | CUSIP: 49448Q109<br>LEI: 5299009VAZ14K7PFUQ15 | Long             | EC               | CORP              | CA        |      1513 | NS      | $224547.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holdings, Inc.                                 | Roche Holdings, Inc.                                                       | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147036.14    | 0.08%             | 2030-11-13      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                      | Eastern Energy Gas Holdings LLC                                            | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    153000 | PA      | $146472.93    | 0.08%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                 | Eastman Chemical Co.                                                       | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       758 | NS      | $55038.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                         | Brixmor Property Group, Inc.                                               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     10420 | NS      | $272274.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                            | Nestle SA                                                                  | CUSIP: 641069406<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      2437 | NS      | $211970.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Investments Six DAC                             | Icon Investments Six DAC                                                   | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203309.00    | 0.11%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    164000 | PA      | $167954.10    | 0.09%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                  | Brown & Brown, Inc.                                                        | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26640.08     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Mini Bovespa Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | BR        |       604 | NC      | $-147418.09   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group plc                                    | NatWest Group plc                                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    117641 | NS      | $816601.75    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                              | Burlington Stores, Inc.                                                    | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       365 | NS      | $99630.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IMI plc                                              | IMI plc                                                                    | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |      8990 | NS      | $263041.65    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkami Technology, Inc.                              | Alkami Technology, Inc.                                                    | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               | CORP              | US        |      2522 | NS      | $56215.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                    | EMCOR Group, Inc.                                                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       368 | NS      | $230916.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                         | Biogen, Inc.                                                               | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79057.71     | 0.04%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                        | Berkshire Hathaway Energy Co.                                              | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61380.51     | 0.03%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Thryv Holdings, Inc.                                 | Thryv Holdings, Inc.                                                       | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3229 | NS      | $42493.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                  | Realty Income Corp.                                                        | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    132000 | PA      | $125697.83    | 0.07%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                        | Sammons Financial Group, Inc.                                              | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143548.02    | 0.08%             | 2032-04-08      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                     | Salesforce, Inc.                                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1530 | NS      | $395244.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                            | SLM Corp.                                                                  | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3302 | NS      | $105003.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                      | Air Lease Corp.                                                            | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |       959 | NS      | $53128.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.         | Fidelity National Information Services, Inc.                               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       945 | NS      | $75042.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                            | Mitsubishi Electric Corp.                                                  | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |     28700 | NS      | $630242.41    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage, Inc.                            | Extra Space Storage, Inc.                                                  | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       481 | NS      | $64627.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties LP                           | COPT Defense Properties LP                                                 | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57591.33     | 0.03%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                       | Enbridge, Inc.                                                             | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $71318.53     | 0.04%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar A/S                           | BIM Birlesik Magazalar A/S                                                 | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               | CORP              | TR        |      3606 | NS      | $46880.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology, Inc.                               | Align Technology, Inc.                                                     | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       302 | NS      | $38961.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings, Inc.             | CCC Intelligent Solutions Holdings, Inc.                                   | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8027 | NS      | $77621.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Transmission Systems, Inc.                  | American Transmission Systems, Inc.                                        | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $83567.00     | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| RB Global, Inc.                                      | RB Global, Inc.                                                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      6205 | NS      | $671865.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Long Gilt                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        47 | NC      | $82989.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                               | Envista Holdings Corp.                                                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      2304 | NS      | $43522.56     | 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        |       609 | NS      | $261953.68    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61724.86     | 0.03%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                  | Japan Tobacco, Inc.                                                        | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $153958.90    | 0.08%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CSX Corp.                                            | CSX Corp.                                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      4701 | NS      | $167073.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                     | Pernod Ricard SA                                                           | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      5947 | NS      | $611477.86    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-135988.87   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                | Las Vegas Sands Corp.                                                      | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67675.21     | 0.04%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                             | Arthur J Gallagher & Co.                                                   | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $125466.75    | 0.07%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GMO Payment Gateway, Inc.                            | GMO Payment Gateway, Inc.                                                  | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |      1000 | NS      | $56232.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                         | Samsung Electronics Co. Ltd.                                               | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      5435 | NS      | $277848.90    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust               | CapitaLand Integrated Commercial Trust                                     | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |      1430 | NS      | $2416.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JM Holdings Co. Ltd.                                 | JM Holdings Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4600 | NS      | $87679.18     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                           | Merck KGaA                                                                 | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       539 | NS      | $67846.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley plc                                          | Beazley plc                                                                | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |     38472 | NS      | $453291.81    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemper Corp.                                         | Kemper Corp.                                                               | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       557 | NS      | $34305.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Group                                            | APA Group                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     17841 | NS      | $95867.76     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                       | Monolithic Power Systems, Inc.                                             | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       262 | NS      | $186344.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91972.75     | 0.05%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                 | Columbia Pipelines Operating Co. LLC                                       | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $111186.35    | 0.06%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $152301.05    | 0.08%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161898.08    | 0.09%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                               | Lincoln National Corp.                                                     | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109545.56    | 0.06%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                                | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    155000 | PA      | $134090.33    | 0.07%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                | Elevance Health, Inc.                                                      | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62491.53     | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Linde plc                                            | Linde plc                                                                  | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      2318 | NS      | $1066882.68   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39972.64     | 0.02%             | 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        |       700 | NS      | $74705.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145051.44    | 0.08%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-02

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

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer