# EDGAR Filing Document

**Accession Number:** 0000914209
**File Stem:** 0001752724-25-178314
**Filing Date:** 2025-7
**Character Count:** 777252
**Document Hash:** decb70bf6f6f31e89ae8fbaceb6f992f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-178314.hdr.sgml**: 20250725

**ACCESSION NUMBER**: 0001752724-25-178314

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250725

**DATE AS OF CHANGE**: 20250725

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07121
- **FILM NUMBER:** 251150146

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

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

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

## Series and Classes Contracts Data

### Putnam Multi-Asset Income Fund (Series ID: S000067964)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000217944 | Class P Shares  |  |
| C000236748 | Class Y Shares  | PMIYX           |
| C000236749 | Class R6 Shares | PMIVX           |
| C000236750 | Class A Shares  | PMIAX           |
| C000236751 | Class R Shares  | PMIRX           |
| C000236752 | Class C Shares  | PMICX           |
| C000236753 | Class R5 Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

- **a. Name of Series:** Putnam Multi-Asset Income Fund

- **b. EDGAR series identifier (if any):** S000067964

- **c. LEI of Series:** 549300EE2TDU7HM51B72

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $242747057.15

**Total Liabilities:** $17968680.90

**Net Assets:** $224778376.25

**Delayed Delivery Securities:** $12074571.10

**Cash Not Reported:** $39461.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1910.44000000 | **1-Year:** 4256.97000000 | **5-Year:** 16021.95000000 | **10-Year:** 27348.71000000 | **30-Year:** 13062.40000000

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

- **3-Month:** 294.62000000 | **1-Year:** 1886.14000000 | **5-Year:** 5933.18000000 | **10-Year:** 1774.90000000 | **30-Year:** 265.30000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000236751 | -1.66%               | -0.18%               | 1.58%                |
| Class ID C000236749 | -1.61%               | -0.23%               | 1.64%                |
| Class ID C000236750 | -1.65%               | -0.16%               | 1.60%                |
| Class ID C000236753 | -1.62%               | -0.14%               | 1.63%                |
| Class ID C000236748 | -1.72%               | -0.14%               | 1.63%                |
| Class ID C000217944 | -1.70%               | -0.13%               | 1.64%                |
| Class ID C000236752 | -1.80%               | -0.23%               | 1.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $732108.01               | $-4918302.12                               |
| Month 2  | $173160.95               | $-1050897.85                               |
| Month 3  | $1072328.46              | $-298255.20                                |

**Designated Index Information**

- **Index Name:** 22.5%R3000 55%USAgg 4.5%EAFE18%IBofAHYDev

- **Index Identifier:** IDX08017

### Schedule of Portfolio Investments

| Name                                                                                  | Title                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    198000 | PA      | $203684.35    | 0.09%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10325.01     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38146.52     | 0.02%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                                   | Benin Government Bond                                                                 | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $183538.08    | 0.08%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Third Coast Bancshares, Inc.                                                          | Third Coast Bancshares, Inc.                                                          | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $3587.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23026.99     | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                              | Electricite de France SA                                                              | CUSIP: 28504DAF0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    155000 | PA      | $156647.45    | 0.07%             | 2035-01-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                              | Energizer Holdings, Inc.                                                              | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28214.38     | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                        | Constellium SE                                                                        | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $109623.08    | 0.05%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                           | Toll Brothers Finance Corp.                                                           | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74374.38     | 0.03%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    887000 | PA      | $857.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                   | Constellation Energy Generation LLC                                                   | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31688.76     | 0.01%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                               | Sensata Technologies BV                                                               | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    235000 | PA      | $232612.92    | 0.10%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                                               | COPT Defense Properties                                                               | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       136 | NS      | $3733.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamestown CLO IX Ltd.                                                                 | Jamestown CLO IX Ltd., Series 2016-9A, Class A2RR                                     | CUSIP: 47048JAZ6<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250797.87    | 0.11%             | 2034-07-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                           | ONEOK, Inc.                                                                           | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    117000 | PA      | $121759.62    | 0.05%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                                                 | Kraft Heinz Co. (The)                                                                 | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      1603 | NS      | $42848.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                                                      | Harley-Davidson Motorcycle Trust, Series 2022-A, Class A3                             | CUSIP: 41284YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16565 | PA      | $16532.34     | 0.01%             | 2027-02-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                                       | Eaton Corp. plc                                                                       | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       136 | NS      | $43547.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                                       | Fidelis Insurance Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 549300CDMGCAGJQ7DX03       | Long             | EC               | CORP              | BM        |       278 | NS      | $4859.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2013-C11, Class B                             | CUSIP: 92937EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157072 | PA      | $154236.67    | 0.07%             | 2045-03-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                             | Standard Industries, Inc.                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122099.89    | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| InterDigital, Inc.                                                                    | InterDigital, Inc.                                                                    | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $26071.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $35.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonos, Inc.                                                                           | Sonos, Inc.                                                                           | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |       361 | NS      | $3711.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C32, Class AS         | CUSIP: 61691GAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $401509.93    | 0.18%             | 2049-12-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                          | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1                                | CUSIP: 05682GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250371.62    | 0.11%             | 2035-04-22      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                   | Synchrony Financial                                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       759 | NS      | $43756.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                                                        | Tapestry, Inc.                                                                        | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     33000 | PA      | $28811.78     | 0.01%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                       | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90880 | PA      | $90826.75     | 0.04%             | 2045-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                       | PRA Group, Inc.                                                                       | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148811.55    | 0.07%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate, Inc.                                                            | Anywhere Real Estate, Inc.                                                            | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      1053 | NS      | $3674.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                                    | Lam Research Corp.                                                                    | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1465 | NS      | $118357.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                                                     | Mitsui & Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |      6000 | NS      | $125286.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Carter's, Inc.                                                                        | Carter's, Inc.                                                                        | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      1186 | NS      | $37204.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp.                                                                 | Gulfport Energy Corp.                                                                 | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        19 | NS      | $3638.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                                                     | Merchants Bancorp                                                                     | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |       208 | NS      | $6660.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7, Inc.                                                                          | Rapid7, Inc.                                                                          | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |       457 | NS      | $10488.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69362.74     | 0.03%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp.                                                                 | Hancock Whitney Corp.                                                                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       438 | NS      | $23945.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                                                   | Expand Energy Corp.                                                                   | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177164.23    | 0.08%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                           | Rogers Communications, Inc.                                                           | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    182000 | PA      | $183384.07    | 0.08%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica (The)                                                           | Jamaica Government Bond                                                               | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    100000 | PA      | $116452.00    | 0.05%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp.                                                                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51755.50     | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31409.98     | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-22136.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                          | Humana, Inc.                                                                          | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    156000 | PA      | $160108.45    | 0.07%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1                       | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43038 | PA      | $43292.94     | 0.02%             | 2043-07-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                     | Exxon Mobil Corp.                                                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      5168 | NS      | $528686.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                                    | VICI Properties LP                                                                    | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106438.52    | 0.05%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618FRPC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    284554 | PA      | $295255.28    | 0.13%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                        | Alphabet, Inc., Class A                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     12708 | NS      | $2182471.92   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                                                           | Brinker International, Inc.                                                           | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       179 | NS      | $30900.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                                                                  | Addus HomeCare Corp.                                                                  | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |        35 | NS      | $3881.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                                                        | Apollo Global Management, Inc.                                                        | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       707 | NS      | $49475.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                                                                     | Hanesbrands, Inc.                                                                     | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116321.04    | 0.05%             | 2031-02-15      | Fixed         | 9.00%                 | 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      | $-264.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                   | Georgia-Pacific LLC                                                                   | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155494.63    | 0.07%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45471.11     | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CubeSmart                                                                             | CubeSmart                                                                             | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1010 | NS      | $43187.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-LC19, Class B                                        | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289000 | PA      | $285419.03    | 0.13%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    476428 | PA      | $412048.93    | 0.18%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                                           | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                             | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     46013 | PA      | $45357.79     | 0.02%             | 2029-11-01      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                                  | Frontier Communications Holdings LLC                                                  | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $63107.84     | 0.03%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                         | Walmart, Inc.                                                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       954 | NS      | $94178.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                                      | Zions Bancorp NA                                                                      | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       941 | NS      | $44565.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617K4VB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15558 | PA      | $15769.92     | 0.01%             | 2049-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                       | CME Group, Inc.                                                                       | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       162 | NS      | $46818.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                                                       | Ingredion, Inc.                                                                       | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       354 | NS      | $49248.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                                                       | AES Corp. (The)                                                                       | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102675.89    | 0.05%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618G7SL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    417001 | PA      | $430494.25    | 0.19%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                              | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25695.88     | 0.01%             | 2029-07-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                    | Berry Global, Inc.                                                                    | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11209.66     | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                   | Valero Energy Corp.                                                                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1631 | NS      | $210350.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                                      | Deutsche Bank AG                                                                      | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    170000 | PA      | $163700.34    | 0.07%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class B                       | CUSIP: 95000XAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491000 | PA      | $460406.97    | 0.20%             | 2050-09-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc.                                                           | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92662.29     | 0.04%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Resideo Technologies, Inc.                                                            | Resideo Technologies, Inc.                                                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       279 | NS      | $5775.30      | 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      | $164.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                                    | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B2                | CUSIP: N8232NAM9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     34564 | PA      | $34715.25     | 0.02%             | 2028-04-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| D-Wave Quantum, Inc.                                                                  | D-Wave Quantum, Inc.                                                                  | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |       448 | NS      | $7315.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133BSPX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255703 | PA      | $254839.91    | 0.11%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                        | Morgan Stanley Capital I Trust, Series 2018-L1, Class C                               | CUSIP: 61691QAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263000 | PA      | $236198.59    | 0.11%             | 2051-10-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116955.46    | 0.05%             | 2027-07-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Intrepid Potash, Inc.                                                                 | Intrepid Potash, Inc.                                                                 | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |        99 | NS      | $3738.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                                                          | Evolution AB                                                                          | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        44 | NS      | $3018.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                                    | Station Place Securitization Trust, Series 2024-5, Class A                            | CUSIP: 85778YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $355069.72    | 0.16%             | 2025-08-04      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1                       | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14036 | PA      | $14355.03     | 0.01%             | 2042-12-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| OneSpan, Inc.                                                                         | OneSpan, Inc.                                                                         | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |       234 | NS      | $3727.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics, Inc.                                                              | Tango Therapeutics, Inc.                                                              | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1230 | NS      | $2730.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                                                                 | Cal-Maine Foods, Inc.                                                                 | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       241 | NS      | $23119.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DM4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1094207 | PA      | $905578.84    | 0.40%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133BMGQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238683 | PA      | $226547.49    | 0.10%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80142.44     | 0.04%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                            | Alexander Funding Trust II                                                            | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106056.10    | 0.05%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                                         | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                             | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |        39 | NS      | $25267.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                                   | Ascend Learning LLC, Second Lien, Initial CME Term Loan                               | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     37616 | PA      | $37510.00     | 0.02%             | 2029-12-10      | Variable      | 10.18%                | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                    | A&D Mortgage Trust, Series 2023-NQM2, Class A1                                        | CUSIP: 00002DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318096 | PA      | $318925.31    | 0.14%             | 2068-05-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     81000 | PA      | $67234.54     | 0.03%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Balchem Corp.                                                                         | Balchem Corp.                                                                         | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |        24 | NS      | $4000.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2022-R08, Class 1M1                       | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143245 | PA      | $146496.18    | 0.07%             | 2042-07-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3968.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                           | Huntington Bancshares, Inc.                                                           | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      3019 | NS      | $47186.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics, Inc.                                                              | Stoke Therapeutics, Inc.                                                              | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |       591 | NS      | $5638.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd.                                                                        | Rio Tinto Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |       155 | NS      | $11271.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                                   | CF Industries, Inc.                                                                   | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102935.08    | 0.05%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                          | NVIDIA Corp.                                                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     23545 | NS      | $3181635.85   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M1                       | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9156 | PA      | $9164.87      | 0.00%             | 2044-09-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                      | Amazon.com, Inc.                                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      7036 | NS      | $1442450.36   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74512.97     | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                         | Freedom Mortgage Holdings LLC                                                         | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118608.89    | 0.05%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                      | ServiceNow, Inc.                                                                      | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    176000 | PA      | $150639.96    | 0.07%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| New Jersey Resources Corp.                                                            | New Jersey Resources Corp.                                                            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       473 | NS      | $21705.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                                        | EPR Properties                                                                        | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      5758 | NS      | $320663.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                        | Alimentation Couche-Tard, Inc.                                                        | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    146000 | PA      | $142938.35    | 0.06%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                    | Southern Co. (The)                                                                    | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128708.33    | 0.06%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Xperi, Inc.                                                                           | Xperi, Inc.                                                                           | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       538 | NS      | $4191.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                                                         | Centene Corp.                                                                         | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    155000 | PA      | $131384.40    | 0.06%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                                 | Wrangler Holdco Corp.                                                                 | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30960.60     | 0.01%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OPENLANE, Inc.                                                                        | OPENLANE, Inc.                                                                        | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |       156 | NS      | $3577.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179XQU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    253784 | PA      | $233659.91    | 0.10%             | 2053-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd.                                                   | Credo Technology Group Holding Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       484 | NS      | $29504.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                       | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    198000 | PA      | $171175.90    | 0.08%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mercantile Bank Corp.                                                                 | Mercantile Bank Corp.                                                                 | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |        77 | NS      | $3400.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 15 Year                                                                         | CUSIP: 3140XBYB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    978630 | PA      | $862471.42    | 0.38%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                                                            | Essex Property Trust, Inc.                                                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        77 | NS      | $21860.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XF4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1158951 | PA      | $913596.49    | 0.41%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd.                                                                     | Enstar Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |        67 | NS      | $22445.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission, Inc.                                                            | Allison Transmission, Inc.                                                            | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49969.84     | 0.02%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ubiquiti, Inc.                                                                        | Ubiquiti, Inc.                                                                        | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $41900.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA LUX SARL / JBS USA Food Co. / JBS USA Foods Group                             | JBS USA LUX SARL / JBS USA Food Co. / JBS USA Foods Group                             | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40760.65     | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                   | Toyota Auto Receivables Owner Trust, Series 2023-B, Class A3                          | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73896 | PA      | $73973.83     | 0.03%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                                    | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B1                | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     33705 | PA      | $33859.40     | 0.02%             | 2028-04-03      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                           | Philippines Government Bond                                                           | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $195902.39    | 0.09%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                | Mauser Packaging Solutions Holding Co.                                                | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90966.24     | 0.04%             | 2027-04-15      | Fixed         | 7.88%                 | 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      | $3652.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183965.35    | 0.08%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                                  | BBCMS Mortgage Trust, Series 2025-5C34, Class XA                                      | CUSIP: 07337BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1631000 | PA      | $82025.76     | 0.04%             | 2058-05-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146308.08    | 0.07%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co.                                                         | Northwest Natural Holding Co.                                                         | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       100 | NS      | $4097.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                                                            | Northwest Bancshares, Inc.                                                            | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       286 | NS      | $3512.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumis, Inc.                                                                          | Alumis, Inc.                                                                          | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       685 | NS      | $2397.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40546.72     | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                        | EPR Properties                                                                        | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42553.23     | 0.02%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-DC1, Class B                                         | CUSIP: 12629NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352000 | PA      | $341276.39    | 0.15%             | 2048-02-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                           | NN Group NV                                                                           | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |      1945 | NS      | $122382.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                             | KLA Corp.                                                                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        70 | NS      | $52981.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings, Inc.                                                                  | ENEOS Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      4500 | NS      | $21321.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $598.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    247000 | PA      | $250025.15    | 0.11%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                              | Option Care Health, Inc.                                                              | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       374 | NS      | $12222.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp.                                                                          | Subaru Corp.                                                                          | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |       300 | NS      | $5507.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd.                                                                    | Futu Holdings Ltd.                                                                    | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |       300 | NS      | $30579.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2019-C49, Class B                       | CUSIP: 95001WBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    581000 | PA      | $561128.35    | 0.25%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180000 | PA      | $1183595.32   | 0.53%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Financial Institutions, Inc.                                                          | Financial Institutions, Inc.                                                          | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       143 | NS      | $3692.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                                                         | Gartner, Inc.                                                                         | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    180000 | PA      | $168236.59    | 0.07%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. / Canada's Wonderland Co. | Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. / Canada's Wonderland Co. | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35704.62     | 0.02%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp.                                               | Big River Steel LLC / BRS Finance Corp.                                               | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70568.75     | 0.03%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                                      | Sony Group Corp.                                                                      | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       400 | NS      | $10706.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                              | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     15859 | NS      | $765672.52    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                                               | Ukraine Government Bond                                                               | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     35820 | PA      | $13589.21     | 0.01%             | 2034-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                                | Aircastle Ltd. / Aircastle Ireland DAC                                                | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $149403.53    | 0.07%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Putnam Government Money Market Fund                                                   | Putnam Government Money Market Fund, Class G                                          | CUSIP: 74680A802<br>LEI: 549300SEUI2XMME8T893 | Long             | STIV             | RF                | US        |   3254670 | NS      | $3254670.03   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                                                        | TechnipFMC plc                                                                        | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |      1590 | NS      | $49528.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings, Inc.                                                                | Hilltop Holdings, Inc.                                                                | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       514 | NS      | $15327.48     | 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      | $514.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                          | Ecopetrol SA                                                                          | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    170000 | PA      | $167228.18    | 0.07%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                       | Eli Lilly & Co.                                                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       171 | NS      | $126141.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman International LLC                                                            | Huntsman International LLC                                                            | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    238000 | PA      | $222792.77    | 0.10%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                                    | Station Place Securitization Trust, Series 2024-2, Class A                            | CUSIP: 85770KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $120094.93    | 0.05%             | 2025-06-22      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.                                          | American Axle & Manufacturing Holdings, Inc.                                          | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |      2332 | NS      | $10237.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyeth LLC                                                                             | Wyeth LLC                                                                             | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8385.54      | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                  | Columbia Pipelines Operating Co. LLC                                                  | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $73435.33     | 0.03%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81998.41     | 0.04%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                        | Qatar Government Bond                                                                 | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    170000 | PA      | $189874.05    | 0.08%             | 2040-01-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Proto Labs, Inc.                                                                      | Proto Labs, Inc.                                                                      | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       139 | NS      | $5140.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries, Inc.                                                                   | CF Industries, Inc.                                                                   | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9970.73      | 0.00%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Link REIT                                                                             | Link REIT                                                                             | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |      1000 | NS      | $5292.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    103000 | PA      | $91209.74     | 0.04%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79730.08     | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2150.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                            | United Natural Foods, Inc.                                                            | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       132 | NS      | $4035.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First-Citizens Bank & Trust Co.                                                       | First-Citizens Bank & Trust Co.                                                       | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    192000 | PA      | $198841.29    | 0.09%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                             | Sunoco LP                                                                             | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85067.29     | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                                | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-C10, Class C      | CUSIP: 46639JAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41498 | PA      | $39275.53     | 0.02%             | 2047-12-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 2 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        28 | NC      | $6301.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grindr, Inc.                                                                          | Grindr, Inc.                                                                          | CUSIP: 39854F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       514 | NS      | $12551.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                             | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    133000 | PA      | $131929.34    | 0.06%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                           | Crocs, Inc.                                                                           | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47243.19     | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                                | Paraguay Government Bond                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    240000 | PA      | $214980.00    | 0.10%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                            | Cloud Software Group, Inc.                                                            | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74978.24     | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mineralys Therapeutics, Inc.                                                          | Mineralys Therapeutics, Inc.                                                          | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       233 | NS      | $3630.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM Finance Ltd.                                                                     | GGAM Finance Ltd.                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $30894.03     | 0.01%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                | Aramark Services, Inc.                                                                | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94085.43     | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     64000 | PA      | $50834.80     | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                                         | Foundation Building Materials, Inc., First Lien, 2025 Incremental CME Term Loan       | CUSIP: 35039KAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4726.25      | 0.00%             | 2031-01-29      | Variable      | 9.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-126.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F050668<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-968090.54   | -0.43%            | 2055-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140JS4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14752 | PA      | $14464.00     | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc.                                                           | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64251.40     | 0.03%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                            | Huntsman International LLC                                                            | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82098.50     | 0.04%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                        | DISH DBS Corp.                                                                        | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $78621.69     | 0.03%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                         | Cummins, Inc.                                                                         | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       145 | NS      | $46614.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $86222.73     | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Insmed, Inc.                                                                          | Insmed, Inc.                                                                          | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       462 | NS      | $32215.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                                                          | Intuit, Inc.                                                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        69 | NS      | $51989.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary                                                                               | Hungary Government Bond                                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $200800.90    | 0.09%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                         | Owens Corning                                                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       327 | NS      | $43801.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co.                                                                     | Georgia Power Co.                                                                     | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133040.93    | 0.06%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Scorpio Tankers, Inc.                                                                 | Scorpio Tankers, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |       502 | NS      | $19949.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $90748.19     | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                                    | CenterPoint Energy Resources Corp.                                                    | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69356.79     | 0.03%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Rhythm Pharmaceuticals, Inc.                                                          | Rhythm Pharmaceuticals, Inc.                                                          | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |        68 | NS      | $4170.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                                          | CaixaBank SA                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $205485.12    | 0.09%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Urban Outfitters, Inc.                                                                | Urban Outfitters, Inc.                                                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       104 | NS      | $7269.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                     | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58542.44     | 0.03%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                              | Penn Entertainment, Inc.                                                              | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74093.84     | 0.03%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trustmark Corp.                                                                       | Trustmark Corp.                                                                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       418 | NS      | $14404.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TMS International Corp.                                                               | TMS International Corp.                                                               | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74695.07     | 0.03%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                                 | Chobani Holdco II LLC                                                                 | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31258 | PA      | $33300.30     | 0.01%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                           | Phillips 66                                                                           | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       390 | NS      | $44257.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                                   | Fifth Third Bancorp                                                                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    138000 | PA      | $144379.91    | 0.06%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                        | WP Carey, Inc.                                                                        | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       819 | NS      | $51400.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                                                               | Abercrombie & Fitch Co., Class A                                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       207 | NS      | $16247.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp.                                                                   | CNA Financial Corp.                                                                   | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79807.13     | 0.04%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                          | AES Andes SA                                                                          | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $201145.60    | 0.09%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class M1                                   | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     11378 | PA      | $11466.38     | 0.01%             | 2043-11-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                                       | Snowflake, Inc., Class A                                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       274 | NS      | $56353.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                                        | BHP Group Ltd.                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       368 | NS      | $8960.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76930.06     | 0.03%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                             | Sanofi SA                                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       474 | NS      | $46945.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                                    | Oversea-Chinese Banking Corp. Ltd.                                                    | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |      2600 | NS      | $32656.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     97000 | PA      | $90603.89     | 0.04%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617LELG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32767 | PA      | $28823.61     | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Limbach Holdings, Inc.                                                                | Limbach Holdings, Inc.                                                                | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |        41 | NS      | $5257.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                                                                      | GE Vernova, Inc.                                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       874 | NS      | $413384.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wachovia Bank Commercial Mortgage Trust                                               | Wachovia Bank Commercial Mortgage Trust, Series 2006-C29                              | CUSIP: 92978PAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12938 | PA      | $28.18        | 0.00%             | 2048-11-15      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                       | Virginia Electric and Power Co.                                                       | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    128000 | PA      | $125830.12    | 0.06%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services, Inc.                                                             | Kodiak Gas Services, Inc.                                                             | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $3389.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                                    | Dominican Republic Government Bond                                                    | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $103160.00    | 0.05%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                       | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70881.79     | 0.03%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                                        | Fortescue Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     11726 | NS      | $116659.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                                                               | GSK plc                                                                               | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      4925 | NS      | $100046.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                                  | Colombia Government Bond                                                              | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    250000 | PA      | $256720.00    | 0.11%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                                        | Sumitomo Corp.                                                                        | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |      2300 | NS      | $58573.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                      | GE HealthCare Technologies, Inc.                                                      | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112945.29    | 0.05%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                               | Massachusetts Mutual Life Insurance Co.                                               | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    136000 | PA      | $87291.07     | 0.04%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                           | Apple, Inc.                                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     15189 | NS      | $3050710.65   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                                                        | Constellium SE, Class A                                                               | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |      1486 | NS      | $18040.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                                          | British American Tobacco plc                                                          | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      3827 | NS      | $172285.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT, Inc.                                                          | Apple Hospitality REIT, Inc.                                                          | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |       282 | NS      | $3268.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                                                               | DuPont de Nemours, Inc.                                                               | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    234000 | PA      | $231127.50    | 0.10%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                       | Automatic Data Processing, Inc.                                                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2399 | NS      | $780946.47    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                                                      | SiriusPoint Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |       275 | NS      | $5387.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc.                                                               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50844.10     | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nurix Therapeutics, Inc.                                                              | Nurix Therapeutics, Inc.                                                              | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       324 | NS      | $3444.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                            | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                 | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72222 | PA      | $71581.23     | 0.03%             | 2028-04-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                           | Swedbank AB, Class A                                                                  | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |      2217 | NS      | $60030.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                                        | DoorDash, Inc., Class A                                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       224 | NS      | $46737.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator Midco GmbH                                                                | TK Elevator Midco GmbH, First Lien, CME Term Loan, B1                                 | CUSIP: D9000BAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     70263 | PA      | $70510.57     | 0.03%             | 2030-04-30      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5471, Class FD                                                          | CUSIP: 3137HH7E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134549 | PA      | $133766.33    | 0.06%             | 2054-11-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DexKo Global, Inc.                                                                    | DexKo Global, Inc., First Lien, Closing Date Dollar CME Term Loan                     | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44731 | PA      | $42891.23     | 0.02%             | 2028-10-04      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105293.86    | 0.05%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                       | Brunswick Corp.                                                                       | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    126000 | PA      | $93242.63     | 0.04%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                                | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35204.20     | 0.02%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                                 | GEO Group, Inc. (The)                                                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |       143 | NS      | $3881.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                             | Recruit Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |      2200 | NS      | $131032.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                                 | Ahead DB Holdings LLC                                                                 | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49322.43     | 0.02%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28258.34     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                                          | Komatsu Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |      3400 | NS      | $103330.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F060667<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -2000000 | PA      | $-2019835.42  | -0.90%            | 2055-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $48.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                         | Dornoch Debt Merger Sub, Inc.                                                         | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $61586.08     | 0.03%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hudson Technologies, Inc.                                                             | Hudson Technologies, Inc.                                                             | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       705 | NS      | $5040.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-HQA4, Class M1                                   | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     10796 | PA      | $10787.36     | 0.00%             | 2041-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $87826.13     | 0.04%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M2                                   | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    108000 | PA      | $108906.55    | 0.05%             | 2041-11-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                                          | Dai-ichi Life Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |     10300 | NS      | $80396.60     | 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      | $89.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Gamma Acquisition BV                                                        | Energizer Gamma Acquisition BV                                                        | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $107878.08    | 0.05%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FDJ United                                                                            | FDJ United                                                                            | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |      1823 | NS      | $66902.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, 30 Year                                                                      | CUSIP: 3622A2XY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    958528 | PA      | $863416.10    | 0.38%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                                | Birch Grove CLO 2 Ltd., Series 2021-2A, Class A1R                                     | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $125566.67    | 0.06%             | 2037-10-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy, Inc.                                                               | Excelerate Energy, Inc., Class A                                                      | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $3488.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DVMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    586298 | PA      | $508418.49    | 0.23%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                                    | Vodafone Group plc                                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |    124750 | NS      | $129373.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rayonier Advanced Materials, Inc.                                                     | Rayonier Advanced Materials, Inc.                                                     | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |       918 | NS      | $3534.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                                                               | Lantheus Holdings, Inc.                                                               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       262 | NS      | $19796.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30579.09     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                 | Cheniere Energy, Inc.                                                                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       191 | NS      | $45265.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                                                | Mercedes-Benz Group AG                                                                | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      1711 | NS      | $102313.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                       | Air Lease Corp.                                                                       | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    189000 | PA      | $175271.75    | 0.08%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    291000 | PA      | $281360.63    | 0.13%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                     | Ross Stores, Inc.                                                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       192 | NS      | $26897.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103992.66    | 0.05%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163491.36    | 0.07%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Virtus Investment Partners, Inc.                                                      | Virtus Investment Partners, Inc.                                                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        66 | NS      | $11266.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McAfee Corp.                                                                          | McAfee Corp.                                                                          | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    190000 | PA      | $175896.67    | 0.08%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                                    | Barclays Commercial Mortgage Trust, Series 2019-C5, Class C                           | CUSIP: 05492JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402000 | PA      | $353020.32    | 0.16%             | 2052-11-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                       | National Health Investors, Inc.                                                       | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |        48 | NS      | $3480.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviation Capital Group LLC                                                            | Aviation Capital Group LLC                                                            | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144207.61    | 0.06%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SPDR S&P 500 ETF Trust                                                                | SPDR S&P 500 ETF Trust                                                                | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             |  | RF                | US        |       938 | NS      | $552847.82    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                                 | Athene Global Funding                                                                 | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113464.34    | 0.05%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 5 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        37 | NC      | $11264.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                                    | VICI Properties LP                                                                    | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14801.65     | 0.01%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                        | Tapestry, Inc.                                                                        | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94201.43     | 0.04%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class AS                      | CUSIP: 94989WAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193000 | PA      | $191297.74    | 0.09%             | 2048-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Neste OYJ                                                                             | Neste OYJ                                                                             | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |      6244 | NS      | $66981.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                        | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $100941.68    | 0.04%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                                 | Spotify Technology SA                                                                 | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |       268 | NS      | $178257.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                    | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81815.16     | 0.04%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                                  | Allstate Corp. (The)                                                                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       208 | NS      | $43652.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International, Inc.                                                               | NPK International, Inc.                                                               | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |       567 | NS      | $4587.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker, Inc.                                                                      | NEXTracker, Inc., Class A                                                             | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $6009.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $99367.77     | 0.04%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2013-CR6, Class B                                         | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158971 | PA      | $155137.05    | 0.07%             | 2046-03-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                  | Edison International                                                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     11500 | NS      | $639975.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA                                         | Banco Latinoamericano de Comercio Exterior SA, Class E                                | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | NUSS              | PA        |       158 | NS      | $6481.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1066565 | PA      | $949571.55    | 0.42%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berry Corp.                                                                           | Berry Corp.                                                                           | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1358 | NS      | $3245.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                                                          | Mueller Water Products, Inc., Class A                                                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |       198 | NS      | $4856.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                     | Johnson & Johnson                                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6347 | NS      | $985117.87    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                                                          | Kenvue, Inc.                                                                          | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15072.60     | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                     | Merck & Co., Inc.                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     10708 | NS      | $822802.72    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Mortgage Trust                                                                    | BMO Mortgage Trust, Series 2025-5C10, Class XA                                        | CUSIP: 05615BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1022000 | PA      | $57847.96     | 0.03%             | 2058-05-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Blueprint Medicines Corp.                                                             | Blueprint Medicines Corp.                                                             | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |        45 | NS      | $4560.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                                      | Mastercard, Inc., Class A                                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        91 | NS      | $53289.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                        | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61461.66     | 0.03%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Innospec, Inc.                                                                        | Innospec, Inc.                                                                        | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       124 | NS      | $10549.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     55000 | PA      | $54395.60     | 0.02%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     26412 | NS      | $734253.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152828.70    | 0.07%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                         | Mill City Mortgage Loan Trust, Series 2023-NQM1, Class A1                             | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252655 | PA      | $252768.38    | 0.11%             | 2067-10-25      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                                    | Hormel Foods Corp.                                                                    | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      1642 | NS      | $50376.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Mortgage Trust                                                              | Benchmark Mortgage Trust, Series 2020-B21, Class XA                                   | CUSIP: 08163LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5448387 | PA      | $317104.85    | 0.14%             | 2053-12-17      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    251000 | PA      | $255550.32    | 0.11%             | 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        |     12643 | NS      | $668435.41    | 0.30%             |  |  |  | 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      | $-627.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                          | Pfizer, Inc.                                                                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     31763 | NS      | $746112.87    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                        | BNP Paribas SA                                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      1104 | NS      | $96682.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                    | Dominican Republic Government Bond                                                    | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $141247.50    | 0.06%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                      | Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                      | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149228.99    | 0.07%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                                | Palmer Square CLO Ltd., Series 2021-3A, Class B                                       | CUSIP: 69688FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250476.35    | 0.11%             | 2035-01-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fiverr International Ltd.                                                             | Fiverr International Ltd.                                                             | CUSIP: 33835LAA3<br>LEI: 549300Z8OREY6THCPF67 | Long             | DBT              | CORP              | IL        |     65000 | PA      | $63862.50     | 0.03%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                                     | Sonova Holding AG                                                                     | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |       119 | NS      | $37378.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5178.92      | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Udemy, Inc.                                                                           | Udemy, Inc.                                                                           | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |       513 | NS      | $3755.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury Long Bonds                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -5 | NC      | $-3430.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43815.77     | 0.02%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                         | Equinix, Inc.                                                                         | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207278.34    | 0.09%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| McGrath RentCorp                                                                      | McGrath RentCorp                                                                      | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |        49 | NS      | $5506.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                                                                  | Teladoc Health, Inc.                                                                  | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      1748 | NS      | $12096.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co., Inc.                                                    | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107268.74    | 0.05%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XHXD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259485 | PA      | $246449.85    | 0.11%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                           | QXO Building Products, Inc.                                                           | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138759.73    | 0.06%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                           | Capital One Financial Corp.                                                           | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     78000 | PA      | $87014.21     | 0.04%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Curbline Properties Corp.                                                             | Curbline Properties Corp.                                                             | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |       435 | NS      | $9870.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                                                 | Las Vegas Sands Corp.                                                                 | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      1205 | NS      | $49597.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                                                                            | Snap, Inc.                                                                            | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187578.16    | 0.08%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H020667<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $803540.28    | 0.36%             | 2055-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                                         | Industria de Diseno Textil SA                                                         | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      1155 | NS      | $62572.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                                    | Vertiv Group Corp.                                                                    | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    188000 | PA      | $182272.32    | 0.08%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72635.74     | 0.03%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                                    | Levi Strauss & Co.                                                                    | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102905.65    | 0.05%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Group plc                                                             | Legal & General Group plc                                                             | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |     35031 | NS      | $117534.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                                                            | Taylor Morrison Home Corp., Class A                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       419 | NS      | $23581.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                                                | Cie de Saint-Gobain SA                                                                | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       974 | NS      | $109656.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.                                                   | Sun Country Airlines Holdings, Inc.                                                   | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       493 | NS      | $5708.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                                                           | Tesla, Inc.                                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2785 | NS      | $964891.10    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F062663<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-1026922.09  | -0.46%            | 2055-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58441.34     | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27042.03     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                                                            | ZOZO, Inc.                                                                            | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |      1800 | NS      | $19503.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                           | Pandora A/S                                                                           | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |       408 | NS      | $74579.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Amalgamated Financial Corp.                                                           | Amalgamated Financial Corp.                                                           | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       291 | NS      | $8794.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                                             | Kering SA                                                                             | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |        36 | NS      | $7036.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                   | LBM Acquisition LLC                                                                   | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44223.00     | 0.02%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health, Inc.                                                              | Hims & Hers Health, Inc.                                                              | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |       396 | NS      | $22397.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Nigeria                                                           | Nigeria Government Bond                                                               | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $170317.69    | 0.08%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                      | Deutsche Post AG                                                                      | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      1957 | NS      | $87816.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Industries, Inc.                                                              | Mueller Industries, Inc.                                                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       388 | NS      | $30213.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                                                | Howmet Aerospace, Inc.                                                                | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    124000 | PA      | $129951.50    | 0.06%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                              | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26651.30     | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                               | Regions Financial Corp.                                                               | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      1978 | NS      | $42408.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                                                        | Watts Water Technologies, Inc., Class A                                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       115 | NS      | $27843.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                                               | KB Home                                                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |        75 | NS      | $3868.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                                                        | Cargurus, Inc., Class A                                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |       603 | NS      | $18898.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                          | Vistra Corp.                                                                          | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66750.91     | 0.03%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SPX Technologies, Inc.                                                                | SPX Technologies, Inc.                                                                | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |        28 | NS      | $4258.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp.                        | Sitio Royalties Operating Partnership LP / Sitio Finance Corp.                        | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72251.48     | 0.03%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2                                   | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     16343 | PA      | $16412.77     | 0.01%             | 2034-01-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61416.82     | 0.03%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                            | Builders FirstSource, Inc.                                                            | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39903.25     | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Teekay Tankers Ltd.                                                                   | Teekay Tankers Ltd., Class A                                                          | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | BM        |       428 | NS      | $18913.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp.                                                                 | Mercury General Corp.                                                                 | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |        31 | NS      | $1998.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                                  | Glencore Funding LLC                                                                  | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150922.92    | 0.07%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                                                            | Korn Ferry                                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       187 | NS      | $12717.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities, Series 2018-C04, Class 2M2                        | CUSIP: 30711XR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     60599 | PA      | $62426.68     | 0.03%             | 2030-12-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                          | American Express Credit Account Master Trust, Series 2022-4, Class A                  | CUSIP: 02582JJX9<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    605000 | PA      | $605960.56    | 0.27%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                                                 | Arista Networks, Inc.                                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1642 | NS      | $142262.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                          | Jones Deslauriers Insurance Management, Inc.                                          | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36778.32     | 0.02%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                                     | Rain Carbon, Inc.                                                                     | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67804.62     | 0.03%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140FXDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1118372 | PA      | $992733.58    | 0.44%             | 2056-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXII Ltd.                                                            | Sound Point CLO XXXII Ltd., Series 2021-4A, Class A                                   | CUSIP: 83616AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250466.08    | 0.11%             | 2034-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                            | Prudential Financial, Inc.                                                            | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      4071 | NS      | $422936.19    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                                   | Medline Borrower LP                                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75458.53     | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hyster-Yale, Inc.                                                                     | Hyster-Yale, Inc.                                                                     | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $4859.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture XIX CLO Ltd.                                                                  | Venture XIX CLO Ltd., Series 2014-19A, Class ARR                                      | CUSIP: 92330EAP2<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |    152198 | PA      | $152457.98    | 0.07%             | 2032-01-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| OceanFirst Financial Corp.                                                            | OceanFirst Financial Corp.                                                            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       335 | NS      | $5631.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WaVe Life Sciences Ltd.                                                               | WaVe Life Sciences Ltd.                                                               | CUSIP: N/A<br>LEI: 54930070006GPKFYZ813       | Long             | EC               | CORP              | SG        |       591 | NS      | $3551.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                                                          | ALLETE, Inc.                                                                          | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |        91 | NS      | $5918.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argentine Republic (The)                                                              | Argentina Government Bond                                                             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    280000 | PA      | $188720.00    | 0.08%             | 2035-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                                | Playtika Holding Corp.                                                                | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |     45329 | NS      | $214859.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                           | United Parcel Service, Inc., Class B                                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      7025 | NS      | $685218.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                                   | Fifth Third Bancorp                                                                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5013.45      | 0.00%             | 2030-09-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YKM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    428750 | PA      | $374885.66    | 0.17%             | 2053-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                             | Thales SA                                                                             | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        54 | NS      | $16538.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SITE Centers Corp.                                                                    | SITE Centers Corp.                                                                    | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      1304 | NS      | $15543.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp.                                                                     | ACCO Brands Corp.                                                                     | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |       948 | NS      | $3403.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                                                | Cathay General Bancorp                                                                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       478 | NS      | $20484.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      2813 | NS      | $89736.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnite, Inc.                                                                         | Magnite, Inc.                                                                         | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |       458 | NS      | $7492.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                                                            | Simon Property Group, Inc.                                                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      4103 | NS      | $669076.21    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions, Inc.                                                                 | Viavi Solutions, Inc.                                                                 | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |       362 | NS      | $3297.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro CLO XII Ltd.                                                                  | Allegro CLO XII Ltd., Series 2020-1A, Class A1R                                       | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250841.67    | 0.11%             | 2037-07-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                           | ONEOK, Inc.                                                                           | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151371.66    | 0.07%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    251000 | PA      | $244920.17    | 0.11%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                      | Omega Healthcare Investors, Inc.                                                      | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      1225 | NS      | $45325.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $42267.12     | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                     | Boise Cascade Co.                                                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       173 | NS      | $15030.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| White Cap Supply Holdings LLC                                                         | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                           | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     98369 | PA      | $97577.94     | 0.04%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                                              | Precision Drilling Corp.                                                              | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48062.41     | 0.02%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                      | CVS Health Corp.                                                                      | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181758.06    | 0.08%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                              | Argentina Government Bond                                                             | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    246400 | PA      | $193547.20    | 0.09%             | 2030-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan      | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     54606 | PA      | $53718.37     | 0.02%             | 2028-08-23      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                               | Eni SpA                                                                               | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      1419 | NS      | $20926.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Therapeutics, Inc.                                                               | Sage Therapeutics, Inc.                                                               | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      1436 | NS      | $9276.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                                              | Vinci SA                                                                              | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      1102 | NS      | $157460.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    192000 | PA      | $199503.94    | 0.09%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                         | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61911.54     | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                               | RR Donnelley & Sons Co.                                                               | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120418.54    | 0.05%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Arlo Technologies, Inc.                                                               | Arlo Technologies, Inc.                                                               | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |       834 | NS      | $11942.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Bulgaria                                                                  | Bulgaria Government Bond                                                              | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     80000 | PA      | $77436.68     | 0.03%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                    | Johnson Controls International plc                                                    | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       523 | NS      | $53016.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications, Inc.                                                            | Weave Communications, Inc.                                                            | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       583 | NS      | $5625.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                      | American Builders & Contractors Supply Co., Inc.                                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60600.51     | 0.03%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                                    | Publicis Groupe SA                                                                    | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |       268 | NS      | $29213.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                           | Apollo Commercial Real Estate Finance, Inc.                                           | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74761.14     | 0.03%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1836.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Interface, Inc.                                                                       | Interface, Inc., Class A                                                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       767 | NS      | $15409.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1370000 | PA      | $770116.61    | 0.34%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2770000 | PA      | $2607965.83   | 1.16%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    257524 | PA      | $237046.08    | 0.11%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                           | Wayfair LLC                                                                           | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73232.42     | 0.03%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                     | Brink's Co. (The)                                                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       221 | NS      | $18135.26     | 0.01%             |  |  |  | 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        |       157 | NS      | $85157.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems, Inc.                                                                     | Pegasystems, Inc.                                                                     | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |       458 | NS      | $44952.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2024-93, Class FD                                                        | CUSIP: 3136BTK28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320798 | PA      | $319384.64    | 0.14%             | 2054-12-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                   | Petroleos Mexicanos                                                                   | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    170000 | PA      | $166909.01    | 0.07%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                                                                     | Essent Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |        67 | NS      | $3886.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                                                                        | Illumina, Inc.                                                                        | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85925.83     | 0.04%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                         | Gartner, Inc.                                                                         | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25616.84     | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                     | HF Sinclair Corp.                                                                     | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      1228 | NS      | $44367.64     | 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      | $42.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65908.44     | 0.03%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60229.19     | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP/Scientific Games US FinCo., Inc.                         | Scientific Games Holdings LP / Scientific Games US FinCo, Inc.                        | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71155.27     | 0.03%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                      | MPT Operating Partnership LP / MPT Finance Corp.                                      | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $158995.75    | 0.07%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                   | Athene Holding Ltd.                                                                   | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23914.75     | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                     | LendingClub Corp.                                                                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      1495 | NS      | $14994.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                                          | Barclays plc                                                                          | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201808.24    | 0.09%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Co., Inc.                                                           | CommScope Holding Co., Inc.                                                           | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       310 | NS      | $1872.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                                        | Enbridge, Inc.                                                                        | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $63722.11     | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82327.01     | 0.04%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                             | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class AS                 | CUSIP: 06054ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $203650.90    | 0.09%             | 2048-09-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| International Game Technology plc                                                     | International Game Technology plc                                                     | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |      1296 | NS      | $19064.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                                                         | Visteon Corp.                                                                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       244 | NS      | $20599.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Guatemala                                                                 | Guatemala Government Bond                                                             | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $211069.00    | 0.09%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                              | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    197000 | PA      | $187279.73    | 0.08%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                               | Ukraine Government Bond                                                               | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     25225 | PA      | $12348.58     | 0.01%             | 2036-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M1                       | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90563 | PA      | $90993.11     | 0.04%             | 2042-04-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                                | Home Depot, Inc. (The)                                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       280 | NS      | $103121.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                                                       | LGI Homes, Inc.                                                                       | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102977.20    | 0.05%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Arcturus Therapeutics Holdings, Inc.                                                  | Arcturus Therapeutics Holdings, Inc.                                                  | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       353 | NS      | $4423.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140QFA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1153458 | PA      | $906390.96    | 0.40%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MFA Financial, Inc.                                                                   | MFA Financial, Inc.                                                                   | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |       401 | NS      | $3729.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                                               | Daiichi Sankyo Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |      3600 | NS      | $95810.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                            | PG&E Corp.                                                                            | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140801.74    | 0.06%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                                | AXA SA                                                                                | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      2670 | NS      | $125851.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140QNEP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1166235 | PA      | $919331.92    | 0.41%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                                        | Comerica, Inc.                                                                        | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       802 | NS      | $45786.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings LP                                                                   | Kinetik Holdings LP                                                                   | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144240.58    | 0.06%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $80644.92     | 0.04%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $758.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd.                                                                  | HKT Trust & HKT Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     26000 | NS      | $37447.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Bird Corp.                                                                       | Blue Bird Corp.                                                                       | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       235 | NS      | $9094.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                                                 | Commercial Metals Co.                                                                 | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127396.79    | 0.06%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cinemark Holdings, Inc.                                                               | Cinemark Holdings, Inc.                                                               | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |       125 | NS      | $4221.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy, Inc.                                                                    | Viper Energy, Inc.                                                                    | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34848.73     | 0.02%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| California Water Service Group                                                        | California Water Service Group                                                        | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |        97 | NS      | $4583.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                              | VICI Properties LP / VICI Note Co., Inc.                                              | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $131408.50    | 0.06%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                            | Corebridge Financial, Inc.                                                            | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      1551 | NS      | $50578.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                                                | OMV AG                                                                                | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |      1126 | NS      | $60228.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                            | US Bancorp                                                                            | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    211000 | PA      | $175697.62    | 0.08%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Prothena Corp. plc                                                                    | Prothena Corp. plc                                                                    | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |       341 | NS      | $1565.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1                       | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47693 | PA      | $47804.29     | 0.02%             | 2044-09-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| M&G plc                                                                               | M&G plc                                                                               | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |     23744 | NS      | $75858.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gentherm, Inc.                                                                        | Gentherm, Inc.                                                                        | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       129 | NS      | $3530.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                                                                   | Tokyo Electron Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       400 | NS      | $62946.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                                                    | Telstra Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |     27177 | NS      | $83766.97     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                       | Sinclair Television Group, Inc.                                                       | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175239.75    | 0.08%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                               | Bank Leumi Le-Israel BM                                                               | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |      2243 | NS      | $36198.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. VI LLC                                                          | KKR Group Finance Co. VI LLC                                                          | CUSIP: 48252AAA9<br>LEI: 549300TUJWGHJM3FSJ07 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12492.71     | 0.01%             | 2029-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Maplebear, Inc.                                                                       | Maplebear, Inc.                                                                       | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1024 | NS      | $46766.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Missouri West, Inc.                                                            | Evergy Missouri West, Inc.                                                            | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    243000 | PA      | $246294.58    | 0.11%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                                    | Cerdia Finanz GmbH                                                                    | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     65000 | PA      | $66951.56     | 0.03%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140N4PL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285829 | PA      | $284007.73    | 0.13%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                                 | United Airlines, Inc.                                                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90295.29     | 0.04%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                                | Trane Technologies plc                                                                | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       119 | NS      | $51202.13     | 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      | $-2375.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1041.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                       | Brunswick Corp.                                                                       | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    113000 | PA      | $93328.24     | 0.04%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                             | Williams Cos., Inc. (The)                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       775 | NS      | $46895.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                       | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543000 | PA      | $556085.00    | 0.25%             | 2042-01-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $64473.48     | 0.03%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                    | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20906.76     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                         | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90378.69     | 0.04%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M1                       | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10887 | PA      | $10970.92     | 0.00%             | 2043-09-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                               | Bath & Body Works, Inc.                                                               | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136175.85    | 0.06%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                                | Lincoln National Corp.                                                                | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      1337 | NS      | $44308.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $61466.59     | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                                 | Indonesia Government Bond                                                             | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    390000 | PA      | $382889.48    | 0.17%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Icosavax, Inc.                                                                        | Icosavax, Inc., CVR                                                                   | CUSIP: 451CVR021<br>LEI: N/A                  | Long             |  | CORP              | US        |       230 | NS      | $69.00        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novocure Ltd.                                                                         | Novocure Ltd.                                                                         | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |      1033 | NS      | $19740.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                              | South Africa Government Bond                                                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $135360.00    | 0.06%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                                      | Old Republic International Corp.                                                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      1226 | NS      | $46342.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                              | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       267 | NS      | $46407.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                              | Hermes International SCA                                                              | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        40 | NS      | $110300.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                             | Serbia Government Bond                                                                | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $205520.76    | 0.09%             | 2028-05-26      | Fixed         | 6.25%                 | 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      | $-634.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                                 | Mexico Government Bond                                                                | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    380000 | PA      | $282131.00    | 0.13%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                                         | Foundation Building Materials, Inc., First Lien, Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74436 | PA      | $70135.17     | 0.03%             | 2031-01-29      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                      | Transocean, Inc.                                                                      | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     95000 | PA      | $64845.97     | 0.03%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                | Egypt Government Bond                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $170871.38    | 0.08%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                       | Eastern Energy Gas Holdings LLC                                                       | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84712.01     | 0.04%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REV Group, Inc.                                                                       | REV Group, Inc.                                                                       | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |       281 | NS      | $10534.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences, Inc.                                                              | Castle Biosciences, Inc.                                                              | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       816 | NS      | $13031.52     | 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      | $1323.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                                             | Amundi SA                                                                             | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |      1353 | NS      | $110463.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                             | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66448.06     | 0.03%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                                          | Hitachi Ltd.                                                                          | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       700 | NS      | $19502.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46413.61     | 0.02%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    135000 | PA      | $143230.00    | 0.06%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                          | Avient Corp.                                                                          | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30065.73     | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                              | Enel SpA                                                                              | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     18693 | NS      | $171826.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                             | Uzbekistan Government Bond                                                            | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $198762.50    | 0.09%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                            | PacifiCorp                                                                            | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     73000 | PA      | $65596.68     | 0.03%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                            | CSMC Trust, Series 2016-NXSR, Class AS                                                | CUSIP: 12594PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176000 | PA      | $169806.86    | 0.08%             | 2049-12-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                           | Endo Finance Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan               | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80595 | PA      | $78933.13     | 0.04%             | 2031-04-23      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| HealthStream, Inc.                                                                    | HealthStream, Inc.                                                                    | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       166 | NS      | $4651.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                                                           | Allied Universal Holdco LLC                                                           | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98518.71     | 0.04%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                                  | Ready Capital Mortgage Financing LLC, Series 2022-FL10, Class AS                      | CUSIP: 755931AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    371000 | PA      | $373512.58    | 0.17%             | 2039-10-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                     | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan             | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     14925 | PA      | $14871.42     | 0.01%             | 2031-08-04      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                   | Rithm Capital Corp.                                                                   | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     57919 | NS      | $645796.85    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                                           | Adobe, Inc.                                                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       114 | NS      | $47320.26     | 0.02%             |  |  |  | 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        |      1723 | NS      | $122415.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Therapeutics, Inc.                                                                | PTC Therapeutics, Inc.                                                                | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       411 | NS      | $19941.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group, Inc.                                                       | Northwestern Energy Group, Inc.                                                       | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |        62 | NS      | $3430.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon US Capital LLC                                                                 | Haleon US Capital LLC                                                                 | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245918.43    | 0.11%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                | Mauser Packaging Solutions Holding Co.                                                | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69015.11     | 0.03%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                                                   | Imperial Brands plc                                                                   | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      1965 | NS      | $74522.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    133000 | PA      | $125164.74    | 0.06%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XKHN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237501 | PA      | $225571.15    | 0.10%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCCM                                                                                  | LCCM Trust, Series 2017-LC26, Class XA                                                | CUSIP: 50190DAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2939890 | PA      | $65304.07     | 0.03%             | 2050-07-12      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                           | Terex Corp.                                                                           | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48212.46     | 0.02%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                                | Smithfield Foods, Inc.                                                                | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |      2307 | NS      | $53937.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                                                                       | NewMarket Corp.                                                                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        74 | NS      | $47660.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                                               | Ukraine Government Bond                                                               | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     61419 | PA      | $29996.43     | 0.01%             | 2035-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                               | El Salvador Government Bond                                                           | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     75000 | PA      | $77223.20     | 0.03%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                                | Cleveland-Cliffs, Inc.                                                                | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60194.88     | 0.03%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Rockland Park CLO Ltd.                                                                | Rockland Park CLO Ltd., Series 2021-1A, Class B                                       | CUSIP: 773663AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250467.12    | 0.11%             | 2034-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1                       | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30942 | PA      | $31661.59     | 0.01%             | 2043-01-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                               | Ukraine Government Bond                                                               | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     78967 | PA      | $37741.29     | 0.02%             | 2036-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                                  | Sprint Capital Corp.                                                                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    119000 | PA      | $127330.56    | 0.06%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2023-HE2, Class A1                                 | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186187 | PA      | $187141.96    | 0.08%             | 2054-03-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1026922.09   | 0.46%             | 2055-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Glow Energy PCL                                                                       | Glow Energy PCL                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |     35800 | NS      | $10.91        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Vertiv Holdings Co.                                                                   | Vertiv Holdings Co., Class A                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      4588 | NS      | $495182.84    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                                                                    | Hope Bancorp, Inc.                                                                    | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |       150 | NS      | $1506.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Software, Inc.                                                                 | Rocket Software, Inc., First Lien, CME Term Loan                                      | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     56430 | PA      | $56578.69     | 0.03%             | 2028-11-28      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                                  | Banco de Sabadell SA                                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |     21206 | NS      | $67508.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3602441.40   | 1.60%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| H2O America                                                                           | H2O America                                                                           | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        97 | NS      | $5090.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                               | Aristocrat Leisure Ltd.                                                               | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      1301 | NS      | $52277.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                                | General Dynamics Corp.                                                                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       158 | NS      | $44001.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corp.                                                                    | Imola Merger Corp.                                                                    | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71911.07     | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CEVA, Inc.                                                                            | CEVA, Inc.                                                                            | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       173 | NS      | $3245.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation, Inc.                                                               | Aurora Innovation, Inc., Class A                                                      | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       304 | NS      | $1842.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                             | Chobani LLC / Chobani Finance Corp., Inc.                                             | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $83985.28     | 0.04%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68712.74     | 0.03%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                                          | GEA Group AG                                                                          | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |       335 | NS      | $22437.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75531.24     | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80092.71     | 0.04%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HNI Corp.                                                                             | HNI Corp.                                                                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |        75 | NS      | $3489.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 10 Year Notes                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $435.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                                                        | Autodesk, Inc.                                                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       159 | NS      | $47083.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure, Inc.                                                                        | AtriCure, Inc.                                                                        | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $4182.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                                                | Independent Bank Corp.                                                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $4256.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                                                          | Plexus Corp.                                                                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |        28 | NS      | $3675.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                                               | American Airlines, Inc., First Lien, CME Term Loan, B                                 | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $5027.08      | 0.00%             | 2032-05-07      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                                       | CommScope, Inc., First Lien, Initial CME Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85000 | PA      | $86003.43     | 0.04%             | 2029-12-18      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-431.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntsman Corp.                                                                        | Huntsman Corp.                                                                        | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      3643 | NS      | $40583.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $92899.49     | 0.04%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Perimeter Solutions, Inc.                                                             | Perimeter Solutions, Inc.                                                             | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1341 | NS      | $16185.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp.                                                                       | Astronics Corp.                                                                       | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       187 | NS      | $5838.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA5, Class M1A                                  | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    259908 | PA      | $265911.94    | 0.12%             | 2042-06-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                  | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    146000 | PA      | $139812.61    | 0.06%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                             | Tesco plc                                                                             | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      7576 | NS      | $39642.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd.                                                            | Axis Capital Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |       427 | NS      | $44322.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                                     | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                   | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42384 | PA      | $42331.02     | 0.02%             | 2032-01-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| FANUC Corp.                                                                           | FANUC Corp.                                                                           | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       900 | NS      | $24020.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2022-R07, Class 1M1                       | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220996 | PA      | $226651.77    | 0.10%             | 2042-06-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                          | Iberdrola SA                                                                          | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      3822 | NS      | $70056.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Rock Resorts, Inc.                                                                | Red Rock Resorts, Inc., Class A                                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $4037.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DPBQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1138382 | PA      | $936453.85    | 0.42%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                          | Exelon Corp.                                                                          | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107006.64    | 0.05%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2                       | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13000 | PA      | $13419.75     | 0.01%             | 2042-03-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ESCO Technologies, Inc.                                                               | ESCO Technologies, Inc.                                                               | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |        34 | NS      | $6162.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                                                      | CVS Health Corp.                                                                      | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    197000 | PA      | $175160.32    | 0.08%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                                   | CNA Financial Corp.                                                                   | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |       912 | NS      | $43693.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130849.71    | 0.06%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp.                                                           | Horace Mann Educators Corp.                                                           | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       262 | NS      | $11378.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DVKT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    942700 | PA      | $878150.24    | 0.39%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tennant Co.                                                                           | Tennant Co.                                                                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |        47 | NS      | $3497.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                                   | Medline Borrower LP, First Lien, Dollar Incremental CME Term Loan                     | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     40478 | PA      | $40483.78     | 0.02%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                                | Freeport-McMoRan, Inc.                                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1183 | NS      | $45521.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oman Government International Bond                                                    | Oman Government Bond                                                                  | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    300000 | PA      | $335955.90    | 0.15%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                                    | Panama Government Bond                                                                | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    300000 | PA      | $310875.00    | 0.14%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                                 | WR Grace Holdings LLC                                                                 | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39690.91     | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                     | Boise Cascade Co.                                                                     | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91938.19     | 0.04%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                                 | Directv Financing LLC                                                                 | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29580.11     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management, Inc.                                                       | Annaly Capital Management, Inc.                                                       | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      2304 | NS      | $43660.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $111165.16    | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169457.97    | 0.08%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                                                         | Berkshire Hills Bancorp, Inc.                                                         | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       210 | NS      | $5199.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                           | Prologis LP                                                                           | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47608.48     | 0.02%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       735 | NS      | $55360.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth, Inc.                                                                       | Bandwidth, Inc., Class A                                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |       443 | NS      | $6210.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                                                  | UFP Industries, Inc.                                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       230 | NS      | $22438.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group plc                                                                          | 3i Group plc                                                                          | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |      1082 | NS      | $59429.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.                                                   | FMG Resources August 2006 Pty. Ltd.                                                   | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $64885.44     | 0.03%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                    | Ares Capital Corp.                                                                    | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    228000 | PA      | $226518.28    | 0.10%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                               | Fast Retailing Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |       200 | NS      | $66617.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Holdings Corp.                                                          | National Bank Holdings Corp., Class A                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $3831.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx, Inc.                                                                          | CareDx, Inc.                                                                          | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |       200 | NS      | $3398.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138W4TJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187533 | PA      | $166887.19    | 0.07%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                          | Airbnb, Inc., Class A                                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       340 | NS      | $43860.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                        | Structured Asset Mortgage Investments II Trust, Series 2007-AR1, Class 2A1            | CUSIP: 86362XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454661 | PA      | $400760.97    | 0.18%             | 2037-01-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Surmodics, Inc.                                                                       | Surmodics, Inc.                                                                       | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       114 | NS      | $3308.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                                                                    | Seneca Foods Corp., Class A                                                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $3772.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnetite XL Ltd.                                                                     | Magnetite XL Ltd., Series 2024-40A, Class A1                                          | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502075.48    | 0.22%             | 2037-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                                                            | Moog, Inc., Class A                                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |        21 | NS      | $3891.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2022-R06, Class 1M1                       | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276302 | PA      | $282273.74    | 0.13%             | 2042-05-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Allient, Inc.                                                                         | Allient, Inc.                                                                         | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       196 | NS      | $5958.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings, Inc.                                                    | Universal Insurance Holdings, Inc.                                                    | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |       239 | NS      | $6486.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                     | Eversource Energy                                                                     | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94050.90     | 0.04%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                 | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72007.14     | 0.03%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                                         | Wise CLO Ltd., Series 2023-2A, Class A                                                | CUSIP: 97719TAA2<br>LEI: 2549000Z4RGK1HNAPB35 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250946.62    | 0.11%             | 2037-01-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                           | Carvana Co.                                                                           | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     60000 | PA      | $69636.65     | 0.03%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corp.                                                              | Chimera Investment Corp.                                                              | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |       305 | NS      | $4019.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                                                           | Aena SME SA                                                                           | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |       164 | NS      | $44121.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Avanos Medical, Inc.                                                                  | Avanos Medical, Inc.                                                                  | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       276 | NS      | $3469.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorp                                                                   | Westamerica BanCorp                                                                   | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        82 | NS      | $3940.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transnet SOC Ltd.                                                                     | Transnet SOC Ltd.                                                                     | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $204495.00    | 0.09%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                          | LyondellBasell Industries NV, Class A                                                 | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |      2638 | NS      | $149020.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                                  | Glencore Funding LLC                                                                  | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    231000 | PA      | $204979.12    | 0.09%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 31329MU32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167916 | PA      | $149606.79    | 0.07%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11365.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                           | Terex Corp.                                                                           | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54130.40     | 0.02%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109639.35    | 0.05%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                        | Opal Bidco SAS                                                                        | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199967.04    | 0.09%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                                              | Precision Drilling Corp.                                                              | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $25993.76     | 0.01%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                                                 | Williams-Sonoma, Inc.                                                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       249 | NS      | $40278.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                                                                        | UniFirst Corp.                                                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |        19 | NS      | $3582.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                                                              | Laureate Education, Inc.                                                              | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |       990 | NS      | $22275.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                                     | American Electric Power Co., Inc., Series J                                           | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76307.19     | 0.03%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Axos Financial, Inc.                                                                  | Axos Financial, Inc.                                                                  | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       326 | NS      | $22670.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1                       | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13461 | PA      | $13466.76     | 0.01%             | 2044-05-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Towne Bank                                                                            | Towne Bank                                                                            | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |       113 | NS      | $3905.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                                    | Ares Capital Corp.                                                                    | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79363.11     | 0.04%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                                  | FirstKey Homes Trust, Series 2020-SFR2, Class A                                       | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    938056 | PA      | $923143.82    | 0.41%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     61000 | PA      | $42797.86     | 0.02%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15130.05     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                                  | CP Atlas Buyer, Inc., First Lien, CME Term Loan, B                                    | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     62503 | PA      | $59466.86     | 0.03%             | 2027-11-23      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Telia Co. AB                                                                          | Telia Co. AB                                                                          | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |      1725 | NS      | $6670.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-20379.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                                 | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $88905.75     | 0.04%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                                                          | Xenia Hotels & Resorts, Inc.                                                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |       158 | NS      | $1932.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C32, Class XA         | CUSIP: 61691GAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8975628 | PA      | $66872.91     | 0.03%             | 2049-12-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                              | SCIH Salt Holdings, Inc.                                                              | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58918.20     | 0.03%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35404.26     | 0.02%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                      | Clorox Co. (The)                                                                      | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       343 | NS      | $45234.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corp.                                                                            | SCSK Corp.                                                                            | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |       600 | NS      | $18211.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2025-DNA2, Class A1                                   | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |    141000 | PA      | $141418.60    | 0.06%             | 2045-05-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                           | Toll Brothers Finance Corp.                                                           | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $88173.47     | 0.04%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Apogee Enterprises, Inc.                                                              | Apogee Enterprises, Inc.                                                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       232 | NS      | $8966.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd.                                                                       | Wesfarmers Ltd.                                                                       | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |       560 | NS      | $29963.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $140846.38    | 0.06%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                               | Jackson Financial, Inc., Class A                                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       313 | NS      | $25637.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                                                          | Avient Corp.                                                                          | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56711.88     | 0.03%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Adient plc                                                                            | Adient plc                                                                            | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |       438 | NS      | $6828.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                                                                  | Federal Signal Corp.                                                                  | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |        43 | NS      | $4045.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                               | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    270000 | PA      | $265616.22    | 0.12%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                                                         | Fresh Del Monte Produce, Inc.                                                         | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |       351 | NS      | $12397.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRB Holding Corp.                                                                     | IRB Holding Corp., First Lien, 2024 Second Replacement CME Term Loan, B               | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98499 | PA      | $98518.49     | 0.04%             | 2027-12-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $103220.94    | 0.05%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $968090.54    | 0.43%             | 2055-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                              | COLT Mortgage Loan Trust, Series 2023-3, Class A1                                     | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |    607829 | PA      | $616506.45    | 0.27%             | 2068-09-25      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $17088.76     | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | 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      | $-715.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66702.41     | 0.03%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44299.86     | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                      | Deutsche Bank AG                                                                      | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     84000 | PA      | $80887.23     | 0.04%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                 | Westpac Banking Corp.                                                                 | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     78000 | PA      | $69161.52     | 0.03%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133KLHU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1150563 | PA      | $900974.91    | 0.40%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                       | BAE Systems plc                                                                       | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192385.36    | 0.09%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                               | AS Mileage Plan IP Ltd.                                                               | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    190000 | PA      | $186174.78    | 0.08%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America, Inc.                                                  | Klockner Pentaplast of America, Inc., First Lien, USD CME Term Loan, B                | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48980 | PA      | $44775.68     | 0.02%             | 2026-02-09      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                                       | ICG US CLO Ltd., Series 2017-1A, Class ARR                                            | CUSIP: 449259AJ9<br>LEI: 254900T2ODAPJRGAZY53 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250518.69    | 0.11%             | 2034-07-28      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                                            | Hoya Corp.                                                                            | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |       900 | NS      | $106261.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3880 | NS      | $939231.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                     | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30260.97     | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                        | Hyundai Auto Receivables Trust, Series 2023-B, Class A3                               | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    558623 | PA      | $562229.32    | 0.25%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| ADT, Inc.                                                                             | ADT, Inc.                                                                             | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5399 | NS      | $44919.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    404000 | PA      | $361945.08    | 0.16%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                                       | Gap, Inc. (The)                                                                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      1528 | NS      | $34089.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Turkiye (The)                                                             | Turkiye Government Bond                                                               | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $211169.60    | 0.09%             | 2027-09-24      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                             | Ford Motor Credit Co. LLC                                                             | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204852.08    | 0.09%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                                 | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $225765.54    | 0.10%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56232.01     | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                  | IHO Verwaltungs GmbH                                                                  | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $202175.63    | 0.09%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                  | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    128000 | PA      | $121597.58    | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Unisys Corp.                                                                          | Unisys Corp.                                                                          | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |       929 | NS      | $4431.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gabonese Republic                                                                     | Gabonese Republic                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    200000 | PA      | $150253.45    | 0.07%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $967309.29    | 0.43%             | 2055-07-25      | Fixed         | 5.00%                 | 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        |       108 | NS      | $3727.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                                             | CNO Financial Group, Inc.                                                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |       563 | NS      | $21371.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                                     | Sumitomo Electric Industries Ltd.                                                     | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |      1400 | NS      | $29366.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                                | Freedom Mortgage Corp.                                                                | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     65000 | PA      | $71897.54     | 0.03%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                              | ABB Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |      1501 | NS      | $85028.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bioventus, Inc.                                                                       | Bioventus, Inc., Class A                                                              | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       565 | NS      | $3661.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC     | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC     | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200436.73    | 0.09%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                       | Danske Bank A/S                                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |       914 | NS      | $35024.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                            | Coronado Finance Pty. Ltd.                                                            | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $18604.92     | 0.01%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103607.91    | 0.05%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Venture XV CLO Ltd.                                                                   | Venture XV CLO Ltd., Series 2013-15A, Class AR3                                       | CUSIP: 92328XBD0<br>LEI: 549300UYHZCJPN3LMT03 | Long             | ABS-CBDO         | CORP              | KY        |    218976 | PA      | $219355.19    | 0.10%             | 2032-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| AREIT Trust                                                                           | AREIT Trust, Series 2022-CRE6, Class A                                                | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    156358 | PA      | $156274.40    | 0.07%             | 2037-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                          | Northern Star Resources Ltd.                                                          | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |       979 | NS      | $13313.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                                           | Investor AB, Class B                                                                  | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       254 | NS      | $7479.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                        | Southern Co. Gas Capital Corp.                                                        | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140036.89    | 0.06%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                   | Post Holdings, Inc.                                                                   | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     49000 | PA      | $56570.50     | 0.03%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Summit Therapeutics, Inc.                                                             | Summit Therapeutics, Inc.                                                             | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       812 | NS      | $14790.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                                                  | Meta Platforms, Inc., Class A                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2822 | NS      | $1827216.78   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                        | BNP Paribas SA                                                                        | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $173598.90    | 0.08%             | 2035-08-12      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                                                   | Toyota Tsusho Corp.                                                                   | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |       300 | NS      | $6340.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                                                         | Medtronic plc                                                                         | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      6626 | NS      | $549825.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34942.39     | 0.02%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                         | Koninklijke Ahold Delhaize NV                                                         | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      1877 | NS      | $79216.95     | 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      | $5891.97      | 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      | $3477.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                                | Costco Wholesale Corp.                                                                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        44 | NS      | $45767.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                            | Occidental Petroleum Corp.                                                            | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    420000 | PA      | $391892.38    | 0.17%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Hanmi Financial Corp.                                                                 | Hanmi Financial Corp.                                                                 | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       278 | NS      | $6371.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $113777.55    | 0.05%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Teladoc Health, Inc.                                                                  | Teladoc Health, Inc.                                                                  | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64491.00     | 0.03%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                           | Wayfair LLC                                                                           | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73668.86     | 0.03%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143827.93    | 0.06%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                   | Athene Holding Ltd.                                                                   | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62820.26     | 0.03%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                             | Flex Ltd.                                                                             | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    133000 | PA      | $132338.29    | 0.06%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Peabody Energy Corp.                                                                  | Peabody Energy Corp.                                                                  | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |       250 | NS      | $3290.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                       | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158196 | PA      | $159081.28    | 0.07%             | 2045-03-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29550.86     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                             | Bank of Nova Scotia (The)                                                             | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201077.00    | 0.09%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                                | TTM Technologies, Inc.                                                                | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138105.70    | 0.06%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FB Financial Corp.                                                                    | FB Financial Corp.                                                                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |        79 | NS      | $3448.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111192.53    | 0.05%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1637.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1928759.76   | 0.86%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                                   | White Cap Buyer LLC                                                                   | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $132452.25    | 0.06%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                          | ING Groep NV                                                                          | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203638.44    | 0.09%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                                                            | Phoenix Group Holdings plc                                                            | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |      4118 | NS      | $35237.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 8 Ltd.                                                                | Birch Grove CLO 8 Ltd., Series 2024-8A, Class A1                                      | CUSIP: 09077TAA3<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |    150000 | PA      | $150637.50    | 0.07%             | 2037-04-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                                                    | Sekisui House Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |      1100 | NS      | $24944.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                       | ASML Holding NV                                                                       | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       352 | NS      | $259332.56    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| IDT Corp.                                                                             | IDT Corp., Class B                                                                    | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       189 | NS      | $11640.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $305482.54    | 0.14%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp.                                               | MIWD Holdco II LLC / MIWD Finance Corp.                                               | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $73955.18     | 0.03%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Health Catalyst, Inc.                                                                 | Health Catalyst, Inc.                                                                 | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |       811 | NS      | $3081.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      5108 | NS      | $922453.72    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                                                                          | LivaNova plc                                                                          | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |       284 | NS      | $12283.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360, Inc.                                                                         | Life360, Inc.                                                                         | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |       295 | NS      | $18747.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC / New Red Finance, Inc.                                                | 1011778 BC ULC / New Red Finance, Inc.                                                | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30623.37     | 0.01%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class M2                                   | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |     44204 | PA      | $44403.76     | 0.02%             | 2041-10-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                          | PetSmart LLC, First Lien, Initial CME Term Loan                                       | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44158 | PA      | $44074.77     | 0.02%             | 2028-02-11      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    161000 | PA      | $173635.30    | 0.08%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Life Time Group Holdings, Inc.                                                        | Life Time Group Holdings, Inc.                                                        | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       125 | NS      | $3575.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48333 | PA      | $48280.96     | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                                                 | Associated Banc-Corp.                                                                 | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       165 | NS      | $3823.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                                                               | DBS Group Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      1800 | NS      | $62104.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                                       | Kuehne + Nagel International AG                                                       | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |       165 | NS      | $37127.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Inhibrx Biosciences, Inc.                                                             | Inhibrx Biosciences, Inc.                                                             | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220 | NS      | $2963.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                       | Canadian Natural Resources Ltd.                                                       | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    124000 | PA      | $134807.24    | 0.06%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XDY26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    547128 | PA      | $451860.80    | 0.20%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                                   | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $30230.68     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                             | Banijay Entertainment SAS                                                             | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    215000 | PA      | $223310.08    | 0.10%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Canon, Inc.                                                                           | Canon, Inc.                                                                           | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |      2400 | NS      | $73317.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                      | Murphy Oil Corp.                                                                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       627 | NS      | $13123.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                                                           | Palantir Technologies, Inc., Class A                                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       418 | NS      | $55084.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $113555.55    | 0.05%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618G7ST1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212024 | PA      | $219256.44    | 0.10%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                                                          | ITOCHU Corp.                                                                          | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |      1600 | NS      | $84921.95     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesco, Inc.                                                                         | Genesco, Inc.                                                                         | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       160 | NS      | $3476.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Holdings, Inc.                                                              | RB Global Holdings, Inc.                                                              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62883.15     | 0.03%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Paysafe Ltd.                                                                          | Paysafe Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       297 | NS      | $3667.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc.                                                                      | Gray Media, Inc.                                                                      | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17871.74     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                     | Boyd Gaming Corp.                                                                     | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    195000 | PA      | $182752.74    | 0.08%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                        | US Foods, Inc.                                                                        | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20927.50     | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                             | Consolidated Edison Co. of New York, Inc., Series 12-A                                | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23019.05     | 0.01%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $151472.66    | 0.07%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp.                              | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp.                              | CUSIP: 75606DAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $64481.00     | 0.03%             | 2026-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    189000 | PA      | $155513.55    | 0.07%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Keros Therapeutics, Inc.                                                              | Keros Therapeutics, Inc.                                                              | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1097 | NS      | $15522.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                   | Intesa Sanpaolo SpA                                                                   | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     29784 | NS      | $166276.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                                                | Invitation Homes, Inc.                                                                | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1280 | NS      | $43136.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                 | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10182.49     | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | S&P 500 E-Mini Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $115871.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                                                    | Royalty Pharma plc                                                                    | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     88000 | PA      | $89007.92     | 0.04%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SkyWest, Inc.                                                                         | SkyWest, Inc.                                                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       234 | NS      | $23739.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp., Class A                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     21974 | NS      | $759641.18    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                                                 | First Merchants Corp.                                                                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |        44 | NS      | $1658.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class B          | CUSIP: 61690FAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138000 | PA      | $131617.50    | 0.06%             | 2048-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Avista Corp.                                                                          | Avista Corp.                                                                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       459 | NS      | $17676.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                                                                  | Ladder Capital Corp., Class A                                                         | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |       341 | NS      | $3587.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                                                     | Standard Building Solutions, Inc.                                                     | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91462.68     | 0.04%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                                  | Conagra Brands, Inc.                                                                  | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      7734 | NS      | $177031.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                                                            | Woodside Energy Group Ltd.                                                            | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |      6277 | NS      | $90132.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $84138.91     | 0.04%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                                        | BHP Group Ltd.                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      5830 | NS      | $143214.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                     | Time Warner Cable Enterprises LLC                                                     | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $367663.40    | 0.16%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XHY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1313987 | PA      | $974391.65    | 0.43%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Agios Pharmaceuticals, Inc.                                                           | Agios Pharmaceuticals, Inc.                                                           | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |       493 | NS      | $15820.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                                                                     | Hanesbrands, Inc.                                                                     | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |       695 | NS      | $3440.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                                                 | Kansai Electric Power Co., Inc. (The)                                                 | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |      1200 | NS      | $13615.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, 30 Year                                                                      | CUSIP: 3622ACDF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    552375 | PA      | $460520.35    | 0.20%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2019835.42   | 0.90%             | 2055-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                                    | Elevation CLO Ltd., Series 2021-13A, Class A1R                                        | CUSIP: 28622EAS7<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249781.25    | 0.11%             | 2034-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A                                  | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |     17398 | PA      | $17650.96     | 0.01%             | 2043-03-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Unitil Corp.                                                                          | Unitil Corp.                                                                          | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        70 | NS      | $3838.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    356000 | PA      | $348951.84    | 0.16%             | 2035-08-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                          | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan       | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34737 | PA      | $34580.69     | 0.02%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                     | Black Hills Corp.                                                                     | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       325 | NS      | $19002.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                            | Cloud Software Group, Inc.                                                            | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40973.16     | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                        | Synopsys, Inc.                                                                        | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143371.82    | 0.06%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                              | Lumen Technologies, Inc.                                                              | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      5984 | NS      | $23457.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138LWCH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144715 | PA      | $133860.10    | 0.06%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2016-C6, Class AS                             | CUSIP: 12636MAJ7<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    171000 | PA      | $165141.97    | 0.07%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                             | Connect Finco SARL / Connect US Finco LLC                                             | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190871.96    | 0.08%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                            | Corebridge Financial, Inc.                                                            | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111635.61    | 0.05%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33982.85     | 0.02%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                         | Smyrna Ready Mix Concrete LLC                                                         | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77082.83     | 0.03%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                                     | Nintendo Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |       600 | NS      | $48951.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                          | Zoetis, Inc.                                                                          | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     72000 | PA      | $63938.33     | 0.03%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials, Inc.                                                   | Foundation Building Materials, Inc.                                                   | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72483.19     | 0.03%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140NGYJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355109 | PA      | $366169.66    | 0.16%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Humacyte, Inc.                                                                        | Humacyte, Inc.                                                                        | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4236 | NS      | $11310.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                                                            | News Corp.                                                                            | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75925.14     | 0.03%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Extreme Networks, Inc.                                                                | Extreme Networks, Inc.                                                                | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      1268 | NS      | $19869.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                   | Citigroup Commercial Mortgage Trust, Series 2015-P1, Class B                          | CUSIP: 17324DAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $470455.49    | 0.21%             | 2048-09-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| fuboTV, Inc.                                                                          | fuboTV, Inc.                                                                          | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1110 | NS      | $4062.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129135.37    | 0.06%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                                | SAP SE                                                                                | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       351 | NS      | $106184.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                                   | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    135000 | PA      | $118153.23    | 0.05%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ADMA Biologics, Inc.                                                                  | ADMA Biologics, Inc.                                                                  | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       546 | NS      | $10832.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                                                           | International Seaways, Inc.                                                           | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |       100 | NS      | $3705.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                                                                      | Blackstone, Inc.                                                                      | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       311 | NS      | $43154.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo plc                                                                            | Diageo plc                                                                            | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      1478 | NS      | $40114.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                      | Weyerhaeuser Co.                                                                      | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     17000 | PA      | $19064.13     | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        50 | NS      | $60361.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                                                              | Dole plc                                                                              | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |      1138 | NS      | $16114.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                                                           | Calix, Inc.                                                                           | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       275 | NS      | $12716.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd.                                                                   | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $85943.92     | 0.04%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NEC Corp.                                                                             | NEC Corp.                                                                             | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      1200 | NS      | $31324.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4812.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                            | US Bancorp                                                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       993 | NS      | $43284.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.                                                     | Fidelity National Financial, Inc.                                                     | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     69000 | PA      | $41217.16     | 0.02%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                   | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46667.20     | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     11459 | NS      | $856904.02    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                       | TransDigm, Inc.                                                                       | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15535.52     | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1605398.44   | 0.71%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Veritex Holdings, Inc.                                                                | Veritex Holdings, Inc.                                                                | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       596 | NS      | $14423.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                                             | American States Water Co.                                                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |        51 | NS      | $4022.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                                                               | Synovus Financial Corp.                                                               | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       871 | NS      | $41659.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                                                 | Urban Edge Properties                                                                 | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1016 | NS      | $18450.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                                                             | United States Steel Corp.                                                             | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36279.78     | 0.02%             | 2037-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $103.99       | 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      | $-11.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp.                                                                              | LY Corp.                                                                              | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |     16000 | NS      | $57694.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                            | Dana, Inc.                                                                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      1270 | NS      | $21120.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                          | Nasdaq, Inc.                                                                          | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23616.43     | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    223000 | PA      | $227890.97    | 0.10%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Escrow, Inc.                                                            | Herc Holdings Escrow, Inc.                                                            | CUSIP: 42703NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20617.01     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alexander & Baldwin, Inc.                                                             | Alexander & Baldwin, Inc.                                                             | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       404 | NS      | $7235.64      | 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      | $82.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17709.46     | 0.01%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58536.19     | 0.03%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| First Bancorp                                                                         | First Bancorp                                                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1051 | NS      | $20998.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                 | Alexandria Real Estate Equities, Inc.                                                 | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       331 | NS      | $23232.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                                                             | Ivory Coast Government Bond                                                           | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    400000 | PA      | $355524.00    | 0.16%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                   | Cisco Systems, Inc.                                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     13614 | NS      | $858226.56    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                                                                | Antero Midstream Corp.                                                                | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3368 | NS      | $63251.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp.                                                                 | GeneDx Holdings Corp., Class A                                                        | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $3632.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     25000 | PA      | $24819.65     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                         | Stellantis NV                                                                         | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |      3981 | NS      | $40580.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                           | HOMES Trust, Series 2024-NQM1, Class A1                                               | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |     87605 | PA      | $88102.19     | 0.04%             | 2069-07-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $831.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                    | A&D Mortgage Trust, Series 2023-NQM5, Class A1                                        | CUSIP: 00249XAA6<br>LEI: 984500L072D83D1AA637 | Long             | ABS-MBS          | CORP              | US        |    467742 | PA      | $473972.95    | 0.21%             | 2068-11-25      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                     | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    290000 | PA      | $293326.92    | 0.13%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                       | Madison IAQ LLC, First Lien, Initial CME Term Loan                                    | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     24404 | PA      | $24419.24     | 0.01%             | 2028-06-21      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 7 Ltd.                                                           | Diameter Capital CLO 7 Ltd., Series 2024-7A, Class A1A                                | CUSIP: 25255WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251213.67    | 0.11%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M1                       | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470143 | PA      | $478052.17    | 0.21%             | 2042-03-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Serbia Government Bond                                                                | Serbia Government Bond                                                                | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $206918.49    | 0.09%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter, Inc.                                                                    | ZipRecruiter, Inc., Class A                                                           | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |       639 | NS      | $3814.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                                                         | PepsiCo, Inc.                                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1710 | NS      | $224779.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                                          | Arcosa, Inc.                                                                          | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35913.99     | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90320.85     | 0.04%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                              | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92173.50     | 0.04%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Hovnanian Enterprises, Inc.                                                           | Hovnanian Enterprises, Inc., Class A                                                  | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |        42 | NS      | $3791.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                                  | Colombia Government Bond                                                              | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $200462.00    | 0.09%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                    | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14062.43     | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96274.19     | 0.04%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                 | Foundry JV Holdco LLC                                                                 | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204292.61    | 0.09%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                | XHR LP                                                                                | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25084.53     | 0.01%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                       | DR Horton, Inc.                                                                       | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267642.21    | 0.12%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                                    | Connect Finco SARL, First Lien, Amendment No. 4 CME Term Loan                         | CUSIP: L2000DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     44550 | PA      | $40902.69     | 0.02%             | 2029-09-13      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507564.38    | 0.23%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       120 | NS      | $31680.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benteler International AG                                                             | Benteler International AG                                                             | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $210319.20    | 0.09%             | 2028-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Arvinas, Inc.                                                                         | Arvinas, Inc.                                                                         | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2178 | NS      | $15681.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises, Inc.                                                         | Worthington Enterprises, Inc.                                                         | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |        92 | NS      | $5419.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHH Escrow Issuer LLC                                                                 | PHH Escrow Issuer LLC / PHH Corp.                                                     | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $162171.90    | 0.07%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135088.47    | 0.06%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Outfront Media, Inc.                                                                  | Outfront Media, Inc.                                                                  | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      1236 | NS      | $20418.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                                                          | Chefs' Warehouse, Inc. (The)                                                          | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     40000 | PA      | $62551.53     | 0.03%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                      | Mitsubishi Corp.                                                                      | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |      3900 | NS      | $78890.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Steelcase, Inc.                                                                       | Steelcase, Inc., Class A                                                              | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |       358 | NS      | $3690.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                                                        | Catalyst Pharmaceuticals, Inc.                                                        | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |       264 | NS      | $6589.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                               | Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                               | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $114846.31    | 0.05%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                              | Berkshire Hathaway, Inc., Class B                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       178 | NS      | $89704.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                                                  | Mativ Holdings, Inc.                                                                  | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |       296 | NS      | $1693.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45965.61     | 0.02%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                       | Jefferies Financial Group, Inc.                                                       | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65375.15     | 0.03%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                                 | Guatemala Government Bond                                                             | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    240000 | PA      | $201510.00    | 0.09%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3461 | NS      | $443111.83    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                                                                 | Nomura Holdings, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |      4800 | NS      | $29332.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II, Inc.                                               | GLP Capital LP / GLP Financing II, Inc.                                               | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $181713.08    | 0.08%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2017-COR2, Class C                                        | CUSIP: 12595EAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127000 | PA      | $119926.18    | 0.05%             | 2050-09-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                                                          | Unilever plc                                                                          | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      1851 | NS      | $117800.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                             | FMC Corp.                                                                             | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257760.38    | 0.11%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                               | Saudi Arabia Government Bond                                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    230000 | PA      | $184809.68    | 0.08%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                     | Chile Government Bond                                                                 | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    340000 | PA      | $288558.00    | 0.13%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $895.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                            | Builders FirstSource, Inc.                                                            | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35242.90     | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                         | Fortress Intermediate 3, Inc., First Lien, Initial CME Term Loan                      | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     54725 | PA      | $54861.81     | 0.02%             | 2031-06-27      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $990067.74    | 0.44%             | 2055-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                                 | Matador Resources Co.                                                                 | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88203.28     | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                            | F&G Annuities & Life, Inc.                                                            | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $112506.44    | 0.05%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                                    | Elevation CLO Ltd., Series 2018-10A, Class AR                                         | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |    163347 | PA      | $163383.12    | 0.07%             | 2031-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                                                          | ACADIA Pharmaceuticals, Inc.                                                          | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |       989 | NS      | $21332.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                    | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $85755.83     | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88942.46     | 0.04%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corp.                                                                      | Glatfelter Corp., First Lien, CME Term Loan                                           | CUSIP: 89458XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34812 | PA      | $33797.19     | 0.02%             | 2031-11-04      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                    | Berry Global, Inc.                                                                    | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    143000 | PA      | $136295.10    | 0.06%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                                             | Holcim AG                                                                             | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      1092 | NS      | $121004.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class B           | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    155002 | PA      | $147667.71    | 0.07%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                        | Weatherford International Ltd.                                                        | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $71158.08     | 0.03%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                                                         | Sanmina Corp.                                                                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |        58 | NS      | $4912.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers, Inc.                                                                    | Safe Bulkers, Inc.                                                                    | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |       884 | NS      | $3359.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                                                       | Hub Group, Inc., Class A                                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       286 | NS      | $9641.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co. Ltd.                                                  | SITC International Holdings Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |     32000 | NS      | $102230.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd.                                                                         | Fujikura Ltd.                                                                         | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |      1200 | NS      | $55700.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coursera, Inc.                                                                        | Coursera, Inc.                                                                        | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |      2260 | NS      | $20001.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                                                          | Kenvue, Inc.                                                                          | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    251000 | PA      | $251921.81    | 0.11%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                             | CBAM Ltd., Series 2017-2A, Class AR                                                   | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200286.88    | 0.09%             | 2034-07-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                       | BRAVO Residential Funding Trust, Series 2021-HE2, Class A1                            | CUSIP: 10569CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209379 | PA      | $208883.37    | 0.09%             | 2069-11-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                          | Uruguay Government Bond                                                               | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    120000 | PA      | $141042.00    | 0.06%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Schlumberger NV                                                                       | Schlumberger NV                                                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      1249 | NS      | $41279.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                                                 | Colgate-Palmolive Co.                                                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       510 | NS      | $47399.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                                                               | Applied Materials, Inc.                                                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       331 | NS      | $51884.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $45686.75     | 0.02%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.                                                        | BioCryst Pharmaceuticals, Inc.                                                        | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      1968 | NS      | $21156.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $330.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameris Bancorp                                                                        | Ameris Bancorp                                                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |        60 | NS      | $3688.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56343.62     | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                      | Roche Holding AG                                                                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       302 | NS      | $97832.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                            | Allianz SE                                                                            | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       487 | NS      | $193150.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                                                         | Pacific Premier Bancorp, Inc.                                                         | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |       283 | NS      | $5999.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                                                          | Sabra Health Care REIT, Inc.                                                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |       237 | NS      | $4142.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group, Inc.                                                                    | Latham Group, Inc.                                                                    | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       587 | NS      | $3316.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp, Inc.                                                                | Northrim BanCorp, Inc.                                                                | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |        50 | NS      | $4580.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                                   | Petroleos Mexicanos                                                                   | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $103220.42    | 0.05%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Denso Corp.                                                                           | Denso Corp.                                                                           | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |       500 | NS      | $6750.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                           | Aker BP ASA                                                                           | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |      3843 | NS      | $88429.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XHLX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1010803 | PA      | $904011.51    | 0.40%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                            | Mercer International, Inc.                                                            | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51735.76     | 0.02%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WSFS Financial Corp.                                                                  | WSFS Financial Corp.                                                                  | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |        65 | NS      | $3437.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                           | Endo Finance Holdings, Inc.                                                           | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41453.24     | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $117698.94    | 0.05%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28392.66     | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                           | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    256000 | PA      | $250740.98    | 0.11%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                                 | Global Payments, Inc.                                                                 | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     82000 | PA      | $78777.86     | 0.04%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                          | Exelon Corp.                                                                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      2898 | NS      | $126990.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                                                           | Sally Beauty Holdings, Inc.                                                           | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |       431 | NS      | $3754.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                                         | Brazil Government Bond                                                                | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    330000 | PA      | $226804.29    | 0.10%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                             | Weekley Homes LLC / Weekley Finance Corp.                                             | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57719.00     | 0.03%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                    | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10346.47     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    446000 | PA      | $-20469.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                            | KDDI Corp.                                                                            | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      3300 | NS      | $57124.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                   | Petroleos Mexicanos                                                                   | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     30000 | PA      | $20300.13     | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, 30 Year                                                                      | CUSIP: 3622ABZ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    514676 | PA      | $429109.85    | 0.19%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                         | Chevron Corp.                                                                         | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       333 | NS      | $45521.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $212164.28    | 0.09%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106668.66    | 0.05%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TXNM Energy, Inc.                                                                     | TXNM Energy, Inc.                                                                     | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |        80 | NS      | $4535.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                                                                     | Cigna Group (The)                                                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       134 | NS      | $42429.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp.                                                                    | World Kinect Corp.                                                                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       134 | NS      | $3670.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40683.12     | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    203000 | PA      | $205193.20    | 0.09%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                    | Credit Agricole SA                                                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |      5780 | NS      | $105827.06    | 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      | $-55.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-HQA2, Class M1A                                  | CUSIP: 35564KB24<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | CORP              | US        |     52867 | PA      | $54097.19     | 0.02%             | 2042-07-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| A10 Networks, Inc.                                                                    | A10 Networks, Inc.                                                                    | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |       277 | NS      | $4781.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP Capital LP / GLP Financing II, Inc.                                               | GLP Capital LP / GLP Financing II, Inc.                                               | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11564.43     | 0.01%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                                       | Atlassian Corp., Class A                                                              | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       918 | NS      | $190604.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                                                         | Assa Abloy AB, Class B                                                                | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |      1173 | NS      | $37231.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Corp.                                                                 | First Financial Corp.                                                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        86 | NS      | $4458.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Generation LLC                                                   | Constellation Energy Generation LLC                                                   | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    133000 | PA      | $126842.51    | 0.06%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                                           | Great Canadian Gaming Corp.                                                           | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $53446.75     | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    178000 | PA      | $147726.71    | 0.07%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23385.35     | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                        | Tapestry, Inc.                                                                        | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79024.48     | 0.04%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands, Inc.                                                            | Turning Point Brands, Inc.                                                            | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       265 | NS      | $19694.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P MidCap 400 ETF Trust                                                         | SPDR S&P MidCap 400 ETF Trust                                                         | CUSIP: 78467Y107<br>LEI: 5493003TT35P3SIWJJ72 | Long             |  | RF                | US        |       137 | NS      | $75174.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $151232.81    | 0.07%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    412000 | PA      | $-1579.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banner Corp.                                                                          | Banner Corp.                                                                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $3082.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark USA, Inc.                                                                    | Cinemark USA, Inc.                                                                    | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69107.87     | 0.03%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    115000 | PA      | $117482.62    | 0.05%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                          | Target Corp.                                                                          | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       537 | NS      | $50483.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                                                                    | NMI Holdings, Inc., Class A                                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       374 | NS      | $14855.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities                                                         | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1                       | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45296 | PA      | $45348.77     | 0.02%             | 2045-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                       | Halliburton Co.                                                                       | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      7381 | NS      | $144593.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                                                 | Delta Air Lines, Inc.                                                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       884 | NS      | $42776.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                                        | ConocoPhillips                                                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       507 | NS      | $43272.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co., Series W                                                        | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     78000 | PA      | $68547.10     | 0.03%             | 2047-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                  | Cross Mortgage Trust, Series 2024-H3, Class A1                                        | CUSIP: 22758DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457041 | PA      | $461668.27    | 0.21%             | 2069-06-25      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd.                                                               | ANZ Group Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |      6986 | NS      | $130730.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                            | JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class C                   | CUSIP: 46591ABG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133000 | PA      | $118224.96    | 0.05%             | 2051-06-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                           | Itron, Inc.                                                                           | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       210 | NS      | $24276.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                                   | Petroleos Mexicanos                                                                   | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $86739.04     | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                     | American Electric Power Co., Inc.                                                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       392 | NS      | $40568.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                            | Prime Security Services Borrower LLC / Prime Finance, Inc.                            | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89984.40     | 0.04%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                               | Ukraine Government Bond                                                               | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     30270 | PA      | $14832.30     | 0.01%             | 2035-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                               | Romania Government Bond                                                               | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    150000 | PA      | $128694.05    | 0.06%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                                 | Commercial Metals Co.                                                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |        81 | NS      | $3773.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                                                                  | Ally Financial, Inc.                                                                  | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    171000 | PA      | $191426.06    | 0.09%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2017179.16   | 0.90%             | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7495.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                               | E.ON SE                                                                               | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      3973 | NS      | $69631.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EverQuote, Inc.                                                                       | EverQuote, Inc., Class A                                                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       677 | NS      | $15604.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                                                                       | Frontdoor, Inc.                                                                       | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       428 | NS      | $23544.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy, Inc.                                                                    | Viper Energy, Inc.                                                                    | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99681.70     | 0.04%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                                        | Chugai Pharmaceutical Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |      2600 | NS      | $135931.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK                                                                                  | BANK, Series 2020-BN26, Class XA                                                      | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3744365 | PA      | $159819.62    | 0.07%             | 2063-03-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                                 | Southern Copper Corp.                                                                 | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       488 | NS      | $44364.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT Trust                                                                            | GCAT Trust, Series 2020-NQM2, Class A3                                                | CUSIP: 36166RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15614 | PA      | $15149.55     | 0.01%             | 2065-04-25      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities                                                         | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1                       | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41788 | PA      | $41724.33     | 0.02%             | 2045-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                             | Shell plc                                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      1151 | NS      | $37977.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     69000 | PA      | $73643.74     | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                                 | Pilgrim's Pride Corp.                                                                 | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44316.75     | 0.02%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                       | M/I Homes, Inc.                                                                       | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       151 | NS      | $16098.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                              | Electricite de France SA                                                              | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    159000 | PA      | $149353.78    | 0.07%             | 2035-10-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109778.85    | 0.05%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                        | Westlake Corp.                                                                        | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     86000 | PA      | $56712.40     | 0.03%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40712.57     | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                           | Carvana Co.                                                                           | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     60159 | PA      | $61876.90     | 0.03%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                           | Apollo Commercial Real Estate Finance, Inc., First Lien, CME Term Loan, B1            | CUSIP: 03768DAC1<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |     30000 | PA      | $29925.00     | 0.01%             | 2028-03-06      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                     | Tyson Foods, Inc., Class A                                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       774 | NS      | $43467.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments LLC                                                                   | Shift4 Payments LLC, First Lien, CME Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15000 | PA      | $15109.35     | 0.01%             | 2032-05-07      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Park Hotels & Resorts, Inc.                                                           | Park Hotels & Resorts, Inc.                                                           | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      4029 | NS      | $41740.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                                                          | Compass Diversified Holdings                                                          | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |       476 | NS      | $3198.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern States Power Co.                                                             | Northern States Power Co.                                                             | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169626.05    | 0.08%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                                       | Nippon Yusen KK                                                                       | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |      1200 | NS      | $43755.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133KR5T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    346713 | PA      | $352687.20    | 0.16%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                          | Vistra Corp.                                                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       157 | NS      | $25209.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                              | SCIH Salt Holdings, Inc.                                                              | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $77718.49     | 0.03%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                              | Puget Sound Energy, Inc.                                                              | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     86000 | PA      | $79749.60     | 0.04%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                    | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106525.17    | 0.05%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NexPoint Residential Trust, Inc.                                                      | NexPoint Residential Trust, Inc.                                                      | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       122 | NS      | $4148.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Escrow, Inc.                                                            | Herc Holdings Escrow, Inc.                                                            | CUSIP: 42703NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15448.53     | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YPB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    448372 | PA      | $392321.93    | 0.17%             | 2054-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tanger, Inc.                                                                          | Tanger, Inc.                                                                          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |       123 | NS      | $3665.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp.                                                                        | Marubeni Corp.                                                                        | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |      3700 | NS      | $74996.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                         | Brazil Government Bond                                                                | CUSIP: 105756CA6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $194960.00    | 0.09%             | 2029-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                                 | Mexico Government Bond                                                                | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $195630.00    | 0.09%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LTC Properties, Inc.                                                                  | LTC Properties, Inc.                                                                  | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |        50 | NS      | $1769.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                                                               | Primoris Services Corp.                                                               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       325 | NS      | $23435.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                                      | ABN AMRO Bank NV                                                                      | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      2319 | NS      | $59944.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                            | PG&E Corp., Series A                                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       891 | NS      | $38776.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M2                       | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58000 | PA      | $58557.53     | 0.03%             | 2041-12-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| IBEX Holdings Ltd.                                                                    | IBEX Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: 5493000GRFLPVYU2CX17       | Long             | EC               | CORP              | BM        |       179 | NS      | $5153.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                             | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                             | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $202904.40    | 0.09%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CBL & Associates Properties, Inc.                                                     | CBL & Associates Properties, Inc.                                                     | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |       142 | NS      | $3579.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd.                                                               | Singapore Airlines Ltd.                                                               | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |      6500 | NS      | $35864.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                    | Banco Bilbao Vizcaya Argentaria SA                                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      5020 | NS      | $75360.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    553350 | PA      | $457025.60    | 0.20%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     54000 | PA      | $46730.20     | 0.02%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                          | FirstEnergy Transmission LLC                                                          | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49560.28     | 0.02%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Romania                                                                               | Romania Government Bond                                                               | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    220000 | PA      | $224994.96    | 0.10%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp.                             | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp.                             | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $46634.28     | 0.02%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200324.98    | 0.09%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Vir Biotechnology, Inc.                                                               | Vir Biotechnology, Inc.                                                               | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2090 | NS      | $10324.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC plc                                                                               | DCC plc                                                                               | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |       194 | NS      | $12128.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                                           | Tokio Marine Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |      1100 | NS      | $46521.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo, Inc.                                                                        | Duolingo, Inc., Class A                                                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       128 | NS      | $66510.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics, Inc.                                                              | Akero Therapeutics, Inc.                                                              | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |        78 | NS      | $3872.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group plc                                                                     | NatWest Group plc                                                                     | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201650.91    | 0.09%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                               | BASF SE                                                                               | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |      1816 | NS      | $87571.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                            | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    245000 | PA      | $212714.58    | 0.09%             | 2035-11-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                    | VICI Properties LP                                                                    | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115103.39    | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140JXZG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10980 | PA      | $10775.85     | 0.00%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                    | Toyota Motor Corp.                                                                    | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      6600 | NS      | $125652.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                                   | Coca-Cola Co. (The)                                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       579 | NS      | $41745.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SES AI Corp.                                                                          | SES AI Corp.                                                                          | CUSIP: 78397Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6056 | NS      | $5504.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc.                                                               | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25388.78     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                                   | Ecuador Government Bond                                                               | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    179126 | PA      | $112177.66    | 0.05%             | 2035-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                               | Ukraine Government Bond                                                               | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      9585 | PA      | $4682.73      | 0.00%             | 2030-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                    | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    117000 | PA      | $121687.84    | 0.05%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                               | DuPont de Nemours, Inc.                                                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       643 | NS      | $42952.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                                     | Caterpillar, Inc.                                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       144 | NS      | $50116.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp.                                                                         | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22276.01     | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield plc                                                               | Cushman & Wakefield plc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1634 | NS      | $16389.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                                                                   | AeroVironment, Inc.                                                                   | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |        27 | NS      | $4806.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                                                             | Janus Henderson Group plc                                                             | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |      1169 | NS      | $42469.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd.                                                                         | WH Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |     74000 | NS      | $68062.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                               | Level 3 Financing, Inc.                                                               | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82218.75     | 0.04%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                                  | TJX Cos., Inc. (The)                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5693 | NS      | $722441.70    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products, Inc.                                                                 | Dorman Products, Inc.                                                                 | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |        31 | NS      | $4008.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                                                                        | AppLovin Corp., Class A                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        60 | NS      | $23580.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                                                              | Guidewire Software, Inc.                                                              | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     74000 | PA      | $83435.00     | 0.04%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M2                       | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13000 | PA      | $13490.67     | 0.01%             | 2042-03-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                                  | Coterra Energy, Inc.                                                                  | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      1873 | NS      | $45532.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                                                          | Impinj, Inc.                                                                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       157 | NS      | $17912.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     95000 | PA      | $95297.01     | 0.04%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                   | Constellation Energy Generation LLC                                                   | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77570.46     | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                                | HUB International Ltd.                                                                | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83363.76     | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                      | ServiceNow, Inc.                                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        62 | NS      | $62687.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                                                           | Spire, Inc.                                                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |        47 | NS      | $3538.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                             | Westinghouse Air Brake Technologies Corp.                                             | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192721.97    | 0.09%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     39000 | PA      | $28452.98     | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                               | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69811 | PA      | $70135.63     | 0.03%             | 2054-06-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2019-C15, Class XA                            | CUSIP: 22945DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5193713 | PA      | $151329.74    | 0.07%             | 2052-03-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp.                                                                | Filtration Group Corp., First Lien, 2025 Incremental Dollar CME Term Loan             | CUSIP: 31732FAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $30129.15     | 0.01%             | 2028-10-23      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                                    | United Rentals North America, Inc.                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60891.54     | 0.03%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140JUFY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15910 | PA      | $15728.47     | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                            | Ameriprise Financial, Inc.                                                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        92 | NS      | $46850.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                        | Takeda Pharmaceutical Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |      2000 | NS      | $60050.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                        | EchoStar Corp.                                                                        | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100557.50    | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                       | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129725.22    | 0.06%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                   | Kinder Morgan, Inc.                                                                   | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    157000 | PA      | $178382.52    | 0.08%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                                       | Concentra Health Services, Inc.                                                       | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66955.01     | 0.03%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                             | Millrose Properties, Inc., Class A                                                    | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1533 | NS      | $42724.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                                                 | VICI Properties, Inc., Class A                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      1459 | NS      | $46264.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate HDD Cayman                                                                    | Seagate HDD Cayman                                                                    | CUSIP: 81180WBF7<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $27032.70     | 0.01%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                    | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     91000 | PA      | $96673.00     | 0.04%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                         | Ovintiv, Inc.                                                                         | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31059.34     | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Monarch Casino & Resort, Inc.                                                         | Monarch Casino & Resort, Inc.                                                         | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |        47 | NS      | $3935.78      | 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      | $111.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                             | UKG, Inc.                                                                             | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92795.40     | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                                    | CNO Global Funding                                                                    | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84965.65     | 0.04%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Scholar Rock Holding Corp.                                                            | Scholar Rock Holding Corp.                                                            | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |       113 | NS      | $3278.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133KPYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246338 | PA      | $234267.31    | 0.10%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dow, Inc.                                                                             | Dow, Inc.                                                                             | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1474 | NS      | $40888.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                                                         | Insulet Corp.                                                                         | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25726.78     | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                            | Mercer International, Inc.                                                            | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39833.36     | 0.02%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| Calavo Growers, Inc.                                                                  | Calavo Growers, Inc.                                                                  | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       137 | NS      | $3774.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree CLO Ltd.                                                                      | Oaktree CLO Ltd., Series 2021-1A, Class A1R                                           | CUSIP: 67402JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251022.54    | 0.11%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                            | Procter & Gamble Co. (The)                                                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       245 | NS      | $41623.05     | 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      | $509.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                                      | MortgageIT Trust, Series 2004-1, Class M2                                             | CUSIP: 61913PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76855 | PA      | $71253.51     | 0.03%             | 2034-11-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                    | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74952.70     | 0.03%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7717.19      | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    470000 | PA      | $375504.30    | 0.17%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                                    | Light & Wonder International, Inc.                                                    | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200745.68    | 0.09%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Costamare, Inc.                                                                       | Costamare, Inc.                                                                       | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |       837 | NS      | $7173.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                                                        | Protagonist Therapeutics, Inc.                                                        | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       408 | NS      | $19367.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                     | PennyMac Financial Services, Inc.                                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       105 | NS      | $10080.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                                                                   | ACI Worldwide, Inc.                                                                   | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       242 | NS      | $11194.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Arab Emirates Government Bond                                                  | United Arab Emirates Government Bond                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AE        |    230000 | PA      | $168223.44    | 0.07%             | 2041-10-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                            | Grifols SA                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    210000 | PA      | $229162.01    | 0.10%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                       | Air Lease Corp.                                                                       | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51061.19     | 0.02%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Axogen, Inc.                                                                          | Axogen, Inc.                                                                          | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       463 | NS      | $5042.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KazMunayGas National Co. JSC                                                          | KazMunayGas National Co. JSC                                                          | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $178239.35    | 0.08%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140JKL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1485 | PA      | $1475.64      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                   | Constellation Energy Generation LLC                                                   | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    243000 | PA      | $250614.12    | 0.11%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                     | Georgia Power Co.                                                                     | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42240.34     | 0.02%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                         | Six Flags Entertainment Corp.                                                         | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86907.32     | 0.04%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                                | Chart Industries, Inc.                                                                | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26657.80     | 0.01%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201407.88    | 0.09%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                | Truist Financial Corp.                                                                | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      1116 | NS      | $44082.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                         | Fortress Intermediate 3, Inc.                                                         | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67262.00     | 0.03%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aris Water Holdings LLC                                                               | Aris Water Holdings LLC                                                               | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80489.84     | 0.04%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ChampionX Corp.                                                                       | ChampionX Corp.                                                                       | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |       972 | NS      | $23396.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Morocco                                                                    | Morocco Government Bond                                                               | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $165780.10    | 0.07%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                                    | Nationstar Mortgage Holdings, Inc.                                                    | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $155371.85    | 0.07%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20440.04     | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                             | Turkiye Government Bond                                                               | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $200398.00    | 0.09%             | 2034-05-15      | Fixed         | 7.62%                 | 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      | $161.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Putnam Funds Trust                                                                    | Putnam Short Term Investment Fund, Class P                                            | CUSIP: 74676P664<br>LEI: 549300S9JYWEMKQCLW53 | Long             |  | RF                | US        |  10021104 | NS      | $10021103.91  | 4.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                     | Venture Global Calcasieu Pass LLC                                                     | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309391.39    | 0.14%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Belden, Inc.                                                                          | Belden, Inc.                                                                          | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |        49 | NS      | $5203.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics, Inc.                                                            | Travere Therapeutics, Inc.                                                            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       223 | NS      | $3349.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2080000 | PA      | $2020565.62   | 0.90%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                        | Blackstone Private Credit Fund                                                        | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     93000 | PA      | $89957.89     | 0.04%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XGFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1110880 | PA      | $918795.30    | 0.41%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sempra, Inc.                                                                          | Sempra, Inc.                                                                          | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73449.26     | 0.03%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corcept Therapeutics, Inc.                                                            | Corcept Therapeutics, Inc.                                                            | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |       282 | NS      | $21871.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com, Inc.                                                                   | Legalzoom.com, Inc.                                                                   | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      1997 | NS      | $18232.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69389.89     | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                                        | Obayashi Corp.                                                                        | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |      1600 | NS      | $24141.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                                                 | Astellas Pharma, Inc.                                                                 | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |      2500 | NS      | $24694.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1A                                  | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |     15119 | PA      | $15207.82     | 0.01%             | 2043-06-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                                | Duke Energy Ohio, Inc.                                                                | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19541.03     | 0.01%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 5 Ltd.                                                                | Signal Peak CLO 5 Ltd., Series 2018-5A, Class A1R                                     | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251092.02    | 0.11%             | 2037-04-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                             | Seagate Data Storage Technology Pte. Ltd.                                             | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     80000 | PA      | $80324.78     | 0.04%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                                       | 1261229 BC Ltd., First Lien, Initial CME Term Loan                                    | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     45000 | PA      | $42843.83     | 0.02%             | 2030-10-08      | Variable      | 10.59%                | No            |                  2 | On Loan: No      |
| Ambarella, Inc.                                                                       | Ambarella, Inc.                                                                       | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |       305 | NS      | $16055.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co. Ltd.                                                                       | Capcom Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |      1200 | NS      | $35599.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                         | MetLife, Inc.                                                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      5922 | NS      | $465350.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                                                                   | PROG Holdings, Inc.                                                                   | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |       439 | NS      | $12656.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings LLC                                                  | Frontier Communications Holdings LLC                                                  | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50161.60     | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IonQ, Inc.                                                                            | IonQ, Inc.                                                                            | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       575 | NS      | $23195.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                                                          | DaVita, Inc.                                                                          | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15165.18     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                                               | Western Union Co. (The)                                                               | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     49034 | NS      | $455035.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                 | Clydesdale Acquisition Holdings, Inc.                                                 | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85962.89     | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78597.60     | 0.03%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Adeia, Inc.                                                                           | Adeia, Inc.                                                                           | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       307 | NS      | $3941.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                                            | Siemens AG                                                                            | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       509 | NS      | $122426.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NuScale Power Corp.                                                                   | NuScale Power Corp., Class A                                                          | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       177 | NS      | $5662.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co. Sarl                           | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    161000 | PA      | $173078.06    | 0.08%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2019-HRP1, Class M2                       | CUSIP: 20754PAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |     12913 | PA      | $12932.96     | 0.01%             | 2039-11-25      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      2168 | NS      | $95305.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       209 | NS      | $125494.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global, Inc.                                                                 | Payoneer Global, Inc.                                                                 | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |       494 | NS      | $3364.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                                                                        | NNN REIT, Inc.                                                                        | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      1081 | NS      | $45142.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                                                         | Ovintiv, Inc.                                                                         | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54041.00     | 0.02%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                               | Kite Realty Group Trust                                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       459 | NS      | $10153.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                                                        | Preferred Bank                                                                        | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       124 | NS      | $10367.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource, Inc.                                                                        | NiSource, Inc.                                                                        | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    174000 | PA      | $177336.68    | 0.08%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                         | SM Energy Co.                                                                         | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64946.39     | 0.03%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                         | Stellantis NV                                                                         | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |      3568 | NS      | $36227.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148217.06    | 0.07%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Univest Financial Corp.                                                               | Univest Financial Corp.                                                               | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       174 | NS      | $5136.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                                                            | Sandvik AB                                                                            | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |       761 | NS      | $16610.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                                   | Nexstar Media, Inc.                                                                   | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48138.16     | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                    | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21078.72     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     40000 | PA      | $40123.78     | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OFG Bancorp                                                                           | OFG Bancorp                                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       314 | NS      | $12917.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                                                 | Walt Disney Co. (The)                                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       440 | NS      | $49737.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3750195.30   | 1.67%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                       | AstraZeneca plc                                                                       | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       265 | NS      | $38818.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    194000 | PA      | $197071.13    | 0.09%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25728.38     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hamilton Insurance Group Ltd.                                                         | Hamilton Insurance Group Ltd., Class B                                                | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |       872 | NS      | $18974.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp.                                                                      | Rocket Lab Corp.                                                                      | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       194 | NS      | $5197.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                                                           | Franklin Electric Co., Inc.                                                           | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |        47 | NS      | $4060.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Aquila Ltd.                                                                | Transocean Aquila Ltd.                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     16308 | PA      | $16369.66     | 0.01%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     31000 | PA      | $25751.55     | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kiniksa Pharmaceuticals International plc                                             | Kiniksa Pharmaceuticals International plc, Class A                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       679 | NS      | $18577.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                                                         | Volkswagen AG                                                                         | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |       892 | NS      | $96581.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                               | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    106000 | PA      | $97223.88     | 0.04%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2086.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                       | Microsoft Corp.                                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      4910 | NS      | $2260367.60   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     80000 | PA      | $80098.00     | 0.04%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                         | Magnera Corp.                                                                         | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25459.63     | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    187000 | PA      | $176016.85    | 0.08%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                                             | Renesas Electronics Corp.                                                             | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |      3000 | NS      | $36436.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                       | FirstCash, Inc.                                                                       | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179595.23    | 0.08%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                                 | Rocket Software, Inc.                                                                 | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63172.67     | 0.03%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| nLight, Inc.                                                                          | nLight, Inc.                                                                          | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $4085.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                              | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105484.84    | 0.05%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| O-I Glass, Inc.                                                                       | O-I Glass, Inc.                                                                       | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       318 | NS      | $4168.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                                                          | Matson, Inc.                                                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       186 | NS      | $20990.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                                 | Athene Global Funding                                                                 | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207776.35    | 0.09%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                                 | Interpublic Group of Cos., Inc. (The)                                                 | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     72000 | PA      | $63373.90     | 0.03%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                       | Madison IAQ LLC                                                                       | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43342.14     | 0.02%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 10 Year Ultra Bonds                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -15 | NC      | $-3189.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      1157 | NS      | $51058.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618FTV78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80625 | PA      | $82840.58     | 0.04%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                                          | MasTec, Inc.                                                                          | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47230.27     | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Benchmark Electronics, Inc.                                                           | Benchmark Electronics, Inc.                                                           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       100 | NS      | $3652.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                                | Egypt Government Bond                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $196538.27    | 0.09%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                                          | CF Industries Holdings, Inc.                                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       519 | NS      | $47078.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group, Inc.                                                                   | Upbound Group, Inc.                                                                   | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       153 | NS      | $3509.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                        | Public Storage                                                                        | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       135 | NS      | $41635.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    267000 | PA      | $252612.13    | 0.11%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     81000 | PA      | $53598.34     | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                                         | Rio Tinto plc                                                                         | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      2119 | NS      | $125406.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                       | CoreCivic, Inc.                                                                       | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |       340 | NS      | $7466.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M1                       | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25500 | PA      | $25495.60     | 0.01%             | 2042-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                                  | Kimberly-Clark Corp.                                                                  | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       475 | NS      | $68286.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $601347.65    | 0.27%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                            | NIKE, Inc., Class B                                                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       700 | NS      | $42413.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                                                    | Ryman Hospitality Properties, Inc.                                                    | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       213 | NS      | $20684.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                                                                      | Otter Tail Corp.                                                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $3473.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                                             | Safran SA                                                                             | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       203 | NS      | $60038.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                           | Equinor ASA                                                                           | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |      2793 | NS      | $65386.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                              | VICI Properties LP / VICI Note Co., Inc.                                              | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $40267.11     | 0.02%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $830.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cimpress plc                                                                          | Cimpress plc                                                                          | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |        80 | NS      | $3540.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd. (The)                                               | Bank of NT Butterfield & Son Ltd. (The)                                               | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |       229 | NS      | $9654.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26614.33     | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Empire State Realty Trust, Inc.                                                       | Empire State Realty Trust, Inc., Class A                                              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |       464 | NS      | $3554.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617LEPL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11662 | PA      | $10258.86     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617K4U96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23649 | PA      | $23146.53     | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROS Holdings, Inc.                                                                   | PROS Holdings, Inc.                                                                   | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |       291 | NS      | $5118.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                   | Bank of New York Mellon Corp. (The)                                                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      3181 | NS      | $281868.41    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV Financing LLC                                                                 | DIRECTV Financing LLC, First Lien, 2024 Refinancing CME Term Loan, B                  | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85611 | PA      | $84561.06     | 0.04%             | 2029-08-02      | Variable      | 9.79%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49038.89     | 0.02%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617K4U88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22548 | PA      | $22125.63     | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-CR22, Class AM                                       | CUSIP: 12592XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142000 | PA      | $139411.64    | 0.06%             | 2048-03-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                         | Banco BPM SpA                                                                         | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |      6142 | NS      | $70601.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                      | American Builders & Contractors Supply Co., Inc.                                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53135.92     | 0.02%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                                           | Minerals Technologies, Inc.                                                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       282 | NS      | $16011.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                     | Chase Home Lending Mortgage Trust, Series 2024-11, Class A11                          | CUSIP: 161919AX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113192 | PA      | $112616.90    | 0.05%             | 2055-11-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Heidrick & Struggles International, Inc.                                              | Heidrick & Struggles International, Inc.                                              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       121 | NS      | $5282.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                                                           | Aker BP ASA                                                                           | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $87628.42     | 0.04%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Heritage Commerce Corp.                                                               | Heritage Commerce Corp.                                                               | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |       411 | NS      | $3805.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder International, Inc.                                                    | Light & Wonder International, Inc.                                                    | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15510.18     | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                        | US Foods, Inc.                                                                        | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54169.56     | 0.02%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BCPE Ulysses Intermediate, Inc.                                                       | BCPE Ulysses Intermediate, Inc.                                                       | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42794.96     | 0.02%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Select Medical Holdings Corp.                                                         | Select Medical Holdings Corp.                                                         | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       621 | NS      | $9495.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                                                          | DaVita, Inc.                                                                          | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182969.45    | 0.08%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                                       | Atlassian Corp.                                                                       | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58160.41     | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20633.98     | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                        | AIA Group Ltd.                                                                        | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |       400 | NS      | $3329.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Financial Services Corp.                                                   | Enterprise Financial Services Corp.                                                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       229 | NS      | $12123.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                                            | PG&E Corp.                                                                            | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44177.18     | 0.02%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                           | Nigeria Government Bond                                                               | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $194268.55    | 0.09%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $318301.11    | 0.14%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                         | Honeywell International, Inc.                                                         | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       194 | NS      | $43973.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                           | Dick's Sporting Goods, Inc.                                                           | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    115000 | PA      | $78928.05     | 0.04%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                                    | Nationstar Mortgage Holdings, Inc.                                                    | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78152.85     | 0.03%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                      | TotalEnergies SE                                                                      | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      1174 | NS      | $69111.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                                 | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $185436.60    | 0.08%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                                    | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110877.12    | 0.05%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46754.53     | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                      | Comision Federal de Electricidad                                                      | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $166242.68    | 0.07%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                              | Engie SA                                                                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      6158 | NS      | $132908.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Albany International Corp.                                                            | Albany International Corp., Class A                                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |        57 | NS      | $3765.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24693.11     | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                                           | Bayerische Motoren Werke AG                                                           | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |       794 | NS      | $70444.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                                        | TGNR Intermediate Holdings LLC                                                        | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99247.69     | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp.                                                                 | AGNC Investment Corp.                                                                 | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |     34992 | NS      | $312828.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                                                                         | Maximus, Inc.                                                                         | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |        55 | NS      | $3988.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                                             | Nestle SA                                                                             | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      1690 | NS      | $180047.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                            | Fertitta Entertainment LLC, First Lien, Initial CME Term Loan, B                      | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69236 | PA      | $68925.49     | 0.03%             | 2029-01-29      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| ScanSource, Inc.                                                                      | ScanSource, Inc.                                                                      | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |        98 | NS      | $3957.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                             | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                             | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75611.40     | 0.03%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80232.83     | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                                      | Coles Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |      3356 | NS      | $46739.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Powell Industries, Inc.                                                               | Powell Industries, Inc.                                                               | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |        49 | NS      | $8309.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                                          | Hasbro, Inc.                                                                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       793 | NS      | $52901.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                                                                | NetScout Systems, Inc.                                                                | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       186 | NS      | $4248.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                                                         | Glaukos Corp.                                                                         | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |        62 | NS      | $5845.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                                           | Philippines Government Bond                                                           | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $205613.21    | 0.09%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     15000 | PA      | $15211.88     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OneMain Holdings, Inc.                                                                | OneMain Holdings, Inc.                                                                | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |       954 | NS      | $49455.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp.                                                                         | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     73000 | PA      | $49006.08     | 0.02%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                                            | Graham Packaging Co., Inc.                                                            | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78616.14     | 0.03%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      1632 | NS      | $109866.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                                                            | Golden Entertainment, Inc.                                                            | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       131 | NS      | $3737.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                            | Occidental Petroleum Corp.                                                            | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     86000 | PA      | $92625.27     | 0.04%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                                                     | Flash Charm, Inc., First Lien, CME Term Loan, B2                                      | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59550 | PA      | $56721.67     | 0.03%             | 2028-03-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-389.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                   | LBM Acquisition LLC, First Lien, Amendment No. 3 Incremental CME Term Loan            | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34648 | PA      | $31233.05     | 0.01%             | 2031-06-06      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP, Series B                                                          | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217501.26    | 0.10%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                             | RTX Corp.                                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       398 | NS      | $54319.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Peru                                                                      | Peru Government Bond                                                                  | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $176790.00    | 0.08%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                       | Brunswick Corp.                                                                       | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88417.37     | 0.04%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Waystar Holding Corp.                                                                 | Waystar Holding Corp.                                                                 | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $10554.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                                                              | Genworth Financial, Inc., Class A                                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      2988 | NS      | $21065.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EquipmentShare.com, Inc.                                                              | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52495.08     | 0.02%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138X0YX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177919 | PA      | $163801.09    | 0.07%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                            | Unum Group                                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       534 | NS      | $43633.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Specialty Building Products Holdings LLC / SBP Finance Corp.                          | Specialty Building Products Holdings LLC / SBP Finance Corp.                          | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33561.03     | 0.01%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings, Inc.                                                              | Alarm.com Holdings, Inc.                                                              | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |        73 | NS      | $4190.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                                                    | Equity Residential                                                                    | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       640 | NS      | $44889.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-CR26, Class B                                        | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332000 | PA      | $325337.32    | 0.14%             | 2048-10-10      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                              | Intuitive Surgical, Inc.                                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        81 | NS      | $44739.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                                    | State Street Corp.                                                                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      7064 | NS      | $680121.92    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                                          | Mondelez International, Inc., Class A                                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       692 | NS      | $46703.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                                                  | Northern Trust Corp.                                                                  | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       401 | NS      | $42802.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                          | AbbVie, Inc.                                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1290 | NS      | $240081.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1                       | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278805 | PA      | $278736.33    | 0.12%             | 2045-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    259000 | PA      | $268482.50    | 0.12%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                        | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $237993.19    | 0.11%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                                           | BOC Hong Kong Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     14000 | NS      | $58877.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                     | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35228.90     | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     53000 | PA      | $43641.66     | 0.02%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $30024.33     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities, Series 2017-C06, Class 1M2B                       | CUSIP: 30711XQU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      2114 | PA      | $2118.78      | 0.00%             | 2030-02-25      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                       | Oceaneering International, Inc.                                                       | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |       783 | NS      | $14931.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison IAQ LLC                                                                       | Madison IAQ LLC                                                                       | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116178.66    | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LiveRamp Holdings, Inc.                                                               | LiveRamp Holdings, Inc.                                                               | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |       606 | NS      | $19743.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                                                                   | Union Pacific Corp.                                                                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       193 | NS      | $42780.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan, Inc.                                                                           | Argan, Inc.                                                                           | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       108 | NS      | $22712.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics, Inc.                                                         | Monte Rosa Therapeutics, Inc.                                                         | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       835 | NS      | $3490.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77118.23     | 0.03%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                   | Expand Energy Corp.                                                                   | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209022.83    | 0.09%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sterling Infrastructure, Inc.                                                         | Sterling Infrastructure, Inc.                                                         | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       141 | NS      | $26509.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.                                                    | Reinsurance Group of America, Inc.                                                    | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       219 | NS      | $44520.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                                                              | Marathon Petroleum Corp.                                                              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       282 | NS      | $45328.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                                                                         | NETGEAR, Inc.                                                                         | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       548 | NS      | $16072.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics, Inc.                                                              | Relay Therapeutics, Inc.                                                              | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3077 | NS      | $9231.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                                                           | Rogers Communications, Inc., Series NC5                                               | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $186526.09    | 0.08%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     78000 | PA      | $63471.68     | 0.03%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47151.51     | 0.02%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                           | Rogers Communications, Inc.                                                           | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $79703.67     | 0.04%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                       | Air Lease Corp.                                                                       | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    138000 | PA      | $130306.51    | 0.06%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                               | Nabors Industries, Inc.                                                               | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    115000 | PA      | $78799.85     | 0.04%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                                        | Ingevity Corp.                                                                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |        83 | NS      | $3433.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                                                      | Baker Hughes Co., Class A                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1160 | NS      | $42978.00     | 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      | $-3320.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury Ultra Bonds                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        19 | NC      | $14957.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                                                                | Booking Holdings, Inc.                                                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        19 | NS      | $104859.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                              | International Flavors & Fragrances, Inc.                                              | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94178.11     | 0.04%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Central Pacific Financial Corp.                                                       | Central Pacific Financial Corp.                                                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       272 | NS      | $7262.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 15 Year                                                                   | CUSIP: 3132D6AZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    920420 | PA      | $852605.15    | 0.38%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    526506 | PA      | $486752.75    | 0.22%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                          | NetApp, Inc.                                                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       422 | NS      | $41845.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                                | Cleveland-Cliffs, Inc.                                                                | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56146.84     | 0.02%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33596.96     | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140QNQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1088899 | PA      | $928875.42    | 0.41%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                    | Bahrain Government Bond                                                               | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $207107.54    | 0.09%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mr Cooper Group, Inc.                                                                 | Mr Cooper Group, Inc.                                                                 | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       227 | NS      | $29403.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.                                                   | Allison Transmission Holdings, Inc.                                                   | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       405 | NS      | $41925.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Angola                                                                    | Angola Government Bond                                                                | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $164377.65    | 0.07%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prothena Corp. plc                                                                    | Prothena Corp. plc                                                                    | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |       214 | NS      | $982.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs, Inc.                                                                     | Astera Labs, Inc.                                                                     | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       499 | NS      | $45269.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                  | Columbia Pipelines Operating Co. LLC                                                  | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $74841.83     | 0.03%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                            | Aviation Capital Group LLC                                                            | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    156000 | PA      | $157724.51    | 0.07%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease, Inc.                                                            | Broadstone Net Lease, Inc.                                                            | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |       262 | NS      | $4168.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                       | Camelot Return Merger Sub, Inc.                                                       | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $62011.95     | 0.03%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sylvamo Corp.                                                                         | Sylvamo Corp.                                                                         | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       273 | NS      | $14460.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                                                           | ONEOK, Inc.                                                                           | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30796.67     | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                                                          | Fujitsu Ltd.                                                                          | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      1000 | NS      | $22902.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60354.13     | 0.03%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 31329MXU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174626 | PA      | $161129.99    | 0.07%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                             | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     61000 | PA      | $50801.39     | 0.02%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                               | Heidelberg Materials AG                                                               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |        87 | NS      | $17052.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                         | CommScope LLC                                                                         | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57750.79     | 0.03%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       396 | NS      | $46617.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc.                                                           | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120400.45    | 0.05%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Unity Software, Inc.                                                                  | Unity Software, Inc.                                                                  | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65345.00     | 0.03%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                               | EnerSys                                                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       227 | NS      | $18984.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC / New Red Finance, Inc.                                                | 1011778 BC ULC / New Red Finance, Inc.                                                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     80000 | PA      | $73667.80     | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blend Labs, Inc.                                                                      | Blend Labs, Inc., Class A                                                             | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4953 | NS      | $18127.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59451.60     | 0.03%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                              | UnitedHealth Group, Inc.                                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       137 | NS      | $41361.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278038.29    | 0.12%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                            | Carpenter Technology Corp.                                                            | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |        44 | NS      | $10340.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust, Inc.                                                            | TPG RE Finance Trust, Inc.                                                            | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       855 | NS      | $6566.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Capital, Inc.                                                                 | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195740.29    | 0.09%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pathward Financial, Inc.                                                              | Pathward Financial, Inc.                                                              | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       241 | NS      | $18810.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA                                                                            | Covivio SA                                                                            | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |      1418 | NS      | $85079.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                          | Jones Deslauriers Insurance Management, Inc.                                          | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $80505.06     | 0.04%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140QMAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1173748 | PA      | $925782.31    | 0.41%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17856.71     | 0.01%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     69000 | PA      | $69204.31     | 0.03%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc., Series CC                                                            | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115563.51    | 0.05%             | 2029-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                    | Dominican Republic Government Bond                                                    | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $150675.00    | 0.07%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Guardant Health, Inc.                                                                 | Guardant Health, Inc.                                                                 | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       640 | NS      | $25996.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                            | Warnermedia Holdings, Inc.                                                            | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    356000 | PA      | $345184.48    | 0.15%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    128000 | PA      | $108643.93    | 0.05%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                          | CaixaBank SA                                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     15699 | NS      | $133168.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $647.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                    | Metropolitan Life Global Funding I                                                    | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    325000 | PA      | $300887.59    | 0.13%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                        | Commonwealth Bank of Australia                                                        | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    295000 | PA      | $301105.42    | 0.13%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90900.57     | 0.04%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                           | FedEx Corp.                                                                           | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       199 | NS      | $43401.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                                             | Enova International, Inc.                                                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       212 | NS      | $19646.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                                                       | Atlassian Corp.                                                                       | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30278.62     | 0.01%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals, Inc.                                                                 | Hudbay Minerals, Inc.                                                                 | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $70230.09     | 0.03%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20479.30     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                              | Lloyds Banking Group plc                                                              | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $139707.58    | 0.06%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                                                                 | Hexion Holdings Corp., Second Lien, Initial CME Term Loan                             | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     56471 | PA      | $54741.18     | 0.02%             | 2030-03-15      | Variable      | 11.86%                | No            |                  2 | On Loan: No      |
| Commvault Systems, Inc.                                                               | Commvault Systems, Inc.                                                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       169 | NS      | $30952.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                           | Novartis AG                                                                           | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      2140 | NS      | $247018.32    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                       | Canadian Natural Resources Ltd.                                                       | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     81000 | PA      | $80716.51     | 0.04%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                                    | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69471.92     | 0.03%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DNOW, Inc.                                                                            | DNOW, Inc.                                                                            | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |       995 | NS      | $14347.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1A                                  | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    332469 | PA      | $338742.45    | 0.15%             | 2042-08-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                 | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160000.50    | 0.07%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                                    | DT Midstream, Inc.                                                                    | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $173707.31    | 0.08%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Vicor Corp.                                                                           | Vicor Corp.                                                                           | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |        82 | NS      | $3578.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State of Qatar                                                                        | Qatar Government Bond                                                                 | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    300000 | PA      | $293032.24    | 0.13%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                              | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    105000 | PA      | $116079.06    | 0.05%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $194154.17    | 0.09%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2                       | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $35205.69     | 0.02%             | 2041-12-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Q2 Holdings, Inc.                                                                     | Q2 Holdings, Inc.                                                                     | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       107 | NS      | $9364.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                                                                     | Alamo Group, Inc.                                                                     | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |        25 | NS      | $4951.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                        | Bread Financial Holdings, Inc.                                                        | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       409 | NS      | $20957.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -1000000 | PA      | $-1009845.79  | -0.45%            | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc.                                                             | BrightSpire Capital, Inc., Class A                                                    | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |      1183 | NS      | $5985.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                                                           | Rogers Communications, Inc.                                                           | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $90176.06     | 0.04%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Keyence Corp.                                                                         | Keyence Corp.                                                                         | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |       100 | NS      | $41857.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.                                                   | Alpha Metallurgical Resources, Inc.                                                   | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        87 | NS      | $9747.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138EPVM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365016 | PA      | $371972.50    | 0.17%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $52601.70     | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                              | Arthur J Gallagher & Co.                                                              | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80672.88     | 0.04%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                          | GE Aerospace                                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       180 | NS      | $44263.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                                                  | Kontoor Brands, Inc.                                                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |        49 | NS      | $3361.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                                   | Kinder Morgan, Inc.                                                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1714 | NS      | $48060.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                 | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                 | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $95441.28     | 0.04%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT, Inc.                                                        | American Healthcare REIT, Inc.                                                        | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |       143 | NS      | $4996.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                                                          | Simmons First National Corp., Class A                                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       542 | NS      | $10167.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                                              | G-III Apparel Group Ltd.                                                              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       143 | NS      | $4154.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31417EZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219194 | PA      | $194972.96    | 0.09%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Co.                                                                      | Hecla Mining Co.                                                                      | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |       744 | NS      | $3824.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 15 Year                                                                         | CUSIP: 3140XAKU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    948982 | PA      | $862923.97    | 0.38%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Weatherford International plc                                                         | Weatherford International plc                                                         | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |       899 | NS      | $39196.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1A                                  | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |     76939 | PA      | $77669.68     | 0.03%             | 2042-09-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Portland General Electric Co.                                                         | Portland General Electric Co.                                                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       147 | NS      | $6232.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                                                         | Biohaven Ltd.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |       233 | NS      | $3450.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72180.46     | 0.03%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35753.13     | 0.02%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                                    | Aretec Group, Inc.                                                                    | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27272.95     | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                                              | Golden Credit Card Trust, Series 2022-4A, Class A                                     | CUSIP: 380881FP2<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | CA        |    972000 | PA      | $970776.45    | 0.43%             | 2027-09-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Rigetti Computing, Inc.                                                               | Rigetti Computing, Inc.                                                               | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       252 | NS      | $3051.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TCW CLO Ltd.                                                                          | TCW CLO Ltd., Series 2021-2A, Class AS                                                | CUSIP: 87190MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200709.75    | 0.09%             | 2034-07-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                                | TTM Technologies, Inc.                                                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       564 | NS      | $16841.04     | 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      | $981.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                 | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48408.29     | 0.02%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                  | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    159000 | PA      | $157213.32    | 0.07%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 8x8, Inc.                                                                             | 8x8, Inc.                                                                             | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      1572 | NS      | $2578.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.                                                       | American Eagle Outfitters, Inc.                                                       | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |       324 | NS      | $3551.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zegona Finance plc                                                                    | Zegona Finance plc                                                                    | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $213750.00    | 0.10%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                     | Siemens Energy AG                                                                     | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       253 | NS      | $24724.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PubMatic, Inc.                                                                        | PubMatic, Inc., Class A                                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       342 | NS      | $4001.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                                                          | Exelon Corp.                                                                          | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    246000 | PA      | $250674.21    | 0.11%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                       | Transocean Titan Financing Ltd.                                                       | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    108571 | PA      | $110340.83    | 0.05%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market, Inc.                                                          | Sprouts Farmers Market, Inc.                                                          | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       252 | NS      | $43560.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortum OYJ                                                                            | Fortum OYJ                                                                            | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |       395 | NS      | $6826.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                        | 7-Eleven, Inc.                                                                        | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    319000 | PA      | $291435.99    | 0.13%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                            | Encore Capital Group, Inc.                                                            | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63657.05     | 0.03%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                   | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9251.88      | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $31605.81     | 0.01%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                 | Dominion Energy, Inc.                                                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       796 | NS      | $45109.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XFVX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1019603 | PA      | $882730.51    | 0.39%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                           | Service Corp. International                                                           | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $202927.58    | 0.09%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                               | Capital One Multi-Asset Execution Trust, Series 2023-A1, Class A                      | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $625196.25    | 0.28%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                     | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23693.05     | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                               | Nabors Industries, Inc.                                                               | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52853.29     | 0.02%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Teekay Corp. Ltd.                                                                     | Teekay Corp. Ltd.                                                                     | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | BM        |      1797 | NS      | $15184.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                                                             | Williams Cos., Inc. (The)                                                             | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115108.62    | 0.05%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                                 | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $87766.67     | 0.04%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp.                                                                    | Tutor Perini Corp.                                                                    | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       578 | NS      | $21316.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                 | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172947.88    | 0.08%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    138000 | PA      | $131694.15    | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7197.84      | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                            | MSCI, Inc.                                                                            | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    202000 | PA      | $187242.43    | 0.08%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York Times Co. (The)                                                              | New York Times Co. (The), Class A                                                     | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      4379 | NS      | $250128.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                           | Vibrantz Technologies, Inc.                                                           | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70586.50     | 0.03%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                              | AthenaHealth Group, Inc.                                                              | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86793.53     | 0.04%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                            | Occidental Petroleum Corp.                                                            | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99398.00     | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                                                               | Webster Financial Corp.                                                               | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       838 | NS      | $43140.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verde Purchaser LLC                                                                   | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                     | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     22911 | PA      | $22955.06     | 0.01%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                        | QUALCOMM, Inc.                                                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5291 | NS      | $768253.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock MWV LLC                                                                      | WestRock MWV LLC                                                                      | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    115000 | PA      | $130929.97    | 0.06%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                                              | SCREEN Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |       100 | NS      | $7114.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                    | Southern Co. (The)                                                                    | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32122.00     | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    205000 | PA      | $182147.17    | 0.08%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                     | HSBC Holdings plc                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     18242 | NS      | $214909.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                | Truist Financial Corp.                                                                | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    134000 | PA      | $136205.63    | 0.06%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                     | American Electric Power Co., Inc.                                                     | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    164000 | PA      | $167956.99    | 0.07%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies, Inc.                                                   | Atmus Filtration Technologies, Inc.                                                   | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       249 | NS      | $8968.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy, Inc.                                                             | NANO Nuclear Energy, Inc.                                                             | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       391 | NS      | $11780.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                       | TransDigm, Inc.                                                                       | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67076.30     | 0.03%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                                           | Shin-Etsu Chemical Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      3000 | NS      | $95790.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                      | Bank of Montreal                                                                      | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $44499.01     | 0.02%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                              | VICI Properties LP / VICI Note Co., Inc.                                              | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $122680.73    | 0.05%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                              | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72191.00     | 0.03%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                       | Nordea Bank Abp                                                                       | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      9443 | NS      | $136905.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.                   | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $88106.48     | 0.04%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                       | AES Corp. (The)                                                                       | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      3884 | NS      | $39189.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                                                          | Rambus, Inc.                                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       452 | NS      | $24168.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     16000 | PA      | $-327.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FARO Technologies, Inc.                                                               | FARO Technologies, Inc.                                                               | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |        41 | NS      | $1737.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                                                              | CACI International, Inc.                                                              | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102069.00    | 0.05%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Phreesia, Inc.                                                                        | Phreesia, Inc.                                                                        | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |       547 | NS      | $13396.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources, Inc.                                                          | Core Natural Resources, Inc.                                                          | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       191 | NS      | $13236.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                                  | Watco Cos. LLC / Watco Finance Corp.                                                  | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102986.30    | 0.05%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                                                                 | Auto Trader Group plc                                                                 | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |      1489 | NS      | $15946.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                      | Mosaic Co. (The)                                                                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      1208 | NS      | $43657.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding XXX Ltd.                                                         | Madison Park Funding XXX Ltd., Series 2018-30A, Class A1R                             | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250838.36    | 0.11%             | 2037-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                                                     | Isuzu Motors Ltd.                                                                     | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |      1500 | NS      | $20275.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75026.03     | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J Jill, Inc.                                                                          | J Jill, Inc.                                                                          | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |       228 | NS      | $3648.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                                                        | Ford Motor Co.                                                                        | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      4291 | NS      | $44540.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                                                          | Avient Corp.                                                                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       184 | NS      | $6647.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.                                                        | Oil States International, Inc.                                                        | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |       929 | NS      | $4041.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                                                       | Dorian LPG Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |       174 | NS      | $3725.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings, Inc.                                                     | Heritage Insurance Holdings, Inc.                                                     | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |       198 | NS      | $4845.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                                                 | Lockheed Martin Corp.                                                                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1597 | NS      | $770360.86    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                                                            | Gibraltar Industries, Inc.                                                            | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $3983.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46843.52     | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MaxLinear, Inc.                                                                       | MaxLinear, Inc., Class A                                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       297 | NS      | $3382.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                                                                    | Buckle, Inc. (The)                                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |        95 | NS      | $4047.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                                                        | Citizens Financial Group, Inc.                                                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1173 | NS      | $47330.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BA Credit Card Trust                                                                  | BA Credit Card Trust, Series 2022-A2, Class A2                                        | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $616254.60    | 0.27%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                   | Medline Borrower LP                                                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44011.10     | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                           | Vibrantz Technologies, Inc., First Lien, Initial CME Term Loan                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |     59315 | PA      | $52401.34     | 0.02%             | 2029-04-23      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                     | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34323.83     | 0.02%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                          | Kohl's Corp.                                                                          | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82232.12     | 0.04%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14487.32     | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    206000 | PA      | $158216.65    | 0.07%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                       | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9869 | PA      | $9880.86      | 0.00%             | 2044-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                                 | Veritiv Operating Co.                                                                 | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31945.65     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                       | Eastern Energy Gas Holdings LLC                                                       | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29538.87     | 0.01%             | 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        |       558 | NS      | $43730.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group plc                                                             | Land Securities Group plc                                                             | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |     11480 | NS      | $98029.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Property Group, Inc.                                                          | Brixmor Property Group, Inc.                                                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      1662 | NS      | $42231.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                                                    | StoneX Group, Inc.                                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       257 | NS      | $21756.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8416.71      | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                              | Icon Investments Six DAC                                                              | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203396.65    | 0.09%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                            | Packaging Corp. of America                                                            | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       232 | NS      | $44815.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EquipmentShare.com, Inc.                                                              | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72756.95     | 0.03%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                             | Hilcorp Energy I LP / Hilcorp Finance Co.                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39844.38     | 0.02%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                                    | Station Place Securitization Trust, Series 2024-10, Class A                           | CUSIP: 85779PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $190851.92    | 0.08%             | 2025-10-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                                    | Pinewood Finco plc                                                                    | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $133821.34    | 0.06%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                         | Calpine Corp.                                                                         | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63095.35     | 0.03%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1025945.52   | 0.46%             | 2055-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                                                             | Repsol SA                                                                             | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |      3887 | NS      | $52369.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                   | Citigroup Commercial Mortgage Trust, Series 2016-P6, Class B                          | CUSIP: 17291EAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368000 | PA      | $337140.88    | 0.15%             | 2049-12-10      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                   | Station Casinos LLC                                                                   | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70139.72     | 0.03%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class A1                                   | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     33797 | PA      | $34203.42     | 0.02%             | 2043-11-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank Holding Corp.                                                       | Metropolitan Bank Holding Corp.                                                       | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        62 | NS      | $4009.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                                                | Tri Pointe Homes, Inc.                                                                | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       711 | NS      | $20960.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                                                             | V2X, Inc.                                                                             | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       158 | NS      | $7154.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                                              | Energizer Holdings, Inc.                                                              | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       147 | NS      | $3423.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                                           | Swiss Re AG                                                                           | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |       587 | NS      | $103719.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                                                      | Altice France SA                                                                      | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $170080.14    | 0.08%             | 2029-10-15      | 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      | $-344.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                                 | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198728.34    | 0.09%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47227.41     | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                            | RALI Trust, Series 2006-QO5, Class 1A1                                                | CUSIP: 75114HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129015 | PA      | $115902.73    | 0.05%             | 2046-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                      | Salesforce, Inc.                                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       173 | NS      | $45909.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings plc                                                              | Rolls-Royce Holdings plc                                                              | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      8570 | NS      | $99728.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                                    | Royalty Pharma plc                                                                    | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $84677.07     | 0.04%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67426.24     | 0.03%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                                 | Petronas Capital Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    300000 | PA      | $257179.84    | 0.11%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                               | Ukraine Government Bond                                                               | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     35096 | PA      | $17433.94     | 0.01%             | 2034-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                       | DR Horton, Inc.                                                                       | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195134.46    | 0.09%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                                             | Mitsubishi Electric Corp.                                                             | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       600 | NS      | $11974.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                                           | Garmin Ltd.                                                                           | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       217 | NS      | $44044.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                                               | Customers Bancorp, Inc.                                                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       335 | NS      | $17071.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                                                 | Churchill Downs, Inc.                                                                 | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88797.90     | 0.04%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                               | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                   | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    258181 | PA      | $258096.00    | 0.11%             | 2034-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                       | Jefferies Financial Group, Inc.                                                       | CUSIP: 47233WJG5<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145184.06    | 0.06%             | 2026-03-16      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                                             | H & M Hennes & Mauritz AB, Class B                                                    | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |      1246 | NS      | $17833.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11949.41     | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                                                   | American Transmission Systems, Inc.                                                   | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $36439.09     | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alkermes plc                                                                          | Alkermes plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       120 | NS      | $3673.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                                                               | Victoria's Secret & Co.                                                               | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       626 | NS      | $13277.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC / CDW Finance Corp.                                                           | CDW LLC / CDW Finance Corp.                                                           | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $98728.83     | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AngioDynamics, Inc.                                                                   | AngioDynamics, Inc.                                                                   | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |       465 | NS      | $4743.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2360000 | PA      | $2220428.14   | 0.99%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                               | GFL Environmental, Inc.                                                               | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25963.73     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                              | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112215.67    | 0.05%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp., First Lien, Initial CME Term Loan                                | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     64225 | PA      | $64108.50     | 0.03%             | 2027-05-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                                   | Wells Fargo Bank NA                                                                   | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270989.14    | 0.12%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                        | DTE Energy Co.                                                                        | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80426.61     | 0.04%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                             | CSX Corp.                                                                             | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      1402 | NS      | $44289.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities, Series 2017-C06, Class 2M2                        | CUSIP: 30711XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    285806 | PA      | $291142.25    | 0.13%             | 2030-02-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Valmont Industries, Inc.                                                              | Valmont Industries, Inc.                                                              | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       134 | NS      | $42617.36     | 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      | $-1673.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-276.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                        | Synopsys, Inc.                                                                        | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9553.37      | 0.00%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215618.55    | 0.10%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M1                       | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275446 | PA      | $279645.40    | 0.12%             | 2042-03-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1095918 | PA      | $907441.93    | 0.40%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1940615.14   | 0.86%             | 2055-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                           | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     78000 | PA      | $68474.38     | 0.03%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                                  | SunCoke Energy, Inc.                                                                  | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |       600 | NS      | $4884.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    106000 | PA      | $97920.77     | 0.04%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Upwork, Inc.                                                                          | Upwork, Inc.                                                                          | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      1235 | NS      | $19130.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1160000 | PA      | $1097174.21   | 0.49%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                             | UKG, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      9925 | PA      | $9955.22      | 0.00%             | 2031-02-10      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                             | United Overseas Bank Ltd.                                                             | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |      3900 | NS      | $107132.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                                                  | CareTrust REIT, Inc.                                                                  | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |       887 | NS      | $25510.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                                                           | Cabot Corp.                                                                           | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |        47 | NS      | $3510.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                    | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    279000 | PA      | $283648.40    | 0.13%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pagseguro Digital Ltd.                                                                | Pagseguro Digital Ltd., Class A                                                       | CUSIP: N/A<br>LEI: 391200VY4YW47I4HGH62       | Long             | EC               | CORP              | KY        |      2260 | NS      | $20136.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Republic of Uruguay                                                          | Uruguay Government Bond                                                               | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     60000 | PA      | $53952.00     | 0.02%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $408.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                                   | Waste Pro USA, Inc.                                                                   | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71948.03     | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                   | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |     54438 | PA      | $54381.36     | 0.02%             | 2045-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                                                    | Origin Energy Ltd.                                                                    | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |     12316 | NS      | $85931.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp.                                                                  | PotlatchDeltic Corp.                                                                  | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |        93 | NS      | $3658.62      | 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      | $-2334.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BrightView Holdings, Inc.                                                             | BrightView Holdings, Inc.                                                             | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |       399 | NS      | $6216.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.                                                 | Applied Industrial Technologies, Inc.                                                 | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |        69 | NS      | $15629.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33980.09     | 0.02%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                     | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    246000 | PA      | $248651.00    | 0.11%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                            | eBay, Inc.                                                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       622 | NS      | $45511.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                                                                 | Virtu Financial, Inc., Class A                                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       506 | NS      | $20336.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp.                                                                 | Westpac Banking Corp.                                                                 | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     69000 | PA      | $49910.69     | 0.02%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    125000 | PA      | $125526.81    | 0.06%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                                   | Iron Mountain, Inc.                                                                   | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146477.12    | 0.07%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58249.80     | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                                    | Best Buy Co., Inc.                                                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1671 | NS      | $110753.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer