# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001189
**Filing Date:** 2025-8
**Character Count:** 653251
**Document Hash:** 11a22ea73ed4d73fe36bc1fc774c2a4e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001189.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001189

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251266061

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/T. ROWE PRICE BALANCED FUND (Series ID: S000044437)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000138280 | JNL/T. ROWE PRICE BALANCED FUND (A) |  |
| C000192215 | JNL/T. ROWE PRICE BALANCED FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/T. Rowe Price Balanced Fund

- **b. EDGAR series identifier (if any):** S000044437

- **c. LEI of Series:** 549300SMDNTV0Q8VB465

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

- **a. Date of fiscal year-end:** 2025-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $574279794.82

**Total Liabilities:** $8627322.66

**Net Assets:** $565652472.16

**Delayed Delivery Securities:** $3138687.84

**Cash Not Reported:** $435337.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -111.599000715619 | **1-Year:** -2410.526914686282 | **5-Year:** -6825.329515575581 | **10-Year:** -16504.293952517288 | **30-Year:** -24156.500934004248

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

- **3-Month:** -8.019474124005 | **1-Year:** -467.523133213432 | **5-Year:** -3592.836104852316 | **10-Year:** -1093.681645628677 | **30-Year:** -616.777265543887

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000138280 | 0.21%                | 3.25%                | 3.00%                |
| Class ID C000192215 | 0.26%                | 3.29%                | 3.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $950041.51               | $-971512.45                                |
| Month 2  | $3922748.04              | $12217392.13                               |
| Month 3  | $2534708.52              | $13213226.29                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23129 | PA      | $22445.69     | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140JACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     47583 | PA      | $43271.03     | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                           | CaixaBank, S.A.                                                                           | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | US        |    230000 | PA      | $252745.07    | 0.04%             | 2034-09-13      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| California, State of                                                                      | California, State of                                                                      | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $287635.63    | 0.05%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140JACF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89370 | PA      | $81181.22     | 0.01%             | 2044-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140JACW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9773 | PA      | $9233.54      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     73391 | PA      | $69658.79     | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.                                                             | Wheaton Precious Metals Corp.                                                             | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      4498 | NS      | $404497.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Cake PLC                                                                           | Yellow Cake PLC                                                                           | CUSIP: N/A<br>LEI: 213800CVMYUGOA9EZY95       | Long             | EC               | CORP              | JE        |      2585 | NS      | $18718.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                                                                | Kojamo Oyj                                                                                | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | EC               | CORP              | FI        |      6257 | NS      | $81200.07     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Trustees of the California State University                                               | Trustees of the California State University                                               | CUSIP: 13077DQU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $253916.04    | 0.04%             | 2041-11-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cameco Corporation                                                                        | Cameco Corporation                                                                        | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      1986 | NS      | $147420.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameron LNG, LLC                                                                          | Cameron LNG, LLC                                                                          | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49848.88     | 0.01%             | 2031-07-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Cameron LNG, LLC                                                                          | Cameron LNG, LLC                                                                          | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42658.01     | 0.01%             | 2039-01-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    198971 | PA      | $175643.47    | 0.03%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                         | Canadian National Railway Company                                                         | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | US        |    215000 | PA      | $229890.86    | 0.04%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Limited                                                      | Canadian Pacific Kansas City Limited                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101299.09    | 0.02%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133L75R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    133329 | PA      | $119030.15    | 0.02%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1195000 | PA      | $1063498.97   | 0.19%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140Q8VW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    607776 | PA      | $558183.13    | 0.10%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7537 | PA      | $7318.00      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Limited                                                      | Canadian Pacific Kansas City Limited                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197355.00    | 0.03%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                            | Citigroup Inc.                                                                            | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141225.00    | 0.02%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QA3Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20254 | PA      | $19685.33     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22309 | PA      | $21007.33     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    148218 | PA      | $130028.22    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9509 | PA      | $8954.14      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                         | Clarios Global LP                                                                         | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74868.42     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarus Capital Funding 2024-1 LLC                                                         | Clarus Capital Funding 2024-1 LLC                                                         | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    178492 | PA      | $178240.18    | 0.03%             | 2027-05-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    515000 | PA      | $491886.29    | 0.09%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    410000 | PA      | $408389.68    | 0.07%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    730000 | PA      | $733787.75    | 0.13%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    101501 | PA      | $100451.10    | 0.02%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries N.V.                                                          | BE Semiconductor Industries N.V.                                                          | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |      2465 | NS      | $369501.73    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler S.p.A.                                                                            | Moncler S.p.A.                                                                            | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |      8898 | NS      | $506710.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     95995 | PA      | $95032.21     | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    236517 | PA      | $221740.93    | 0.04%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7425 | PA      | $7193.03      | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QDCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     87468 | PA      | $84199.79     | 0.01%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel N.V.                                                                           | Akzo Nobel N.V.                                                                           | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |      7418 | NS      | $520010.06    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                                  | Alcon AG                                                                                  | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |      5301 | NS      | $469853.49    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    171336 | PA      | $160048.97    | 0.03%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138ETZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    118493 | PA      | $119876.36    | 0.02%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138WGAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    161281 | PA      | $148927.50    | 0.03%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138WJGD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89237 | PA      | $79930.79     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138WJK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    176517 | PA      | $162720.77    | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138WJNE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    905545 | PA      | $810259.36    | 0.14%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Limited                                                                         | HDFC Bank Limited                                                                         | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |     28822 | NS      | $673723.79    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                                             | Alibaba Group Holding Limited                                                             | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |     15664 | NS      | $221381.95    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Warehouses De Pauw                                                                        | Warehouses De Pauw                                                                        | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |      3493 | NS      | $85257.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NGEx Minerals Ltd.                                                                        | NGEx Minerals Ltd.                                                                        | CUSIP: 65343P103<br>LEI: 549300M2DU5ORAGOIG27 | Long             | EC               | CORP              | CA        |      4686 | NS      | $54714.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ora Banda Mining Ltd                                                                      | Ora Banda Mining Ltd                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     35731 | NS      | $18126.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp.                                                                        | Equinox Gold Corp.                                                                        | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |      3444 | NS      | $19878.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XHCV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29658 | PA      | $29167.36     | 0.01%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    457655 | PA      | $407286.70    | 0.07%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138WKW68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    209806 | PA      | $198612.04    | 0.04%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3675 | PA      | $3335.76      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    253968 | PA      | $202247.18    | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XHXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    119250 | PA      | $100215.19    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                                | Cloud Software Group, Inc.                                                                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207356.42    | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                                | Cloud Software Group, Inc.                                                                | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    190000 | PA      | $202271.31    | 0.04%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                                                        | CNO Global Funding                                                                        | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    445000 | PA      | $415740.63    | 0.07%             | 2029-01-06      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corporation                                                                       | Comcast Corporation                                                                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     19182 | NS      | $684605.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Government of the Province of Alberta                                                     | Government of the Province of Alberta                                                     | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | US        |    330000 | PA      | $329533.05    | 0.06%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corporation                                                                 | Alcon Finance Corporation                                                                 | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    265000 | PA      | $242260.30    | 0.04%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc.                                                                               | AbbVie Inc.                                                                               | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89611.41     | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                               | AbbVie Inc.                                                                               | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297144.33    | 0.05%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                               | AbbVie Inc.                                                                               | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $160467.66    | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bread Financial Payments, Inc.                                                            | Bread Financial Payments, Inc.                                                            | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220943.05    | 0.04%             | 2035-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Apple Hospitality REIT, Inc.                                                              | Apple Hospitality REIT, Inc.                                                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      3438 | NS      | $40121.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb INA Holdings Inc.                                                                   | Chubb INA Holdings Inc.                                                                   | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86567.95     | 0.02%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Adobe Inc.                                                                                | Adobe Inc.                                                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       666 | NS      | $257662.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                                                               | Ares Management Corporation                                                               | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       464 | NS      | $80364.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| argenx SE                                                                                 | argenx SE                                                                                 | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       852 | NS      | $469639.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaic Holdings, Inc.                                                                      | Osaic Holdings, Inc.                                                                      | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    395000 | PA      | $396686.36    | 0.07%             | 2027-08-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: —       |
| Aethon United BR LP                                                                       | Aethon United BR LP                                                                       | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209548.84    | 0.04%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                                                       | Affirm Master Trust                                                                       | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $270898.10    | 0.05%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                          | Air Products and Chemicals, Inc.                                                          | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14893.56     | 0.00%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aretec Escrow Issuer 2 Inc                                                                | Aretec Escrow Issuer 2 Inc                                                                | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    372000 | PA      | $408702.93    | 0.07%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                   | Bay Area Toll Authority                                                                   | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    235000 | PA      | $263718.10    | 0.05%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                                      | Bayer US Finance LLC                                                                      | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213084.16    | 0.04%             | 2030-11-21      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1, LLC                                        | Bayview Opportunity Master Fund VII 2024-CAR1, LLC                                        | CUSIP: 07336QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    135161 | PA      | $135370.26    | 0.02%             | 2031-12-26      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                                           | Blackstone Mortgage Trust, Inc.                                                           | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    190000 | PA      | $202089.14    | 0.04%             | 2029-12-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Inc.                                                                           | Blackstone Inc.                                                                           | CUSIP: 09260D107<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | EC               | CORP              | US        |       300 | NS      | $44874.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                                                           | BlackRock, Inc.                                                                           | CUSIP: 09290D101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       225 | NS      | $236081.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc.                                                                           | Bombardier Inc.                                                                           | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |    195000 | PA      | $204566.88    | 0.04%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings Inc.                                                                     | Booking Holdings Inc.                                                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       206 | NS      | $1192583.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Gas Company                                                                        | Boston Gas Company                                                                        | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31188.94     | 0.01%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                          | BANK5 2024-5YR12                                                                          | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $83820.55     | 0.01%             | 2057-12-17      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                             | Banner Health                                                                             | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61313.39     | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government of the Province of British Columbia                                            | Government of the Province of British Columbia                                            | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | US        |    303000 | PA      | $297339.35    | 0.05%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                          | Brixmor Operating Partnership LP                                                          | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272607.83    | 0.05%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                              | Barclays PLC                                                                              | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193988.08    | 0.03%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2021-NQM1                                                    | Barclays Mortgage Loan Trust 2021-NQM1                                                    | CUSIP: 06744UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77879 | PA      | $70622.05     | 0.01%             | 2051-09-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                             | Broadcom Inc.                                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     20397 | NS      | $5622433.05   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                                             | Broadcom Inc.                                                                             | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409845.20    | 0.07%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Brookfield Properties Retail Holding LLC                                                  | Brookfield Properties Retail Holding LLC                                                  | CUSIP: 11284DAC9<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |    154000 | PA      | $149808.02    | 0.03%             | 2027-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2021-LGCY                                                                        | BX Trust 2021-LGCY                                                                        | CUSIP: 12434DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $294262.41    | 0.05%             | 2036-10-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                         | CCO Holdings, LLC                                                                         | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204060.04    | 0.04%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                         | CCO Holdings, LLC                                                                         | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $203368.26    | 0.04%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CBOE Global Markets, Inc.                                                                 | CBOE Global Markets, Inc.                                                                 | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       224 | NS      | $52239.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group, Inc.                                                                          | CBRE Group, Inc.                                                                          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       914 | NS      | $128069.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                                                            | CME Group Inc.                                                                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2393 | NS      | $659558.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                                    | CMS Energy Corporation                                                                    | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98695.84     | 0.02%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                           | COLT 2020-3 Mortgage Loan Trust                                                           | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3996 | PA      | $3892.22      | 0.00%             | 2065-04-27      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                                 | CRH America Finance, Inc.                                                                 | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358996.68    | 0.06%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                    | CVS Health Corporation                                                                    | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $411408.57    | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                    | CVS Health Corporation                                                                    | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87465.44     | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                              | Cadence Design Systems, Inc.                                                              | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110050.39    | 0.02%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Confluent, Inc.                                                                           | Confluent, Inc.                                                                           | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      1927 | NS      | $48040.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                                       | Comcast Corporation                                                                       | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173674.60    | 0.03%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                       | Comcast Corporation                                                                       | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64952.41     | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Artemis Gold Inc.                                                                         | Artemis Gold Inc.                                                                         | CUSIP: 04302L100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4863 | NS      | $88457.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sibanye Stillwater                                                                        | Sibanye Stillwater                                                                        | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |     19106 | NS      | $34815.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                            | ConocoPhillips                                                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     18182 | NS      | $1631652.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Group, Inc.                                                          | Constellation Energy Group, Inc.                                                          | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      3023 | NS      | $975703.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                                         | Crown Castle Inc.                                                                         | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      1733 | NS      | $178031.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                                         | Crown Castle Inc.                                                                         | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    185000 | PA      | $160976.73    | 0.03%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                                | Corebridge Financial, Inc.                                                                | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     22090 | NS      | $784195.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                                                                | Corebridge Financial, Inc.                                                                | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    415000 | PA      | $332011.37    | 0.06%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                   | Corporacion Nacional del Cobre de Chile                                                   | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |    305000 | PA      | $283456.05    | 0.05%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    180000 | PA      | $176747.54    | 0.03%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    700000 | PA      | $700695.38    | 0.12%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90000 | PA      | $91260.22     | 0.02%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Champion Iron Limited                                                                     | Champion Iron Limited                                                                     | CUSIP: N/A<br>LEI: 894500WQI96G4T75O202       | Long             | EC               | CORP              | AU        |     11588 | NS      | $31952.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Precision Drilling Corporation                                                            | Precision Drilling Corporation                                                            | CUSIP: 74022D407<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |       416 | NS      | $19701.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Corteva, Inc.                                                                             | Corteva, Inc.                                                                             | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1776 | NS      | $132365.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                                                              | Costco Wholesale Corporation                                                              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       668 | NS      | $661279.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                                         | Crown Castle Inc.                                                                         | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    255000 | PA      | $218698.00    | 0.04%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                        | CyrusOne Data Centers Issuer I LLC                                                        | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285000 | PA      | $277586.87    | 0.05%             | 2029-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Scentre Group Limited                                                                     | Scentre Group Limited                                                                     | CUSIP: N/A<br>LEI: 529900TUCASM3W86E831       | Long             | EC               | CORP              | AU        |    284382 | NS      | $666614.42    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Turaco Gold Limited                                                                       | Turaco Gold Limited                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     18173 | NS      | $5427.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoStar Group, Inc.                                                                        | CoStar Group, Inc.                                                                        | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       349 | NS      | $28059.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash, Inc.                                                                           | FirstCash, Inc.                                                                           | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76599.24     | 0.01%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corporation                                                                       | Comcast Corporation                                                                       | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139455.29    | 0.02%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                       | CommonSpirit Health                                                                       | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68616.14     | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XJKB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    397129 | PA      | $363007.05    | 0.06%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XKG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    164731 | PA      | $169299.68    | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                              | Fiserv, Inc.                                                                              | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108710.00    | 0.02%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                              | Fiserv, Inc.                                                                              | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250775.02    | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2020-REV2                                                    | Ford Credit Auto Owner Trust 2020-REV2                                                    | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $168282.51    | 0.03%             | 2025-10-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2920 | PA      | $2697.64      | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18717 | PA      | $16758.95     | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105668 | PA      | $97619.26     | 0.02%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       102 | PA      | $104.50       | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1616 | PA      | $1658.41      | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7814 | PA      | $8019.01      | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22559 | PA      | $23123.54     | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6279 | PA      | $6436.35      | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12058 | PA      | $11132.44     | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7543 | PA      | $7755.26      | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73914 | PA      | $73840.18     | 0.01%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Skeena Resources Limited                                                                  | Skeena Resources Limited                                                                  | CUSIP: 83056P715<br>LEI: 549300DCWSQFVVZ21289 | Long             | EC               | CORP              | CA        |      6860 | NS      | $109115.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Square Co., Ltd.                                                                       | SK Square Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1857 | NS      | $250628.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Joint Stock Company Polyus                                                         | Public Joint Stock Company Polyus                                                         | CUSIP: N/A<br>LEI: 549300FUXVT7TF6ZKV71       | Long             | EC               | CORP              | RU        |       142 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SEGRO Public Limited Company                                                              | SEGRO Public Limited Company                                                              | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |     42294 | NS      | $394604.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3132DQLW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42703 | PA      | $41995.75     | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DSQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     82232 | PA      | $82847.73     | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3448 | PA      | $3000.29      | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    561992 | PA      | $458205.50    | 0.08%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DTG53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     45959 | PA      | $48433.42     | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DTZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     59780 | PA      | $60172.33     | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                                 | Woodside Energy Group Ltd                                                                 | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |      4623 | NS      | $71696.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Autoliv, Inc.                                                                             | Autoliv, Inc.                                                                             | CUSIP: N/A<br>LEI: A23RUXWKASG834LTMK28       | Long             | EC               | CORP              | US        |      5984 | NS      | $669909.47    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XMQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    309050 | PA      | $296602.44    | 0.05%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     82297 | PA      | $80856.23     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65088 | PA      | $56631.89     | 0.01%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179VKA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50356 | PA      | $43813.93     | 0.01%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DUCM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     20010 | PA      | $20796.63     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DUCT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     68053 | PA      | $66755.71     | 0.01%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Edenred                                                                                   | Edenred                                                                                   | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |      7062 | NS      | $218573.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Limited                                                                  | Swire Properties Limited                                                                  | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |     19200 | NS      | $47928.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    389752 | PA      | $404094.65    | 0.07%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12135 | PA      | $11032.67     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                                                        | DTE Energy Company                                                                        | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60758.00     | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                  | Daimler Trucks Finance North America LLC                                                  | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226844.19    | 0.04%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100814 | PA      | $85768.60     | 0.02%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    208139 | PA      | $195613.84    | 0.03%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    150719 | PA      | $134106.46    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    186478 | PA      | $175886.91    | 0.03%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    183661 | PA      | $173861.81    | 0.03%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418CP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    217420 | PA      | $192571.64    | 0.03%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company Alrosa (Public Joint Stock Company)                                   | Joint Stock Company Alrosa (Public Joint Stock Company)                                   | CUSIP: N/A<br>LEI: 894500DKUWVBYZLLE651       | Long             | EC               | CORP              | RU        |     40150 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Element Fleet Management Corp.                                                            | Element Fleet Management Corp.                                                            | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     37928 | NS      | $950045.22    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Dallas-Fort Worth International Airport Facility Improvement Corporation                  | Dallas-Fort Worth International Airport Facility Improvement Corporation                  | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $134993.38    | 0.02%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Dallas-Fort Worth International Airport Facility Improvement Corporation                  | Dallas-Fort Worth International Airport Facility Improvement Corporation                  | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $207345.37    | 0.04%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    120766 | PA      | $121023.01    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DULH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    143848 | PA      | $149029.17    | 0.03%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WPP 2012 Limited                                                                          | WPP 2012 Limited                                                                          | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |     59493 | NS      | $418394.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                         | ASML Holding N.V.                                                                         | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      2402 | NS      | $1924761.52   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DULT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     99500 | PA      | $100001.39    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DV4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     79177 | PA      | $74532.07     | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    128765 | PA      | $117976.42    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418CVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32194 | PA      | $30295.75     | 0.01%             | 2038-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nippon Prologis REIT, Inc.                                                                | Nippon Prologis REIT, Inc.                                                                | CUSIP: N/A<br>LEI: 353800PHBMSDLAFURY41       | Long             | EC               | CORP              | JP        |        60 | NS      | $33160.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                         | LEG Immobilien SE                                                                         | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |       404 | NS      | $35878.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                  | Tencent Holdings Limited                                                                  | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      4400 | NS      | $283293.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dowlais Group PLC                                                                         | Dowlais Group PLC                                                                         | CUSIP: N/A<br>LEI: 213800XM8WOFLY6VPC92       | Long             | EC               | CORP              | GB        |    134397 | NS      | $123006.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kion Group AG                                                                             | Kion Group AG                                                                             | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |      8694 | NS      | $484796.46    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Railway Company                                                                    | Kyushu Railway Company                                                                    | CUSIP: N/A<br>LEI: 5299002CCI6HLWAN3K50       | Long             | EC               | CORP              | JP        |      1900 | NS      | $49095.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                                 | Sampo Oyj                                                                                 | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |     79350 | NS      | $850863.71    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Definity Financial Corporation                                                            | Definity Financial Corporation                                                            | CUSIP: 24477T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10670 | NS      | $621904.09    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Torex Gold Resources Inc.                                                                 | Torex Gold Resources Inc.                                                                 | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |       266 | NS      | $8676.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open House Group Co., Ltd.                                                                | Open House Group Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 529900WQOGPBIJEHW865       | Long             | EC               | CORP              | JP        |      1200 | NS      | $54201.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                                   | Siemens Healthineers AG                                                                   | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |     15880 | NS      | $881823.15    | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Compass Group PLC                                                                         | Compass Group PLC                                                                         | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     36829 | NS      | $1246713.81   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    242093 | PA      | $202693.89    | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22297 | PA      | $21594.18     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                       | Fifth Third Bancorp                                                                       | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57937.84     | 0.01%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                       | Fifth Third Bancorp                                                                       | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70783.04     | 0.01%             | 2030-09-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                                | First Quantum Minerals Ltd                                                                | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |    249000 | PA      | $258366.62    | 0.05%             | 2031-06-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                             | FirstEnergy Transmission, LLC                                                             | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94107.32     | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50431 | PA      | $51897.46     | 0.01%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47409 | PA      | $47420.19     | 0.01%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22405 | PA      | $19494.47     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                      | JPMorgan Chase & Co.                                                                      | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    355000 | PA      | $364458.94    | 0.06%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                          | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248750.03    | 0.04%             | 2033-10-17      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                           | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89015.33     | 0.02%             | 2027-01-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO  Ltd                                                                        | Jamestown CLO  Ltd                                                                        | CUSIP: 47050EAN9<br>LEI: 254900G01W2J355PT310 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250154.50    | 0.04%             | 2035-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                               | JetBlue Airways Corporation                                                               | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223899.65    | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| KKR & Co. Inc.                                                                            | KKR & Co. Inc.                                                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      1199 | NS      | $159502.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc.                                                                               | Kenvue Inc.                                                                               | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     67644 | NS      | $1415788.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                                     | Keurig Dr Pepper Inc.                                                                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      7187 | NS      | $237602.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                                                               | Keysight Technologies, Inc.                                                               | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     11583 | NS      | $1897990.38   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                                                                 | Kilroy Realty Corporation                                                                 | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      1209 | NS      | $41480.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty OP, LLC                                                                      | Kimco Realty OP, LLC                                                                      | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      4069 | NS      | $85530.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                                       | Kinder Morgan, Inc.                                                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1639 | NS      | $48186.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services, LLC                                                                  | Kodiak Gas Services, LLC                                                                  | CUSIP: 50012A108<br>LEI: 549300ZQBRWEUOVOM131 | Long             | EC               | CORP              | US        |      1021 | NS      | $34989.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co., The                                                                           | Kroger Co., The                                                                           | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69601.32     | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                           | LGI Homes, Inc.                                                                           | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202681.18    | 0.04%             | 2028-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                                          | LCM Investments Holdings II, LLC                                                          | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    190000 | PA      | $201855.10    | 0.04%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Osaic Financial Services, Inc.                                                            | Osaic Financial Services, Inc.                                                            | CUSIP: 50575Q300<br>LEI: 549300VFWKFWGJQPSE62 | Long             | EP               | CORP              | US        |      6495 | NS      | $136395.00    | 0.02%             | 2027-11-30      | Fixed         | 6.50%                 | No            |                  1 | On Loan: No      |
| LATAM Airlines Group S.A.                                                                 | LATAM Airlines Group S.A.                                                                 | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274634.82    | 0.05%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| LATAM Airlines Group S.A.                                                                 | LATAM Airlines Group S.A.                                                                 | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70222.39     | 0.01%             | 2031-01-07      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                   | Level 3 Financing, Inc.                                                                   | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259449.78    | 0.05%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Lineage, Inc.                                                                             | Lineage, Inc.                                                                             | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       659 | NS      | $28679.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                                                               | Lockheed Martin Corporation                                                               | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124594.81    | 0.02%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                    | Lowe`s Companies, Inc.                                                                    | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    165000 | PA      | $127999.91    | 0.02%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                     | NextEra Energy Capital Holdings, Inc.                                                     | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155321.52    | 0.03%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NiSource Finance Corp.                                                                    | NiSource Finance Corp.                                                                    | CUSIP: 65473QBG7<br>LEI: ZHUWIE4VK4MIYES0UG62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115847.54    | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Northwell Health, Inc.                                                                    | Northwell Health, Inc.                                                                    | CUSIP: 667274AA2<br>LEI: 549300LEV43PW876Z680 | Long             | DBT              | CORP              | US        |    175000 | PA      | $134414.21    | 0.02%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                                        | NVIDIA Corporation                                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    106763 | NS      | $16867486.37  | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                 | O'Reilly Automotive, Inc.                                                                 | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1830 | NS      | $164937.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                 | O'Reilly Automotive, Inc.                                                                 | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147967.80    | 0.03%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                 | O'Reilly Automotive, Inc.                                                                 | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61063.12     | 0.01%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Company                                                          | Public Storage Operating Company                                                          | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      4041 | NS      | $1185710.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage Operating Company                                                          | Public Storage Operating Company                                                          | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116360.85    | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Pure Storage, Inc.                                                                        | Pure Storage, Inc.                                                                        | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       904 | NS      | $52052.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                                                               | Qorvo, Inc.                                                                               | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44729.33     | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                            | Quest Diagnostics Incorporated                                                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      2886 | NS      | $518412.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                   | Quikrete Holdings, Inc.                                                                   | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206305.85    | 0.04%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES9                                                             | RCKT Mortgage Trust 2024-CES9                                                             | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92148 | PA      | $92326.66     | 0.02%             | 2028-12-25      | Fixed         | 5.58%                 | No            |                  3 | On Loan: No      |
| RELX Capital Inc.                                                                         | RELX Capital Inc.                                                                         | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89483.36     | 0.02%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RFNA, LP                                                                                  | RFNA, LP                                                                                  | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250691.28    | 0.04%             | 2030-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corporation                                                               | Range Resources Corporation                                                               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     26544 | NS      | $1079544.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                            | Anywhere Real Estate Group LLC                                                            | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    234336 | PA      | $218815.66    | 0.04%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Realty Income Corporation                                                                 | Realty Income Corporation                                                                 | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70785.47     | 0.01%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                                     | Regency Centers, L.P.                                                                     | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99139.98     | 0.02%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                           | Regeneron Pharmaceuticals, Inc.                                                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       258 | NS      | $135450.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                                     | T. Rowe Price Government Reserve Fund                                                     | CUSIP: 76105Y109<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  22480394 | NS      | $22480394.09  | 3.97%             | 2099-12-01      | Variable      | 2.64%                 | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                                           | Rexford Industrial Realty, Inc.                                                           | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      9552 | NS      | $339764.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RGA Global Funding                                                                        | RGA Global Funding                                                                        | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196219.14    | 0.03%             | 2029-05-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| State Street Corporation                                                                  | State Street Corporation                                                                  | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209378.02    | 0.04%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                     | Sumitomo Mitsui Financial Group, Inc.                                                     | CUSIP: 86562MCT5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200997.54    | 0.04%             | 2026-01-13      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                 | Sunoco LP                                                                                 | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197877.89    | 0.03%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TJX Companies, Inc., The                                                                  | TJX Companies, Inc., The                                                                  | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $133735.15    | 0.02%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TKO Group Holdings Inc.                                                                   | TKO Group Holdings Inc.                                                                   | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $72780.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                                        | T-Mobile USA, Inc.                                                                        | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230363.56    | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                                                  | Talen Energy Supply, LLC                                                                  | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $192531.05    | 0.03%             | 2030-06-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                               | Targa Resources Partners LP                                                               | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136085.84    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                     | Targa Resources Corp.                                                                     | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      1524 | NS      | $265297.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                                                     | Targa Resources Corp.                                                                     | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85349.10     | 0.02%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                                       | Teachers Insurance & Annuity Association of America                                       | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    400000 | PA      | $324534.00    | 0.06%             | 2047-05-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Tenaris S.A.                                                                              | Tenaris S.A.                                                                              | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      1129 | NS      | $42224.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                                              | Tenet Healthcare Corporation                                                              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      6398 | NS      | $1126048.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                                                                | Terreno Realty Corporation                                                                | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3165 | NS      | $177461.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                              | Advanced Micro Devices, Inc.                                                              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      3587 | NS      | $508995.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Limited                                                                | Agnico Eagle Mines Limited                                                                | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |       530 | NS      | $63032.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                                                                | Tesla Inc.                                                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      9654 | NS      | $3066689.64   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas A&M University                                                                      | Texas A&M University                                                                      | CUSIP: 88213APS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $209675.85    | 0.04%             | 2039-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corporation                                                                  | Agree Realty Corporation                                                                  | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       171 | NS      | $12493.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                                                                           | Alamos Gold Inc                                                                           | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |      2497 | NS      | $66320.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corporation                                                            | Texas Pacific Land Corporation                                                            | CUSIP: 88262P102<br>LEI: 529900WTH0D1S7BB4S10 | Long             | EC               | CORP              | US        |        34 | NS      | $35917.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                                            | Texas Instruments Incorporated                                                            | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    185000 | PA      | $169461.28    | 0.03%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Alcoa Corporation                                                                         | Alcoa Corporation                                                                         | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       957 | NS      | $28241.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                     | Alexandria Real Estate Equities, Inc.                                                     | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       588 | NS      | $42706.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Companies, Inc., The                                                             | Williams Companies, Inc., The                                                             | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54925.29     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                             | Thermo Fisher Scientific Inc.                                                             | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    155000 | PA      | $111037.43    | 0.02%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Allstate Corporation, The                                                                 | Allstate Corporation, The                                                                 | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      8458 | NS      | $1702679.98   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                                                | Diageo PLC                                                                                | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     19441 | NS      | $490554.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $46487.60     | 0.01%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1645000 | PA      | $1697562.85   | 0.30%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $252246.10    | 0.04%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Snowline Gold Corp.                                                                       | Snowline Gold Corp.                                                                       | CUSIP: 83342V104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6306 | NS      | $38713.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgepoint Group PLC                                                                     | Bridgepoint Group PLC                                                                     | CUSIP: N/A<br>LEI: 213800KFNMVI8PDZX472       | Long             | EC               | CORP              | GB        |     81182 | NS      | $348435.67    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                                              | DNB Bank ASA                                                                              | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     41894 | NS      | $1160147.21   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                   | KeyCorp                                                                                   | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     38613 | NS      | $672638.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                                                                | Kimberly-Clark Corporation                                                                | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1039 | NS      | $133947.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                                                    | Melrose Industries PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    119704 | NS      | $871958.76    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corporation                                                                | Barrick Mining Corporation                                                                | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      3213 | NS      | $66890.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Puig Brands S.A.                                                                          | Puig Brands S.A.                                                                          | CUSIP: N/A<br>LEI: 549300OVHNSX30L1AQ94       | Long             | EC               | CORP              | ES        |     15815 | NS      | $313159.51    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Nexus Select Trust                                                                        | Nexus Select Trust                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |     18692 | NS      | $30540.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KRC Materials, Inc.                                                                       | KRC Materials, Inc.                                                                       | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       318 | NS      | $25961.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                                                               | L3Harris Technologies, Inc.                                                               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      3088 | NS      | $774593.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Core REIT Management Pte. Ltd.                                                    | Digital Core REIT Management Pte. Ltd.                                                    | CUSIP: N/A<br>LEI: 549300IIGO612K0POE26       | Long             | EC               | CORP              | SG        |     30200 | NS      | $16077.94     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sprott Asset Management LP                                                                | Sprott Asset Management LP                                                                | CUSIP: 85210A104<br>LEI: N/A                  | Long             | EC               | RF                | CA        |       900 | NS      | $16853.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASICS Corporation                                                                         | ASICS Corporation                                                                         | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |      9500 | NS      | $242030.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Limited                                                                | ANZ Group Holdings Limited                                                                | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | EC               | CORP              | AU        |     28074 | NS      | $539860.47    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                          | Novo Nordisk A/S                                                                          | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     14907 | NS      | $1030002.59   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                                 | Shell PLC                                                                                 | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      9577 | NS      | $334755.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Corporation                                                                    | Brookfield Corporation                                                                    | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     12486 | NS      | $772770.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Orogen Royalties Inc.                                                                     | Orogen Royalties Inc.                                                                     | CUSIP: 68390D106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5390 | NS      | $138534.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortescue Ltd                                                                             | Fortescue Ltd                                                                             | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |      4367 | NS      | $44412.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corporation                                                                  | Suzuki Motor Corporation                                                                  | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |     42000 | NS      | $507642.09    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                            | Var Energi ASA                                                                            | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |      5663 | NS      | $18289.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Steel Limited                                                                        | Tata Steel Limited                                                                        | CUSIP: N/A<br>LEI: 335800E6C75YGSGD5T66       | Long             | EC               | CORP              | IN        |     37350 | NS      | $69669.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corporation                                                                        | Sysmex Corporation                                                                        | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |     16000 | NS      | $278855.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                                        | Taiwan Semiconductor Manufacturing Company Limited                                        | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     71000 | NS      | $2571209.00   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                                 | Aviva PLC                                                                                 | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |     62787 | NS      | $533760.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Syensqo                                                                                   | Syensqo                                                                                   | CUSIP: N/A<br>LEI: 549300060XNJ90PLNS10       | Long             | EC               | CORP              | BE        |       356 | NS      | $27458.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                                    | Tokyo Electron Limited                                                                    | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      4000 | NS      | $763843.83    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                                  | Toyota Motor Corporation                                                                  | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |     62600 | NS      | $1079329.28   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Robex Resources Inc.                                                                      | Robex Resources Inc.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |      2064 | NS      | $4890.32      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Recruit Holdings Co., Ltd.                                                                | Recruit Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |      8800 | NS      | $518402.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shurgard Self Storage Limited                                                             | Shurgard Self Storage Limited                                                             | CUSIP: N/A<br>LEI: 549300J0UEIKU81XO336       | Long             | EC               | CORP              | GB        |      1328 | NS      | $57926.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                                                               | Covestro AG                                                                               | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |      7207 | NS      | $511330.13    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                                       | Newmont Corporation                                                                       | CUSIP: N/A<br>LEI: 549300VSP3RIX7FGDZ51       | Long             | EC               | CORP              | US        |       935 | NS      | $53811.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AngloGold Ashanti PLC                                                                     | AngloGold Ashanti PLC                                                                     | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |      4281 | NS      | $194889.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     50276 | PA      | $47451.90     | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KHKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    149877 | PA      | $140662.64    | 0.02%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                              | United Overseas Bank Limited                                                              | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     31400 | NS      | $888925.58    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA                                                                                       | AXA                                                                                       | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     24919 | NS      | $1223692.38   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                           | Danske Bank A/S                                                                           | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207355.18    | 0.04%             | 2030-03-01      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Datadog, Inc.                                                                             | Datadog, Inc.                                                                             | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       890 | NS      | $119553.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    309953 | PA      | $246830.63    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KN4U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    117771 | PA      | $98530.69     | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                            | John Deere Capital Corporation                                                            | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    395000 | PA      | $397674.74    | 0.07%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                                 | Dell International L.L.C.                                                                 | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    141000 | PA      | $179538.74    | 0.03%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                                                         | Ivanhoe Mines Ltd                                                                         | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |      6196 | NS      | $46546.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Capricorn Metals Limited                                                                  | Capricorn Metals Limited                                                                  | CUSIP: N/A<br>LEI: 529900CRG304NUYMOV23       | Long             | EC               | CORP              | AU        |     15932 | NS      | $101301.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                         | National Grid PLC                                                                         | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     76080 | NS      | $1113383.61   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                                                          | ERO Copper Corp.                                                                          | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |      4146 | NS      | $70026.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                                                       | Dell Equipment Finance Trust 2024-2                                                       | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100411.33    | 0.02%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                                                        | Deluxe Corporation                                                                        | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206532.04    | 0.04%             | 2029-09-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                                  | Diamondback Energy, Inc.                                                                  | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      3367 | NS      | $462625.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV Financing, LLC                                                                    | DIRECTV Financing, LLC                                                                    | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $210702.17    | 0.04%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| DISH Network Corporation                                                                  | DISH Network Corporation                                                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    222000 | PA      | $228570.17    | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                     | Dominion Energy, Inc.                                                                     | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1300 | NS      | $73476.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    323822 | PA      | $258684.59    | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    376397 | PA      | $316199.26    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                               | Novartis AG                                                                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     11031 | NS      | $1340198.30   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                                   | ABB Ltd                                                                                   | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     19620 | NS      | $1172679.97   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                                                      | Domino's Pizza, Inc.                                                                      | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |       138 | NS      | $62182.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash, Inc.                                                                            | DoorDash, Inc.                                                                            | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      2623 | NS      | $646595.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179W3Y2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127407 | PA      | $113743.03    | 0.02%             | 2037-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    440037 | PA      | $389227.33    | 0.07%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171556 | PA      | $139873.83    | 0.02%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109373 | PA      | $93072.73     | 0.02%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                          | Roche Holding AG                                                                          | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EP               | CORP              | CH        |      5122 | NS      | $1665791.37   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                                                 | Holcim AG                                                                                 | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      5152 | NS      | $383407.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     45716 | PA      | $36662.77     | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    269318 | PA      | $229626.25    | 0.04%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                                               | Nestle S.A.                                                                               | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     23019 | NS      | $2289445.11   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                               | Equinor ASA                                                                               | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     42663 | NS      | $1075290.71   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Douglas Emmett, Inc.                                                                      | Douglas Emmett, Inc.                                                                      | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4689 | NS      | $70522.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Funding, LLC                                                                | Driven Brands Funding, LLC                                                                | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78998 | PA      | $77038.70     | 0.01%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                                   | DuPont de Nemours, Inc.                                                                   | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       717 | NS      | $49179.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DM5G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    126399 | PA      | $104920.01    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DMC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    151466 | PA      | $151275.28    | 0.03%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DMPS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     21773 | PA      | $22472.38     | 0.00%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                                         | Sonova Holding AG                                                                         | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |       895 | NS      | $266353.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica                                                                          | EssilorLuxottica                                                                          | CUSIP: N/A<br>LEI: 9695005W553B1E61P457       | Long             | EC               | CORP              | FR        |      2184 | NS      | $599349.18    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DNJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    279589 | PA      | $244752.36    | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3132DQ6R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     77972 | PA      | $62628.69     | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Heineken N.V.                                                                             | Heineken N.V.                                                                             | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      8061 | NS      | $701858.72    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140JAP36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    127483 | PA      | $119406.95    | 0.02%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140JAT99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    194342 | PA      | $176816.70    | 0.03%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140JLY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4017 | PA      | $3789.07      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140K3B27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17620 | PA      | $16961.92     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140LNFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     99823 | PA      | $84513.19     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140LSJF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    286421 | PA      | $267879.23    | 0.05%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170164 | PA      | $138818.27    | 0.02%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215998 | PA      | $191108.60    | 0.03%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    102513 | PA      | $85508.92     | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DH54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       394 | PA      | $381.91       | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140LVQG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    101321 | PA      | $92615.60     | 0.02%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    389343 | PA      | $323910.69    | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200099 | PA      | $177056.67    | 0.03%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222485 | PA      | $189188.56    | 0.03%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152075 | PA      | $123966.49    | 0.02%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279169 | PA      | $237388.90    | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    376521 | PA      | $306927.75    | 0.05%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220879 | PA      | $187822.69    | 0.03%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148365 | PA      | $120988.77    | 0.02%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66032 | PA      | $65104.54     | 0.01%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six Designated Activity Company                                          | Icon Investments Six Designated Activity Company                                          | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207398.86    | 0.04%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                       | Ingersoll Rand Inc.                                                                       | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1205 | NS      | $100231.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     80561 | PA      | $64380.91     | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    258126 | PA      | $206041.73    | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                         | Intel Corporation                                                                         | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159592.18    | 0.03%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                           | Intercontinental Exchange, Inc.                                                           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      7421 | NS      | $1361530.87   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                           | Intercontinental Exchange, Inc.                                                           | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181646.78    | 0.03%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                                  | Intuitive Surgical, Inc.                                                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2909 | NS      | $1580779.69   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1048532 | PA      | $836962.34    | 0.15%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    400047 | PA      | $318951.25    | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                                | IQVIA Inc.                                                                                | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94046.96     | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy (North Sea) PLC                                                             | Ithaca Energy (North Sea) PLC                                                             | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236966.07    | 0.04%             | 2029-10-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    417953 | PA      | $333228.15    | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    201993 | PA      | $161046.36    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140NGTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     95348 | PA      | $93589.68     | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140NLSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     57482 | PA      | $56431.29     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    884830 | PA      | $704632.68    | 0.12%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    260055 | PA      | $216513.40    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Electric Inc.                                                                     | Ivanhoe Electric Inc.                                                                     | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5502 | NS      | $50013.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ivanhoe Electric Inc.                                                                     | Ivanhoe Electric Inc.                                                                     | CUSIP: 46578C116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1864 | NS      | $6569.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    171852 | PA      | $155962.85    | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    217435 | PA      | $179063.09    | 0.03%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                                                         | Ivanhoe Mines Ltd                                                                         | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249408.47    | 0.04%             | 2030-01-23      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Emerald Resources NL                                                                      | Emerald Resources NL                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     23528 | NS      | $61037.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| BHP Group Limited                                                                         | BHP Group Limited                                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     41666 | NS      | $1005986.56   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Limited                                                                            | Mirvac Limited                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     31474 | NS      | $45683.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                    | DBS Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     21860 | NS      | $772745.93    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| China Steel Corporation                                                                   | China Steel Corporation                                                                   | CUSIP: N/A<br>LEI: 529900D3N7UIJMVJ9120       | Long             | EC               | CORP              | TW        |     47000 | NS      | $30296.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                                  | Lam Research Corporation                                                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2033 | NS      | $197892.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                                | Lamb Weston Holdings, Inc.                                                                | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       200 | NS      | $10370.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co., Ltd.                                                           | Chugai Pharmaceutical Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |     15300 | NS      | $796585.30    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                                         | Rio Tinto Limited                                                                         | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |      1573 | NS      | $111062.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corporation                                                                          | KDDI Corporation                                                                          | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     45500 | NS      | $779522.59    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Limited                                                                       | Gold Fields Limited                                                                       | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |      6474 | NS      | $152699.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                      | Mitsubishi UFJ Financial Group, Inc.                                                      | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |     88100 | NS      | $1205903.84   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corporation.                                                                       | Subaru Corporation.                                                                       | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     19900 | NS      | $346149.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute, Ltd.                                                           | Nomura Research Institute, Ltd.                                                           | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |     16700 | NS      | $670883.49    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment Corporation                                                  | Japan Real Estate Investment Corporation                                                  | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               | CORP              | JP        |        39 | NS      | $31899.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    371745 | PA      | $294992.43    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    399030 | PA      | $364745.39    | 0.06%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics K.K.                                                                  | Hamamatsu Photonics K.K.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     18200 | NS      | $220481.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Company                                                               | Harmony Gold Mining Company                                                               | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |      4395 | NS      | $61108.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                                     | Las Vegas Sands Corp.                                                                     | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      1889 | NS      | $82190.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                                                                     | Eli Lilly and Company                                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4263 | NS      | $3323136.39   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation (W VA)                                                      | Louisiana-Pacific Corporation (W VA)                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       428 | NS      | $36803.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                    | Lowe`s Companies, Inc.                                                                    | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       793 | NS      | $175942.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc.                                                                  | Lululemon Athletica Inc.                                                                  | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       455 | NS      | $108098.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc.                                                                  | Magna International Inc.                                                                  | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      5815 | NS      | $224517.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                                                          | Marsh & Mclennan Companies, Inc.                                                          | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2319 | NS      | $507026.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                              | Marriott International, Inc.                                                              | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       639 | NS      | $174581.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                                                                  | Marvell Technology, Inc.                                                                  | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $92880.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                                                    | McDonald's Corporation                                                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      5058 | NS      | $1477795.86   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City Limited                                                      | Canadian Pacific Kansas City Limited                                                      | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |    180000 | PA      | $128303.53    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                         | Capital One Financial Corporation                                                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2428 | NS      | $516581.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                                                         | Capital One Financial Corporation                                                         | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237369.53    | 0.04%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                            | Apollo Global Management, Inc.                                                            | CUSIP: 03769M106<br>LEI: 54930054P2G7ZJB0KM79 | Long             | EC               | CORP              | US        |       531 | NS      | $75332.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                                 | Arthur J. Gallagher & Co.                                                                 | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40619.11     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                                    | Carvana Auto Receivables Trust 2024-P4                                                    | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65000 | PA      | $65068.13     | 0.01%             | 2028-04-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                                    | Carvana Auto Receivables Trust 2024-P4                                                    | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $110813.13    | 0.02%             | 2029-09-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica, LLC                                                             | Ascent Resources - Utica, LLC                                                             | CUSIP: 04364VBA0<br>LEI: 549300XIJBVTOE7Q8Q14 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213154.02    | 0.04%             | 2033-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Limited                                                     | Aston Martin Capital Holdings Limited                                                     | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227873.21    | 0.04%             | 2029-03-31      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                     | Cardinal Health, Inc.                                                                     | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       350 | NS      | $58800.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                            | CarMax Auto Owner Trust 2024-1                                                            | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15000 | PA      | $15169.02     | 0.00%             | 2027-12-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc.                                                                 | Ferguson Enterprises Inc.                                                                 | CUSIP: 31488V107<br>LEI: 549300TPG2K2831LBC80 | Long             | EC               | CORP              | US        |      2584 | NS      | $562666.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-2                                                 | Ellington Financial Mortgage Trust 2021-2                                                 | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49065 | PA      | $41241.12     | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc.                                                         | Mettler-Toledo International Inc.                                                         | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        92 | NS      | $108074.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                                                     | Microsoft Corporation                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     34524 | NS      | $17172582.84  | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                                     | Athene Global Funding                                                                     | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336512.93    | 0.06%             | 2026-08-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Atlassian Corporation                                                                     | Atlassian Corporation                                                                     | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71877.40     | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                            | AutoZone, Inc.                                                                            | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317261.83    | 0.06%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                                                               | Avis Budget Car Rental, LLC                                                               | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313181.14    | 0.06%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Carmax Auto Owner Trust 2023-3                                                            | Carmax Auto Owner Trust 2023-3                                                            | CUSIP: 14319BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $81452.94     | 0.01%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                | Carrier Global Corporation                                                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      1659 | NS      | $121422.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| B.A.T Capital Corporation                                                                 | B.A.T Capital Corporation                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    295000 | PA      | $263784.19    | 0.05%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                                 | B.A.T Capital Corporation                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68407.90     | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BIG Commercial Mortgage Trust 2022-BIG                                                    | BIG Commercial Mortgage Trust 2022-BIG                                                    | CUSIP: 05551UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331211 | PA      | $329845.17    | 0.06%             | 2039-02-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                                            | BBCMS Mortgage Trust 2024-5C27                                                            | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $47065.68     | 0.01%             | 2029-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-2                                                 | Ellington Financial Mortgage Trust 2019-2                                                 | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10112 | PA      | $9706.50      | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2020-2                                                 | Ellington Financial Mortgage Trust 2020-2                                                 | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57766 | PA      | $53674.77     | 0.01%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2019-A LLC                                            | BRE Grand Islander Timeshare Issuer 2019-A LLC                                            | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15712 | PA      | $15497.70     | 0.00%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Company                                                                      | Baker Hughes Company                                                                      | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2471 | NS      | $94738.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander, S.A.                                                                     | Banco Santander, S.A.                                                                     | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415305.88    | 0.07%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                     | Banco Santander, S.A.                                                                     | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190053.24    | 0.03%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                               | Bank of America Corporation                                                               | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    175000 | PA      | $145483.61    | 0.03%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                               | Bank of America Corporation                                                               | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $243009.49    | 0.04%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179XFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61403 | PA      | $62829.49     | 0.01%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179XH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37487 | PA      | $38346.37     | 0.01%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                               | Bank of America Corporation                                                               | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224213.00    | 0.04%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                                                  | Bank of New York Mellon Corporation, The                                                  | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    225000 | PA      | $248006.88    | 0.04%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                                       | CBRE Services, Inc.                                                                       | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67157.96     | 0.01%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDW Corp.                                                                                 | CDW Corp.                                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       334 | NS      | $59649.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    393454 | PA      | $369069.45    | 0.07%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    249832 | PA      | $241279.94    | 0.04%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capitaland Group Pte. Ltd.                                                                | Capitaland Group Pte. Ltd.                                                                | CUSIP: N/A<br>LEI: 2549006LYGY45GHGWZ89       | Long             | EC               | CORP              | SG        |     30177 | NS      | $51573.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                                         | Sumitomo Mitsui Trust Group, Inc.                                                         | CUSIP: N/A<br>LEI: 5493006GGLR4BTEL8O61       | Long             | EC               | CORP              | JP        |     18000 | NS      | $479182.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                            | Community Health Systems, Inc.                                                            | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    195000 | PA      | $206426.74    | 0.04%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Cigna Group, The                                                                          | Cigna Group, The                                                                          | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    285000 | PA      | $248939.41    | 0.04%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                               | Carvana Co.                                                                               | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     26901 | PA      | $27604.99     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                                                               | Carvana Co.                                                                               | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     60894 | PA      | $72104.08     | 0.01%             | 2031-06-01      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68322 | PA      | $69887.76     | 0.01%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82503 | PA      | $79518.14     | 0.01%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148876 | PA      | $146958.92    | 0.03%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 3617G85D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3419 | PA      | $3408.91      | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 3617G9FT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11542 | PA      | $11509.20     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148172 | PA      | $148405.46    | 0.03%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                               | Carvana Co.                                                                               | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     47378 | PA      | $49823.88     | 0.01%             | 2030-06-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P4                                                    | Carvana Auto Receivables Trust 2021-P4                                                    | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $190934.60    | 0.03%             | 2027-04-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N1                                                    | Carvana Auto Receivables Trust 2024-N1                                                    | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30000 | PA      | $30372.59     | 0.01%             | 2027-01-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P2                                                    | Carvana Auto Receivables Trust 2025-P2                                                    | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $121409.09    | 0.02%             | 2029-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36183W6J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49575 | PA      | $45997.24     | 0.01%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 3622A26H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    310877 | PA      | $286031.67    | 0.05%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                                | Caterpillar Financial Services Corporation                                                | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    385000 | PA      | $391593.86    | 0.07%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                  | Celanese US Holdings LLC                                                                  | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237412.81    | 0.04%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Kajima Corporation                                                                        | Kajima Corporation                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $23498.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Properties Limited                                                                  | Kerry Properties Limited                                                                  | CUSIP: N/A<br>LEI: 5299006T5ULIIRZ7LK49       | Long             | EC               | CORP              | BM        |     15500 | NS      | $40007.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                       | Centene Corporation                                                                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    260000 | PA      | $239876.78    | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                                 | Central Texas Regional Mobility Authority                                                 | CUSIP: 155498MQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $230604.54    | 0.04%             | 2041-01-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                       | Abbott Laboratories                                                                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      5111 | NS      | $695147.11    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC Public Limited Company                                                                | DCC Public Limited Company                                                                | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      6623 | NS      | $430353.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Limited                                                                            | Worley Limited                                                                            | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |     32076 | NS      | $276787.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corporation                                                            | Panasonic Holdings Corporation                                                            | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |     55700 | NS      | $601216.54    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co., Ltd.                                                               | Mitsubishi Estate Co., Ltd.                                                               | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |      7100 | NS      | $133238.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corporation                                                                    | Mitsubishi Corporation                                                                    | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     21900 | NS      | $438478.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC                                                                      | Big Yellow Group PLC                                                                      | CUSIP: N/A<br>LEI: 213800W7Q4V2ZI8LIW31       | Long             | EC               | CORP              | GB        |      3909 | NS      | $54275.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                    | Standard Chartered PLC                                                                    | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     50490 | NS      | $836953.20    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon Public Limited Company                                                          | Persimmon Public Limited Company                                                          | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |     21351 | NS      | $379633.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| The Unite Group PLC                                                                       | The Unite Group PLC                                                                       | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |      3910 | NS      | $45496.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corporation                                                           | Mitsubishi Electric Corporation                                                           | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |     52100 | NS      | $1121239.57   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co., Ltd.                                                                  | Mitsui Fudosan Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     96900 | NS      | $937383.26    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co., Ltd.                                                            | Murata Manufacturing Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |     18000 | NS      | $267760.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                           | Renesas Electronics Corporation                                                           | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |     26600 | NS      | $322822.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                             | Rio Tinto PLC                                                                             | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      5405 | NS      | $315088.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BP P.L.C.                                                                                 | BP P.L.C.                                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     12815 | NS      | $63903.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DENSO Corporation                                                                         | DENSO Corporation                                                                         | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |     37500 | NS      | $505677.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nec Corporation                                                                           | Nec Corporation                                                                           | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |     23600 | NS      | $686755.42    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                  | Lloyds Banking Group PLC                                                                  | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |    801153 | NS      | $844355.91    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation                                                   | Booz Allen Hamilton Holding Corporation                                                   | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       293 | NS      | $30510.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Sanso Holdings Corporation                                                         | Nippon Sanso Holdings Corporation                                                         | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |       900 | NS      | $33995.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corporation                                                                  | Nippon Steel Corporation                                                                  | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |      4300 | NS      | $81495.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                             | Boston Scientific Corporation                                                             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      3316 | NS      | $356171.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                                                              | Bristol-Myers Squibb Company                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1100 | NS      | $50919.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                                                              | CF Industries Holdings, Inc.                                                              | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       544 | NS      | $50048.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group, The                                                                          | Cigna Group, The                                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2713 | NS      | $896863.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                                    | CMS Energy Corporation                                                                    | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       975 | NS      | $67548.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                                                           | CSX Corporation                                                                           | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      4591 | NS      | $149804.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cougar JV Subsidiary, LLC                                                                 | Cougar JV Subsidiary, LLC                                                                 | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $200471.65    | 0.04%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                                  | Cox Communications, Inc.                                                                  | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    295000 | PA      | $167487.25    | 0.03%             | 2050-10-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corporation                                                                    | CVS Health Corporation                                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      2849 | NS      | $196524.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                                                              | Cadence Design Systems, Inc.                                                              | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       645 | NS      | $198756.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc.                                                                       | POSCO Holdings Inc.                                                                       | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |       405 | NS      | $78335.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                                               | Northern Star Resources Ltd                                                               | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |      8244 | NS      | $101731.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                     | Camden Property Trust                                                                     | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       718 | NS      | $80911.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Company                                                         | Canadian National Railway Company                                                         | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       678 | NS      | $70539.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zijin Mining Group Co., Ltd.                                                              | Zijin Mining Group Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 529900ABI5CBFXD01Q05       | Long             | EC               | CORP              | CN        |     60000 | NS      | $154664.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum                                                                         | Valterra Platinum                                                                         | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |      3204 | NS      | $143042.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                               | Carvana Co.                                                                               | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      7344 | NS      | $2474634.24   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co., Ltd.                                                           | Chugai Pharmaceutical Co., Ltd.                                                           | CUSIP: 171269103<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      6791 | NS      | $177041.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corporation                                                                           | SMC Corporation                                                                           | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |       800 | NS      | $287513.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                                             | Samsung Electronics Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     18494 | NS      | $818018.72    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                                                            | Dayforce, Inc.                                                                            | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      1000 | NS      | $55390.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    134504 | PA      | $137688.11    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cintas Corporation                                                                        | Cintas Corporation                                                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1457 | NS      | $324721.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                            | Citigroup Inc.                                                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     10615 | NS      | $903548.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimizu Corporation                                                                       | Shimizu Corporation                                                                       | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |     32300 | NS      | $360708.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company, LLC                                                  | Spectrum Management Holding Company, LLC                                                  | CUSIP: 88732JAJ7<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    425000 | PA      | $439298.83    | 0.08%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank, The                                                                | Toronto-Dominion Bank, The                                                                | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336750.48    | 0.06%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International                                                       | TotalEnergies Capital International                                                       | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | US        |    265000 | PA      | $195427.51    | 0.03%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Company, The                                                                    | Coca-Cola Company, The                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      7225 | NS      | $511168.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining, Inc.                                                                        | Coeur Mining, Inc.                                                                        | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      2609 | NS      | $23115.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    373640 | PA      | $297897.69    | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    421709 | PA      | $351760.05    | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580000 | PA      | $635656.19    | 0.11%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3225000 | PA      | $3254352.66   | 0.58%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Company                                                                 | Colgate-Palmolive Company                                                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     11475 | NS      | $1043077.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Colliers International Group Inc.                                                         | Colliers International Group Inc.                                                         | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |       489 | NS      | $63834.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $20569.55     | 0.00%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3590000 | PA      | $3625619.62   | 0.64%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                                  | Cox Communications, Inc.                                                                  | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98702.02     | 0.02%             | 2034-09-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                                                | CrowdStrike Holdings, Inc.                                                                | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       922 | NS      | $469583.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Limited                                                                | Agnico Eagle Mines Limited                                                                | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |      3152 | NS      | $375531.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Nationale Du Canada                                                                | Banque Nationale Du Canada                                                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      8409 | NS      | $867730.99    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| EFMT 2025-INV1                                                                            | EFMT 2025-INV1                                                                            | CUSIP: 26846XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95792 | PA      | $96413.37     | 0.02%             | 2070-03-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                       | EOG Resources, Inc.                                                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      2597 | NS      | $310627.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                                                           | EQT Corporation                                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      3075 | NS      | $179334.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                                            | EPR Properties                                                                            | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       111 | NS      | $6466.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2705000 | PA      | $2730359.38   | 0.48%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $365255.85    | 0.06%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                                      | EchoStar Corporation                                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102808.89    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Edison International                                                                      | Edison International                                                                      | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154551.63    | 0.03%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| Consolidated Edison, Inc.                                                                 | Consolidated Edison, Inc.                                                                 | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1328 | NS      | $133264.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Apartment Properties Real Estate Investment Trust                                | Canadian Apartment Properties Real Estate Investment Trust                                | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |      1408 | NS      | $45918.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                                                           | UnitedHealth Group Incorporated                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      6137 | NS      | $1914559.89   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                                                           | UnitedHealth Group Incorporated                                                           | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $168079.16    | 0.03%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                     | EG Global Finance PLC                                                                     | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | US        |    230000 | PA      | $253939.68    | 0.04%             | 2028-11-30      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A, LLC                                                    | Elara HGV Timeshare Issuer 2023-A, LLC                                                    | CUSIP: 28415AAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56733 | PA      | $58248.85     | 0.01%             | 2030-11-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                           | UnitedHealth Group Incorporated                                                           | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192378.88    | 0.03%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                          | Uniti Group Inc.                                                                          | CUSIP: 91327TAA9<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    116000 | PA      | $122906.30    | 0.02%             | 2028-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     96646 | PA      | $77054.47     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    373197 | PA      | $311761.12    | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1239413 | PA      | $983518.12    | 0.17%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    107368 | PA      | $85200.17     | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                          | Uniti Group Inc.                                                                          | CUSIP: 91327TAC5<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    207000 | PA      | $209163.28    | 0.04%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Valero Energy Corporation                                                                 | Valero Energy Corporation                                                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      7223 | NS      | $970915.66    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    526575 | PA      | $438080.07    | 0.08%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     67657 | PA      | $66663.24     | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    679713 | PA      | $691342.31    | 0.12%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    245849 | PA      | $246907.91    | 0.04%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133A1CC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    224971 | PA      | $198204.96    | 0.04%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133AMGK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     74534 | PA      | $63102.94     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                                                              | Ventas, Inc.                                                                              | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      5849 | NS      | $369364.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Realty, Limited Partnership                                                        | Ventas Realty, Limited Partnership                                                        | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167384.30    | 0.03%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133AQFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    115319 | PA      | $95722.94     | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133ATLD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     36868 | PA      | $36526.32     | 0.01%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133CTLV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     86369 | PA      | $86719.43     | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133CUVX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     54998 | PA      | $56936.41     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                  | Venture Global LNG, Inc.                                                                  | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272901.62    | 0.05%             | 2500-12-31      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Veralto Corporation                                                                       | Veralto Corporation                                                                       | CUSIP: 92338C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       536 | NS      | $54109.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     42584 | PA      | $43998.04     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133CWPC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    159287 | PA      | $164899.63    | 0.03%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2023-1 LLC                                                            | Verdant Receivables 2023-1 LLC                                                            | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59925 | PA      | $60843.07     | 0.01%             | 2027-06-14      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2025-1 LLC                                                            | Verdant Receivables 2025-1 LLC                                                            | CUSIP: 92340GAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100865.87    | 0.02%             | 2033-05-12      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                               | Verizon Communications Inc.                                                               | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114294.05    | 0.02%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                    | Verisk Analytics, Inc.                                                                    | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       311 | NS      | $96876.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133GEL97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     69140 | PA      | $63242.86     | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140APFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24614 | PA      | $25429.68     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28341 | PA      | $29279.59     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31054 | PA      | $28451.71     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                       | Vertex Pharmaceuticals Incorporated                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       614 | NS      | $273352.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust 2020-1                                                         | Verus Securitization Trust 2020-1                                                         | CUSIP: 92536PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31804 | PA      | $31196.65     | 0.01%             | 2060-01-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-1                                                         | Verus Securitization Trust 2020-1                                                         | CUSIP: 92536PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $188694.32    | 0.03%             | 2060-01-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                        | Vertiv Holdings Co                                                                        | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      1000 | NS      | $128410.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    231435 | PA      | $219882.35    | 0.04%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J5L64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52945 | PA      | $52255.87     | 0.01%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                                                                 | Visa Inc.                                                                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10789 | NS      | $3830634.45   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Energy, S.A.B. De C.V.                                                              | Vista Energy, S.A.B. De C.V.                                                              | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |       446 | NS      | $21323.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 3622A2RW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19726 | PA      | $18235.13     | 0.00%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-INV1                                             | GS Mortgage-Backed Securities Trust 2020-INV1                                             | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64008 | PA      | $54427.86     | 0.01%             | 2041-11-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36072 | PA      | $34855.04     | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     90909 | PA      | $86058.30     | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                                                       | Gaming and Leisure Properties, Inc.                                                       | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      3100 | NS      | $144708.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc.                                                                           | GE Vernova Inc.                                                                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1337 | NS      | $707473.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                                                    | General Motors Company                                                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1500 | NS      | $73815.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Company, Inc.                                                    | General Motors Financial Company, Inc.                                                    | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $305745.86    | 0.05%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     87239 | PA      | $85361.38     | 0.02%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J8AN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     66239 | PA      | $62932.21     | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                              | Vistra Corp.                                                                              | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    197000 | PA      | $201657.91    | 0.04%             | 2500-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                                                | VMware LLC                                                                                | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    320000 | PA      | $309614.08    | 0.05%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                      | Global Payments Inc.                                                                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       197 | NS      | $15767.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc.                                                                          | Gray Media, Inc.                                                                          | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     96000 | PA      | $103156.61    | 0.02%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: —       |
| Cooper Companies, Inc., The                                                               | Cooper Companies, Inc., The                                                               | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      1566 | NS      | $111436.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Limited                                                        | Canadian Natural Resources Limited                                                        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      4832 | NS      | $151870.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J8TH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39965 | PA      | $38441.35     | 0.01%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J8VP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32273 | PA      | $29331.01     | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Copart, Inc.                                                                              | Copart, Inc.                                                                              | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       405 | NS      | $19873.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale S.A.                                                                                 | Vale S.A.                                                                                 | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |     16518 | NS      | $160221.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                                                         | Microchip Technology Incorporated                                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       600 | NS      | $42222.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                                                                   | Micron Technology, Inc.                                                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1713 | NS      | $211127.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group Public Limited Company                                                     | Vodafone Group Public Limited Company                                                     | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | US        |    215000 | PA      | $184765.60    | 0.03%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                                  | Volkswagen Group of America Finance, LLC                                                  | CUSIP: 928668CC4<br>LEI: 5493004OKBY1W66Q5Y80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $425870.04    | 0.08%             | 2030-11-16      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J8YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    127631 | PA      | $131680.71    | 0.02%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J8ZH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     59216 | PA      | $57941.30     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                                       | Voyager Parent, LLC                                                                       | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234507.55    | 0.04%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| W.P. Carey Inc.                                                                           | W.P. Carey Inc.                                                                           | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       436 | NS      | $27197.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                                                           | W.P. Carey Inc.                                                                           | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146046.12    | 0.03%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Warrior Met Coal, Inc.                                                                    | Warrior Met Coal, Inc.                                                                    | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       811 | NS      | $37168.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J93L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16309 | PA      | $15075.15     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J9CU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26958 | PA      | $24901.18     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Middleby Corporation, The                                                                 | Middleby Corporation, The                                                                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       155 | NS      | $22320.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                                              | Mondelez International, Inc.                                                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     18838 | NS      | $1270434.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J9G96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    134490 | PA      | $141105.00    | 0.02%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J9HW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42614 | PA      | $38169.51     | 0.01%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                                   | Waste Connections, Inc.                                                                   | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |       392 | NS      | $73194.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                                                                   | Waste Connections, Inc.                                                                   | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125244.33    | 0.02%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40633 | PA      | $36880.61     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64691 | PA      | $61445.21     | 0.01%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                    | Waste Management, Inc.                                                                    | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       435 | NS      | $99536.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                                    | Waste Management, Inc.                                                                    | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253465.25    | 0.04%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd                                                                        | Elmwood CLO 20 Ltd                                                                        | CUSIP: 29002AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250582.25    | 0.04%             | 2037-01-21      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Enact Holdings, Inc.                                                                      | Enact Holdings, Inc.                                                                      | CUSIP: 29249EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $44635.30     | 0.01%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179RVD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2081 | PA      | $2045.23      | 0.00%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141947 | PA      | $139516.94    | 0.02%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd                                                             | Weatherford International Ltd                                                             | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    201000 | PA      | $207074.17    | 0.04%             | 2030-04-30      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                     | Wells Fargo & Company                                                                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    535000 | PA      | $404438.97    | 0.07%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                             | Enbridge Inc.                                                                             | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      3556 | NS      | $161157.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                                             | Enbridge Inc.                                                                             | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274511.08    | 0.05%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                                                            | Monolithic Power Systems, Inc.                                                            | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       747 | NS      | $546340.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                               | Block, Inc.                                                                               | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      2900 | NS      | $196997.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10034 | PA      | $8984.25      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5793 | PA      | $5187.17      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Herbalife International, Inc.                                                             | Herbalife International, Inc.                                                             | CUSIP: 40390DAD7<br>LEI: ST81INWBFR1E54KGC135 | Long             | DBT              | CORP              | US        |    289000 | PA      | $316351.82    | 0.06%             | 2029-04-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| HF Sinclair Corporation                                                                   | HF Sinclair Corporation                                                                   | CUSIP: 403949AR1<br>LEI: 549300J3U2WK73C9ZK26 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70689.21     | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                     | Wells Fargo & Company                                                                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149413.55    | 0.03%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                     | Wells Fargo & Company                                                                     | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221838.12    | 0.04%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3026 | PA      | $2795.41      | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91984 | PA      | $82361.76     | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                                            | Welltower Inc.                                                                            | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      8297 | NS      | $1275497.81   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                         | HSBC Holdings PLC                                                                         | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185865.80    | 0.03%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                         | HSBC Holdings PLC                                                                         | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223542.00    | 0.04%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181992 | PA      | $162954.11    | 0.03%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43060 | PA      | $38555.23     | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       389 | PA      | $359.26       | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23322 | PA      | $21538.19     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                              | Stanley Black & Decker, Inc.                                                              | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      2296 | NS      | $155554.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                                                                  | State Street Corporation                                                                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1000 | NS      | $106340.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                                                      | Steel Dynamics, Inc.                                                                      | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2696 | NS      | $345114.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                                                       | Stryker Corporation                                                                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1821 | NS      | $720442.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                                                                | Corpay Inc                                                                                | CUSIP: 219948106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2220 | NS      | $736640.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cubesmart, L.P.                                                                           | Cubesmart, L.P.                                                                           | CUSIP: 229663109<br>LEI: 549300MPHKO3I3FJRA97 | Long             | EC               | CORP              | US        |      5312 | NS      | $225760.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Halseypoint Clo 6 Ltd                                                                     | Halseypoint Clo 6 Ltd                                                                     | CUSIP: 40639GAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250295.25    | 0.04%             | 2038-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corporation, A Mutual Legal Reserve Company                           | Health Care Service Corporation, A Mutual Legal Reserve Company                           | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121795.93    | 0.02%             | 2034-06-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98414 | PA      | $88119.36     | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18136 | PA      | $16238.89     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8787 | PA      | $8114.80      | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52732 | PA      | $49855.07     | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Incorporated                                                      | Healthcare Realty Trust Incorporated                                                      | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Long             | EC               | CORP              | US        |       609 | NS      | $9658.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Dental, LLC                                                                     | Heartland Dental, LLC                                                                     | CUSIP: 42239PAB5<br>LEI: 5493008FRC0GRKBN1075 | Long             | DBT              | CORP              | US        |    365000 | PA      | $385559.28    | 0.07%             | 2028-04-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Healthpeak OP, LLC                                                                        | Healthpeak OP, LLC                                                                        | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78947.64     | 0.01%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing II LP                                                             | Hertz Vehicle Financing II LP                                                             | CUSIP: 428040DC0<br>LEI: 549300FPK70TCB78NG05 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109810.26    | 0.02%             | 2029-07-15      | Fixed         | 12.63%                | Yes           |                  2 | On Loan: —       |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140585 | PA      | $132827.89    | 0.02%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104138 | PA      | $96141.14     | 0.02%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31338 | PA      | $30664.01     | 0.01%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4778 | PA      | $4409.96      | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                                                     | Sun Communities, Inc.                                                                     | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      2845 | NS      | $359864.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                                            | Synopsys, Inc.                                                                            | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1389 | NS      | $712112.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                                                          | Hess Corporation                                                                          | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       760 | NS      | $105290.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                                                            | Hilton Worldwide Holdings Inc.                                                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       833 | NS      | $221861.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Midstream Energy Partners, LLC                                                     | Howard Midstream Energy Partners, LLC                                                     | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105173.18    | 0.02%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Highbridge Loan Management 5-2015 Ltd                                                     | Highbridge Loan Management 5-2015 Ltd                                                     | CUSIP: 44331DAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150564 | PA      | $150539.47    | 0.03%             | 2030-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                               | Humana Inc.                                                                               | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171411.16    | 0.03%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank, The                                                             | Huntington National Bank, The                                                             | CUSIP: 446438SX2<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |    224185 | PA      | $225060.64    | 0.04%             | 2029-04-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                              | Cummins Inc.                                                                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       488 | NS      | $159820.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                                                        | DTE Energy Company                                                                        | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       676 | NS      | $89542.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                                                | First Quantum Minerals Ltd                                                                | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |      7047 | NS      | $125182.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Foran Mining Corporation                                                                  | Foran Mining Corporation                                                                  | CUSIP: 344911201<br>LEI: 529900LRYPIWB6RISB58 | Long             | EC               | CORP              | CA        |      9568 | NS      | $21430.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                                   | Hyundai Capital America                                                                   | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    245000 | PA      | $236304.31    | 0.04%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                                   | Hyundai Capital America                                                                   | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73680.76     | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corporation                                                                       | Danaher Corporation                                                                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      5045 | NS      | $996589.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc.                                                                    | Great-West Lifeco Inc.                                                                    | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     15127 | NS      | $575309.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                                                               | Deckers Outdoor Corporation                                                               | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       737 | NS      | $75962.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                                                           | Deere & Company                                                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      3468 | NS      | $1763443.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                                   | Hyundai Capital America                                                                   | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30549.51     | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding                                                                             | Iliad Holding                                                                             | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256006.29    | 0.05%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                 | O'Reilly Automotive, Inc.                                                                 | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248266.63    | 0.04%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                                                       | OBX 2019-EXP3 Trust                                                                       | CUSIP: 67113AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11640 | PA      | $10522.16     | 0.00%             | 2059-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables 2025-1 LLC                                                     | PEAC Solutions Receivables 2025-1 LLC                                                     | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $225211.97    | 0.04%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                          | Pacific Gas And Electric Company                                                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127847.38    | 0.02%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc.                                                                | Palantir Technologies Inc.                                                                | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      3545 | NS      | $483254.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO 2021-2 Ltd                                                              | Palmer Square CLO 2021-2 Ltd                                                              | CUSIP: 69701XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255000 | PA      | $255342.98    | 0.05%             | 2038-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| TJX Companies, Inc., The                                                                  | TJX Companies, Inc., The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      3935 | NS      | $485933.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                                                                         | T-Mobile US, Inc.                                                                         | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      8165 | NS      | $1945392.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Government of the Republic of Panama                                                      | Government of the Republic of Panama                                                      | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |    350000 | PA      | $286562.50    | 0.05%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                                   | Pebblebrook Hotel Trust                                                                   | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      2620 | NS      | $26173.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrias Penoles, S.A.B. de C.V.                                                        | Industrias Penoles, S.A.B. de C.V.                                                        | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | EC               | CORP              | MX        |      2675 | NS      | $74790.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc., The                                                         | Descartes Systems Group Inc., The                                                         | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |       681 | NS      | $69220.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity, Inc.                                                                             | Revvity, Inc.                                                                             | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194457.29    | 0.03%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Permian Resources Corporation                                                             | Permian Resources Corporation                                                             | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      3999 | NS      | $54466.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Operating, LLC                                                          | Permian Resources Operating, LLC                                                          | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202127.79    | 0.04%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                                                         | Perrigo Finance Unlimited Company                                                         | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | US        |    315000 | PA      | $309512.57    | 0.05%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                                | Digital Realty Trust, Inc.                                                                | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       234 | NS      | $40793.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company, The                                                                  | Walt Disney Company, The                                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1497 | NS      | $185642.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                                                         | Dollar Tree, Inc.                                                                         | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      5088 | NS      | $503915.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                                                         | Dover Corporation                                                                         | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       707 | NS      | $129543.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico, S.A.B. de C.V.                                                              | Grupo Mexico, S.A.B. de C.V.                                                              | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |     11784 | NS      | $71120.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                                                                           | Dynatrace, Inc.                                                                           | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1077 | NS      | $59461.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                           | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                           | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $79982.00     | 0.01%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pinterest, Inc.                                                                           | Pinterest, Inc.                                                                           | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12418 | NS      | $445309.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                                                                | EastGroup Properties, Inc.                                                                | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1288 | NS      | $215250.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                                                 | eBay Inc.                                                                                 | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1000 | NS      | $74460.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                                                      | Electronic Arts Inc.                                                                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       300 | NS      | $47910.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                                                      | Emerson Electric Co.                                                                      | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       556 | NS      | $74131.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                                                         | Pioneer Natural Resources Company                                                         | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113303.81    | 0.02%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                                         | Pioneer Natural Resources Company                                                         | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55447.66     | 0.01%             | 2026-03-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                              | Equifax Inc.                                                                              | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      1803 | NS      | $467644.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                                               | West Fraser Timber Co. Ltd.                                                               | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       715 | NS      | $52432.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urzad Rady Ministrow                                                                      | Urzad Rady Ministrow                                                                      | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | US        |    180000 | PA      | $166436.10    | 0.03%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pool Corporation                                                                          | Pool Corporation                                                                          | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       150 | NS      | $43722.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                                                    | Post Road Equipment Finance 2024-1 LLC                                                    | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65466 | PA      | $65843.73     | 0.01%             | 2026-08-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2025-1 LLC                                                    | Post Road Equipment Finance 2025-1 LLC                                                    | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190000 | PA      | $190409.70    | 0.03%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ProLogis Inc.                                                                             | ProLogis Inc.                                                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      6656 | NS      | $699678.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ProLogis, L.P.                                                                            | ProLogis, L.P.                                                                            | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    410000 | PA      | $407634.55    | 0.07%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Providence St. Joseph Health                                                              | Providence St. Joseph Health                                                              | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $409077.57    | 0.07%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Bayhealth Medical Center, Inc.                                                            | Bayhealth Medical Center, Inc.                                                            | CUSIP: 74442PVD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $220406.18    | 0.04%             | 2051-07-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                              | UBS Group AG                                                                              | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | JE        |    375000 | PA      | $374293.46    | 0.07%             | 2025-09-24      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $652865.27    | 0.12%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $79262.70     | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1420000 | PA      | $818718.75    | 0.14%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TPG Inc.                                                                                  | TPG Inc.                                                                                  | CUSIP: 872657101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1846 | NS      | $96822.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstone Copper Corp.                                                                     | Capstone Copper Corp.                                                                     | CUSIP: 14071L108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     12088 | NS      | $74210.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northam Platinum Limited                                                                  | Northam Platinum Limited                                                                  | CUSIP: N/A<br>LEI: 378900EB75D7D2C73323       | Long             | EC               | CORP              | ZA        |      3260 | NS      | $35296.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| South Bow Corporation                                                                     | South Bow Corporation                                                                     | CUSIP: 83671M105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1905 | NS      | $49452.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Essex Property Trust, Inc.                                                                | Essex Property Trust, Inc.                                                                | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      3073 | NS      | $870888.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                                                    | Fair Isaac Corporation                                                                    | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        92 | NS      | $168172.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    615000 | PA      | $408014.06    | 0.07%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    585000 | PA      | $511669.31    | 0.09%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                           | Federal Realty Investment Trust                                                           | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |       274 | NS      | $26027.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                                       | Fifth Third Bancorp                                                                       | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1999 | NS      | $82218.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $191827.94    | 0.03%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9100 | PA      | $7771.34      | 0.00%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| First Solar, Inc.                                                                         | First Solar, Inc.                                                                         | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      1476 | NS      | $244337.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                                              | Fiserv, Inc.                                                                              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      6742 | NS      | $1162388.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall Aktiengesellschaft                                                            | Rheinmetall Aktiengesellschaft                                                            | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |       288 | NS      | $611871.05    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering                                                                                    | Kering                                                                                    | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |      2059 | NS      | $445974.77    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Thyssenkrupp AG                                                                           | Thyssenkrupp AG                                                                           | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |      2803 | NS      | $30228.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                                                    | Sanofi                                                                                    | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     11750 | NS      | $1135223.34   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $425050.81    | 0.08%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1790000 | PA      | $1460038.74   | 0.26%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    405000 | PA      | $361715.63    | 0.06%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $753053.14    | 0.13%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $309612.50    | 0.05%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    375000 | PA      | $342143.55    | 0.06%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                     | Banco Santander, S.A.                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    111587 | NS      | $923221.77    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                                | Siemens Aktiengesellschaft                                                                | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     13341 | NS      | $3419427.50   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24019 | PA      | $22679.06     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65756 | PA      | $60788.24     | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    146500 | PA      | $140078.60    | 0.02%             | 2054-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $87426.56     | 0.02%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                        | ABN AMRO Bank N.V.                                                                        | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324868.47    | 0.06%             | 2025-07-28      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                           | Telefonaktiebolaget LM Ericsson                                                           | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     77332 | NS      | $659679.61    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale                                                                          | Societe Generale                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |     15896 | NS      | $911735.25    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                                                  | Koninklijke Philips N.V.                                                                  | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |     30889 | NS      | $743575.65    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                                        | Teleperformance SE                                                                        | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |      2309 | NS      | $224269.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                                                       | Ajinomoto Co., Inc.                                                                       | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |     20600 | NS      | $559835.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                                        | Taiwan Semiconductor Manufacturing Company Limited                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      1664 | NS      | $376879.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                                       | Take-Two Interactive Software, Inc.                                                       | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       190 | NS      | $46141.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Limited                                                                    | Teck Resources Limited                                                                    | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      3445 | NS      | $139109.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group Public Limited Company                                                          | AIB Group Public Limited Company                                                          | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211687.16    | 0.04%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| API Group Corporation                                                                     | API Group Corporation                                                                     | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |       609 | NS      | $31089.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    345000 | PA      | $338302.14    | 0.06%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $164418.75    | 0.03%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APH Somerset Inv 2 LLC                                                                    | APH Somerset Inv 2 LLC                                                                    | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204602.35    | 0.04%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Apa Infrastructure Limited                                                                | Apa Infrastructure Limited                                                                | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224077.77    | 0.04%             | 2027-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $320673.82    | 0.06%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $195422.65    | 0.03%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $194765.62    | 0.03%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $63781.85     | 0.01%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Williams Partners L.P.                                                                    | Williams Partners L.P.                                                                    | CUSIP: 96949LAC9<br>LEI: WUURD1P1N0874ONXXO03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158744.93    | 0.03%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                                   | Williams Scotsman, Inc.                                                                   | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    297000 | PA      | $312320.52    | 0.06%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Willis North America Inc.                                                                 | Willis North America Inc.                                                                 | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195577.90    | 0.03%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Windstream Services, LLC                                                                  | Windstream Services, LLC                                                                  | CUSIP: 97381AAA0<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151864.23    | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Woodside Finance Limited                                                                  | Woodside Finance Limited                                                                  | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | US        |    475000 | PA      | $470149.73    | 0.08%             | 2026-09-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Workday, Inc.                                                                             | Workday, Inc.                                                                             | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       182 | NS      | $43680.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                                                       | Acadia Realty Trust                                                                       | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7409 | NS      | $137585.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                                           | Antofagasta PLC                                                                           | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |     30572 | NS      | $760673.83    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies Incorporated                                                        | Teledyne Technologies Incorporated                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       318 | NS      | $162914.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                                            | Texas Instruments Incorporated                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      8016 | NS      | $1664281.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                             | Thermo Fisher Scientific Inc.                                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1572 | NS      | $637383.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                                                                    | Tractor Supply Company                                                                    | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      8327 | NS      | $439415.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group Public Limited Company                                                      | Ashtead Group Public Limited Company                                                      | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |      3052 | NS      | $195415.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                                         | BHP Group Limited                                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     18449 | NS      | $442237.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Tradeweb Markets Inc.                                                                     | Tradeweb Markets Inc.                                                                     | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       431 | NS      | $63098.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                          | Amazon.com, Inc.                                                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     46530 | NS      | $10208216.70  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                                                        | Ameren Corporation                                                                        | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     10719 | NS      | $1029452.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                                                                  | American Express Company                                                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3863 | NS      | $1232219.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                                                        | American International Group, Inc.                                                        | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      1821 | NS      | $155859.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.                                                        | American Water Works Company, Inc.                                                        | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      2685 | NS      | $373510.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                                                              | AMETEK, Inc.                                                                              | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      8240 | NS      | $1491110.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Impala Platinum Holdings Limited                                                          | Impala Platinum Holdings Limited                                                          | CUSIP: N/A<br>LEI: 254900BZFIFB4PD2Z778       | Long             | EC               | CORP              | ZA        |     15930 | NS      | $143437.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia, SGPS, S.A.                                                                  | Galp Energia, SGPS, S.A.                                                                  | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      4195 | NS      | $76861.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aedifica                                                                                  | Aedifica                                                                                  | CUSIP: N/A<br>LEI: 529900DTKNXL0AXQFN28       | Long             | EC               | CORP              | BE        |       432 | NS      | $33649.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sovereign Metals Limited                                                                  | Sovereign Metals Limited                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     16878 | NS      | $7484.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                                | Symrise AG                                                                                | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |       353 | NS      | $37066.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik Aktiebolag                                                                        | Sandvik Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |     29384 | NS      | $673708.29    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                                           | Prysmian S.p.A.                                                                           | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |     15662 | NS      | $1110638.15   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Air Liquide, societe anonyme pour l'Etude et l'Exploitation des procedes Georges Claude | L'Air Liquide, societe anonyme pour l'Etude et l'Exploitation des procedes Georges Claude | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      5457 | NS      | $1126452.81   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Minerals Limited                                                                  | Genesis Minerals Limited                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      8167 | NS      | $23279.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                                   | Macquarie Group Limited                                                                   | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |      4556 | NS      | $685923.57    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoa Phat Group Joint Stock Company                                                        | Hoa Phat Group Joint Stock Company                                                        | CUSIP: N/A<br>LEI: 549300ODJEFGL5CWKD32       | Long             | EC               | CORP              | VN        |    197952 | NS      | $172213.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corporation                                                                 | Franco-Nevada Corporation                                                                 | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2613 | NS      | $428998.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                                           | Isetan Mitsukoshi Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |     38000 | NS      | $578285.25    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Santana Mining Inc.                                                                       | Santana Mining Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |      2553 | NS      | $36511.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                | Amgen Inc.                                                                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       183 | NS      | $51095.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                                                      | Amphenol Corporation                                                                      | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2773 | NS      | $273833.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                                                      | Analog Devices, Inc.                                                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      4124 | NS      | $981594.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                                                           | Annaly Capital Management, Inc.                                                           | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     21167 | NS      | $398362.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                                                     | Elevance Health, Inc.                                                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3208 | NS      | $1247783.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                                | Apple Inc.                                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     50781 | NS      | $10418737.77  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                                                                   | Applied Materials, Inc.                                                                   | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1700 | NS      | $311219.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                                                     | Arista Networks, Inc.                                                                     | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1627 | NS      | $166458.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                           | AstraZeneca PLC                                                                           | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     37047 | NS      | $2588844.36   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                                                                  | Atmos Energy Corporation                                                                  | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      3570 | NS      | $550172.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                                                            | Autodesk, Inc.                                                                            | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       342 | NS      | $105872.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                                           | Automatic Data Processing, Inc.                                                           | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       126 | NS      | $38858.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                                            | AutoZone, Inc.                                                                            | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       324 | NS      | $1202762.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                                               | AvalonBay Communities, Inc.                                                               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1703 | NS      | $346560.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                                                          | Ball Corporation                                                                          | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     10185 | NS      | $571276.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                                               | Bank of America Corporation                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     36179 | NS      | $1711990.28   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corporation, The                                                  | Bank of New York Mellon Corporation, The                                                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1485 | NS      | $135298.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                                                                   | Bath & Body Works, Inc.                                                                   | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       567 | NS      | $16987.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                                                             | Becton, Dickinson and Company                                                             | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      3460 | NS      | $595985.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                   | Berkshire Hathaway Inc.                                                                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      7342 | NS      | $3566523.34   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Company, The                                                                       | Boeing Company, The                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1608 | NS      | $336924.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease, Inc.                                                                | Broadstone Net Lease, Inc.                                                                | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |       290 | NS      | $4654.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                                                          | Caterpillar Inc.                                                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       594 | NS      | $230596.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corporation                                                                 | Expand Energy Corporation                                                                 | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1339 | NS      | $156582.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                                                       | Chevron Corporation                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10462 | NS      | $1498053.78   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                                              | Chipotle Mexican Grill, Inc.                                                              | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14178 | NS      | $796094.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                                                              | BT Group PLC                                                                              | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |    320898 | NS      | $853325.33    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                              | Barclays PLC                                                                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    134559 | NS      | $621992.43    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                                                  | Next PLC                                                                                  | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      5511 | NS      | $941268.27    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                                            | Kingfisher PLC                                                                            | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |    191822 | NS      | $763713.65    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                                            | Fortinet, Inc.                                                                            | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1849 | NS      | $195476.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal                                                                                   | L'Oreal                                                                                   | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      1835 | NS      | $784547.31    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                       | Intesa Sanpaolo SPA                                                                       | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    120093 | NS      | $693404.48    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales                                                                                    | Thales                                                                                    | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |      1372 | NS      | $404386.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group Public Limited Company                                                     | Kingspan Group Public Limited Company                                                     | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |      3267 | NS      | $277895.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                          | Skandinaviska Enskilda Banken AB                                                          | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |     38793 | NS      | $677274.43    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                                    | SAP SE                                                                                    | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      6837 | NS      | $2088182.65   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Storebrand ASA                                                                            | Storebrand ASA                                                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |     42146 | NS      | $597790.55    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                                           | UPM-Kymmene Oyj                                                                           | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |       824 | NS      | $22490.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Stora Enso Oyj                                                                            | Stora Enso Oyj                                                                            | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |     37086 | NS      | $402847.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| BASF SE                                                                                   | BASF SE                                                                                   | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |     10386 | NS      | $512311.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                                   | Heidelberg Materials AG                                                                   | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       352 | NS      | $83013.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpump Group S.p.A.                                                                    | Interpump Group S.p.A.                                                                    | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |      1019 | NS      | $42453.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                       | Erste Group Bank AG                                                                       | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      5656 | NS      | $481878.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Munchener Ruckversicherungs-Gesellschaft Aktiengesellschaft in Munchen                    | Munchener Ruckversicherungs-Gesellschaft Aktiengesellschaft in Munchen                    | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      2658 | NS      | $1725877.86   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corporation                                                                        | Kubota Corporation                                                                        | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |      2600 | NS      | $29167.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| KT Corporation                                                                            | KT Corporation                                                                            | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |     15816 | NS      | $653102.34    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                                               | Tokio Marine Holdings, Inc.                                                               | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |     36300 | NS      | $1537252.94   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Prime Realty Investment Corporation                                                 | Japan Prime Realty Investment Corporation                                                 | CUSIP: N/A<br>LEI: 353800NJOQJAY1ODEX72       | Long             | EC               | CORP              | JP        |        60 | NS      | $38529.21     | 0.01%             |  |  |  | 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        |     21700 | NS      | $716344.88    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corporation                                                                    | Sony Group Corporation                                                                    | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     53000 | NS      | $1370242.03   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                                      | Sumitomo Corporation                                                                      | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     32100 | NS      | $828601.54    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Limited                                                           | Sun Hung Kai Properties Limited                                                           | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |      5500 | NS      | $63307.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Incorporated                                                              | TransDigm Group Incorporated                                                              | CUSIP: 893641100<br>LEI: 549300EQD0ZXRSMG3549 | Long             | EC               | CORP              | US        |       216 | NS      | $328458.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc. , The                                                           | Travelers Companies, Inc. , The                                                           | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |      3992 | NS      | $1068019.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                                                         | Tyson Foods, Inc.                                                                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       500 | NS      | $27970.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                                              | U.S. Bancorp                                                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      2600 | NS      | $117650.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                                                 | Union Pacific Corporation                                                                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      4251 | NS      | $978070.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Holding, S.A.                                                                  | Amadeus IT Holding, S.A.                                                                  | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |      8755 | NS      | $738567.18    | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Predictive Discovery Limited                                                              | Predictive Discovery Limited                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    130686 | NS      | $33217.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                        | Suncor Energy Inc.                                                                        | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      3299 | NS      | $123577.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp                                                                       | Tourmaline Oil Corp                                                                       | CUSIP: 89156V106<br>LEI: 549300EWGW5PUCV5A109 | Long             | EC               | CORP              | CA        |      1051 | NS      | $50707.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                                                             | Cencora, Inc.                                                                             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      4212 | NS      | $1262968.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7945 | PA      | $8221.25      | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5991 | PA      | $6200.92      | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32969 | PA      | $33059.59     | 0.01%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    194566 | PA      | $158604.04    | 0.03%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175674 | PA      | $149383.39    | 0.03%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102502 | PA      | $87162.01     | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aluminium Bahrain B.S.C                                                                   | Aluminium Bahrain B.S.C                                                                   | CUSIP: N/A<br>LEI: 213800YLHRSLSVOHFH73       | Long             | EC               | CORP              | BH        |      8561 | NS      | $22355.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ausgold Limited                                                                           | Ausgold Limited                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     17881 | NS      | $7572.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsonite Group S.A.                                                                      | Samsonite Group S.A.                                                                      | CUSIP: N/A<br>LEI: 549300UULS5HYFJSEL12       | Long             | EC               | CORP              | LU        |    116100 | NS      | $216691.16    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Julius Bar Gruppe AG                                                                      | Julius Bar Gruppe AG                                                                      | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |      7239 | NS      | $490109.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                                              | Glencore PLC                                                                              | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |     71440 | NS      | $278603.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    440778 | PA      | $366701.87    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    327815 | PA      | $279524.74    | 0.05%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     59139 | PA      | $56779.86     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                            | Goldman Sachs Group, Inc., The                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1510 | NS      | $1068702.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                            | Goldman Sachs Group, Inc., The                                                            | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546464.22    | 0.10%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110000 | PA      | $92619.16     | 0.02%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grace Trust                                                                               | Grace Trust                                                                               | CUSIP: 38406JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $130116.60    | 0.02%             | 2030-12-12      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM3                                             | New Residential Mortgage Loan Trust 2025-NQM3                                             | CUSIP: 64832CAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99141 | PA      | $99642.82     | 0.02%             | 2030-08-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corporation                                                 | New York State Electric & Gas Corporation                                                 | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121404.36    | 0.02%             | 2034-08-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                                  | Equitable Holdings, Inc.                                                                  | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      1423 | NS      | $79830.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                                                   | Essential Properties Realty Trust, Inc.                                                   | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       360 | NS      | $11487.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corporation                                                                           | RTX Corporation                                                                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       670 | NS      | $97833.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                                                            | United Airlines Holdings, Inc.                                                            | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       784 | NS      | $62429.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                                                           | Universal Health Services, Inc.                                                           | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       100 | NS      | $18115.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                                                                      | Uranium Energy Corp.                                                                      | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     10701 | NS      | $72766.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                                                                      | VICI Properties Inc.                                                                      | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     15242 | NS      | $496889.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy, Inc.                                                                        | Viper Energy, Inc.                                                                        | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |      1275 | NS      | $48615.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                                             | Enbridge Inc.                                                                             | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    380000 | PA      | $401815.04    | 0.07%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                             | Enbridge Inc.                                                                             | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42808.29     | 0.01%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                 | AT&T Inc.                                                                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      6376 | NS      | $184521.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                                             | Enbridge Inc.                                                                             | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92477.01     | 0.02%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings, LLC                                                 | Encino Acquisition Partners Holdings, LLC                                                 | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    190000 | PA      | $210253.32    | 0.04%             | 2031-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc.                                                                                 | AT&T Inc.                                                                                 | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35070.71     | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                 | AT&T Inc.                                                                                 | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    230000 | PA      | $180737.86    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                                      | NextEra Energy, Inc.                                                                      | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |      5307 | NS      | $368411.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OBX 2019-EXP3 Trust                                                                       | OBX 2019-EXP3 Trust                                                                       | CUSIP: 67113ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3816 | PA      | $3806.00      | 0.00%             | 2059-09-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer, LLC                                                                    | AAR Escrow Issuer, LLC                                                                    | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $202012.83    | 0.04%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc.                                                                               | AbbVie Inc.                                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2895 | NS      | $537369.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                        | Alliant Holdings Intermediate, LLC                                                        | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201731.55    | 0.04%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 01F042673<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    205000 | PA      | $196015.22    | 0.03%             | 2055-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corporation                                                                  | Chord Energy Corporation                                                                  | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209730.75    | 0.04%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                                       | OBX 2020-EXP1 Trust                                                                       | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50044 | PA      | $43874.02     | 0.01%             | 2060-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                                                      | Vornado Realty Trust                                                                      | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2709 | NS      | $103592.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                                                      | Voya Financial, Inc.                                                                      | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      1820 | NS      | $129220.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                                       | OBX 2020-EXP1 Trust                                                                       | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10402 | PA      | $10280.36     | 0.00%             | 2060-01-26      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                          | Occidental Petroleum Corporation                                                          | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148933.38    | 0.03%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-1                                                           | Octane Receivables Trust 2023-1                                                           | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13146 | PA      | $13173.01     | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-RVM1                                                        | Octane Receivables Trust 2024-RVM1                                                        | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     82237 | PA      | $82934.16     | 0.01%             | 2049-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                                                  | Vulcan Materials Company                                                                  | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       343 | NS      | $89461.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                                           | Westinghouse Air Brake Technologies Corporation                                           | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      6690 | NS      | $1400551.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                                                                | Encore Capital Group, Inc.                                                                | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    245000 | PA      | $260701.75    | 0.05%             | 2029-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                        | Energy Transfer LP                                                                        | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108493.74    | 0.02%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                        | Energy Transfer LP                                                                        | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    192000 | PA      | $204299.42    | 0.04%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                           | Enel Finance International N.V.                                                           | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186658.30    | 0.03%             | 2028-07-12      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    765000 | PA      | $749640.02    | 0.13%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                             | Alphabet Inc.                                                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     30114 | NS      | $5341922.46   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing 2024-4, LLC                                                    | Enterprise Fleet Financing 2024-4, LLC                                                    | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55000 | PA      | $55029.25     | 0.01%             | 2027-01-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4, LLC                                                    | Enterprise Fleet Financing 2024-4, LLC                                                    | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $75589.84     | 0.01%             | 2029-08-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                         | Enterprise Products Operating LLC                                                         | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $513055.21    | 0.09%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                             | Equinix, Inc.                                                                             | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1083 | NS      | $861494.01    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Lifestyle Properties, Inc.                                                         | Equity Lifestyle Properties, Inc.                                                         | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      2642 | NS      | $162932.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                                                        | Equity Residential                                                                        | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      4718 | NS      | $318417.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp.                                                                          | ERO Copper Corp.                                                                          | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209069.57    | 0.04%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ESAB Corporation                                                                          | ESAB Corporation                                                                          | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       366 | NS      | $44121.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Portfolio, L.P.                                                                     | Essex Portfolio, L.P.                                                                     | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    525000 | PA      | $520654.26    | 0.09%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy Limited Partnership                                                     | Excelerate Energy Limited Partnership                                                     | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    205000 | PA      | $216041.27    | 0.04%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corporation                                                                        | Exelon Corporation                                                                        | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      2406 | NS      | $104468.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                                                       | Expedia Group, Inc.                                                                       | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73074.69     | 0.01%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                      | Extended Stay America Trust 2021-ESH                                                      | CUSIP: 30227FAE0<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    111505 | PA      | $111539.62    | 0.02%             | 2038-07-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                                   | Exxon Mobil Corporation                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     14040 | NS      | $1513512.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                                                      | Meta Platforms, Inc.                                                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     10928 | NS      | $8065847.52   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     28804 | PA      | $26496.76     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     98112 | PA      | $87318.68     | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     28834 | PA      | $29169.31     | 0.01%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132CW6E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     33561 | PA      | $30098.37     | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132CWAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26258 | PA      | $25705.67     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     37677 | PA      | $36351.22     | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132CXAM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     77627 | PA      | $71029.65     | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132CXBB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     49586 | PA      | $48773.29     | 0.01%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     36959 | PA      | $34532.01     | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132D6CG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14619 | PA      | $14372.49     | 0.00%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QDKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24765 | PA      | $23984.09     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QEAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49851 | PA      | $43250.20     | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QEYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    292910 | PA      | $248261.32    | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    303581 | PA      | $254743.93    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    142928 | PA      | $119756.17    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    282766 | PA      | $237630.98    | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    337828 | PA      | $282426.22    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                              | Walmart Inc.                                                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     12869 | NS      | $1258330.82   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                                                                     | Wells Fargo & Company                                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      3589 | NS      | $287550.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    284942 | PA      | $239103.08    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    108062 | PA      | $86324.73     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    244178 | PA      | $205125.73    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QNCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    186355 | PA      | $148694.74    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    248351 | PA      | $208553.88    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    217029 | PA      | $173169.62    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                                               | West Fraser Timber Co. Ltd.                                                               | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       936 | NS      | $68608.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Western Alliance Bancorporation                                                           | Western Alliance Bancorporation                                                           | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       494 | NS      | $38522.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QNM82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    108602 | PA      | $99380.25     | 0.02%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QQ3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    208074 | PA      | $209698.52    | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                                               | Western Digital Corporation                                                               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       622 | NS      | $39801.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                                                      | Weyerhaeuser Company                                                                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      1560 | NS      | $40076.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QRKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    191784 | PA      | $197102.57    | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     71659 | PA      | $73444.40     | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                                             | Williams Companies, Inc., The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      6700 | NS      | $420827.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                                                             | Wingstop Inc.                                                                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       175 | NS      | $58929.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                             | Alphabet Inc.                                                                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     15411 | NS      | $2715880.53   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                        | Altria Group, Inc.                                                                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      2384 | NS      | $139773.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                                                         | Yum! Brands, Inc.                                                                         | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       465 | NS      | $68903.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                                                            | Zebra Technologies Corporation                                                            | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       150 | NS      | $46254.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corporation                                                               | OneMain Finance Corporation                                                               | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $207142.83    | 0.04%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Onesky Flight, LLC                                                                        | Onesky Flight, LLC                                                                        | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202975.80    | 0.04%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QT2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60291 | PA      | $60649.05     | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QUD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10681 | PA      | $11062.80     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                                         | 1261229 B.C. Ltd.                                                                         | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201792.75    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Oracle Corporation                                                                        | Oracle Corporation                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2656 | NS      | $580681.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                        | Altria Group, Inc.                                                                        | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202645.62    | 0.04%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ameren Corporation                                                                        | Ameren Corporation                                                                        | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218611.70    | 0.04%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                        | Oracle Corporation                                                                        | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249008.67    | 0.04%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                        | Oracle Corporation                                                                        | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $133244.58    | 0.02%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QUDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48059 | PA      | $50646.30     | 0.01%             | 2054-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QUNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     70974 | PA      | $71395.12     | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QUNX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    172892 | PA      | $179605.58    | 0.03%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QUXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     84019 | PA      | $85561.36     | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    183662 | PA      | $188009.49    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    275305 | PA      | $277110.13    | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc. Class AA Pass Through Certificates, Series 2019-1                 | American Airlines, Inc. Class AA Pass Through Certificates, Series 2019-1                 | CUSIP: 02377LAA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |    284197 | PA      | $259534.78    | 0.05%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company, Inc.                                                     | American Electric Power Company, Inc.                                                     | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317970.72    | 0.06%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                                     | American Homes 4 Rent                                                                     | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      5949 | NS      | $214580.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Municipal Power, Inc.                                                            | American Municipal Power, Inc.                                                            | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    250000 | PA      | $264710.30    | 0.05%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                | American Tower Corporation                                                                | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      3151 | NS      | $696434.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                                                      | Amphenol Corporation                                                                      | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25112.68     | 0.00%             | 2026-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140W0MN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    196113 | PA      | $200341.24    | 0.04%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X5WP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    197785 | PA      | $182659.88    | 0.03%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40885 | PA      | $39382.93     | 0.01%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    141779 | PA      | $137580.99    | 0.02%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                      | Amphenol Corporation                                                                      | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108014.89    | 0.02%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-1                                                           | Angel Oak Mortgage Trust 2021-1                                                           | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75295 | PA      | $66222.70     | 0.01%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6984 | PA      | $7064.65      | 0.00%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    170034 | PA      | $150122.85    | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X6GH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     96442 | PA      | $95538.04     | 0.02%             | 2046-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X6Z46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     78473 | PA      | $77285.49     | 0.01%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oregon Department of Transportation                                                       | Oregon Department of Transportation                                                       | CUSIP: 68607DVJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $160049.24    | 0.03%             | 2032-11-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Ovintiv Canada ULC                                                                        | Ovintiv Canada ULC                                                                        | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |      1583 | NS      | $60233.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X7A82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9306 | PA      | $8955.39      | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X7NP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     69104 | PA      | $67271.14     | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9096 | PA      | $9200.57      | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31342 | PA      | $31013.20     | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XCDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    141281 | PA      | $129370.57    | 0.02%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     55000 | PA      | $55643.17     | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XCV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60667 | PA      | $56099.47     | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XDUQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    148637 | PA      | $139345.21    | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XDYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    160916 | PA      | $128547.39    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    179573 | PA      | $144012.62    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     92365 | PA      | $74074.29     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23567 | PA      | $19908.01     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35097 | PA      | $34759.72     | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV1                                                    | Ford Credit Auto Owner Trust 2023-REV1                                                    | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285000 | PA      | $288793.81    | 0.05%             | 2028-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                                       | Owens-Brockway Glass Container Inc.                                                       | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    206000 | PA      | $211221.36    | 0.04%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Owens Corning                                                                             | Owens Corning                                                                             | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119368.68    | 0.02%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                             | Ford Motor Credit Company LLC                                                             | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207555.18    | 0.04%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fortive Corporation                                                                       | Fortive Corporation                                                                       | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      1149 | NS      | $59897.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundry JV Holdco LLC                                                                     | Foundry JV Holdco LLC                                                                     | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210471.62    | 0.04%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 35564KMA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     53611 | PA      | $53559.19     | 0.01%             | 2041-11-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-1                                                           | Angel Oak Mortgage Trust 2021-1                                                           | CUSIP: 03465CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22283 | PA      | $19644.82     | 0.00%             | 2066-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-2                                                           | Angel Oak Mortgage Trust 2020-2                                                           | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74318 | PA      | $65739.27     | 0.01%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                   | PBF Holding Company LLC                                                                   | CUSIP: 69318FAL2<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |    260000 | PA      | $232659.65    | 0.04%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                   | PBF Holding Company LLC                                                                   | CUSIP: 69318FAM0<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126364.99    | 0.02%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 35564NGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     48750 | PA      | $48717.21     | 0.01%             | 2045-02-27      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                     | Freeport-McMoRan Inc.                                                                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     24340 | NS      | $1055139.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                     | Freeport-McMoRan Inc.                                                                     | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34089.45     | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fulton, County of                                                                         | Fulton, County of                                                                         | CUSIP: 360046Q90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $323741.15    | 0.06%             | 2039-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                       | Anheuser-Busch InBev Worldwide Inc.                                                       | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280008.25    | 0.05%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Flowco Holdings Inc.                                                                      | Flowco Holdings Inc.                                                                      | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       297 | NS      | $5289.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36178EDG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33126 | PA      | $29997.21     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135566 | PA      | $126354.67    | 0.02%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                          | PG&E Corporation                                                                          | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     12185 | NS      | $169858.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                                                                           | PRA Group, Inc.                                                                           | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202784.28    | 0.04%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51494 | PA      | $47904.45     | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73408 | PA      | $67980.58     | 0.01%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                                    | PACCAR Financial Corp.                                                                    | CUSIP: 69371RS72<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355462.91    | 0.06%             | 2026-11-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PSMC 2021-2 Trust                                                                         | PSMC 2021-2 Trust                                                                         | CUSIP: 69376CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163075 | PA      | $146614.40    | 0.03%             | 2027-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ritchie Bros. Holdings Inc.                                                               | Ritchie Bros. Holdings Inc.                                                               | CUSIP: 76774LAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $99885.46     | 0.02%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                | Rogers Communications Inc.                                                                | CUSIP: 775109CJ8<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |    315000 | PA      | $268866.17    | 0.05%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Franco-Nevada Corporation                                                                 | Franco-Nevada Corporation                                                                 | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1218 | NS      | $199654.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                                                                  | General Electric Company                                                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     10880 | NS      | $2800403.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                                                     | Gilead Sciences, Inc.                                                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     11840 | NS      | $1312700.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                                                                   | HF Sinclair Corporation                                                                   | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |      1267 | NS      | $52048.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group, Inc., The                                                       | Hartford Insurance Group, Inc., The                                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1345 | NS      | $170640.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. , The                                                                    | Home Depot, Inc. , The                                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4625 | NS      | $1695710.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75809 | PA      | $70034.81     | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | Government National Mortgage Association                                                  | CUSIP: 36179RJG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80310 | PA      | $78935.12     | 0.01%             | 2045-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                              | Honeywell International Inc.                                                              | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       695 | NS      | $161851.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                                                     | Howmet Aerospace Inc.                                                                     | CUSIP: 443201108<br>LEI: ABPN11VOHLHX6QR7XQ48 | Long             | EC               | CORP              | US        |       812 | NS      | $151137.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                                                                      | Hubbell Incorporated                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       388 | NS      | $158463.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot, Inc.                                                                             | HubSpot, Inc.                                                                             | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        20 | NS      | $11132.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc.                                                                | Rogers Communications Inc.                                                                | CUSIP: 775109DE8<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86228.83     | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                                  | Roper Technologies, Inc.                                                                  | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372143.36    | 0.07%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                        | Huntington Bancshares Incorporated                                                        | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      5699 | NS      | $95515.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                                                         | Intel Corporation                                                                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     14033 | NS      | $314339.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc.                                                                           | S&P Global Inc.                                                                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1037 | NS      | $546799.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                                                            | SBA Communications Corporation                                                            | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       326 | NS      | $76557.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB Funding LLC                                                                           | SEB Funding LLC                                                                           | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165000 | PA      | $168733.19    | 0.03%             | 2029-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2025-1 LLC                                                          | SCF Equipment Leasing 2025-1 LLC                                                          | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115000 | PA      | $115102.29    | 0.02%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2025-1 LLC                                                          | SCF Equipment Leasing 2025-1 LLC                                                          | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115000 | PA      | $116879.94    | 0.02%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                   | SMB Private Education Loan Trust 2021-A                                                   | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130166 | PA      | $117392.49    | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2020-A                                                   | SMB Private Education Loan Trust 2020-A                                                   | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33518 | PA      | $32277.14     | 0.01%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                                          | SS&C Technologies Holdings, Inc.                                                          | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       400 | NS      | $33120.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation                                               | International Business Machines Corporation                                               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       728 | NS      | $214599.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                                                               | International Paper Company                                                               | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     23611 | NS      | $1105703.13   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                             | Sabine Pass Liquefaction, LLC                                                             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54878.72     | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                           | Sabre GLBL Inc.                                                                           | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246728.06    | 0.04%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: —       |
| Saia, Inc.                                                                                | Saia, Inc.                                                                                | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       420 | NS      | $115075.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Saks Global Enterprises LLC                                                               | Saks Global Enterprises LLC                                                               | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $98507.55     | 0.02%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: —       |
| Intuit Inc.                                                                               | Intuit Inc.                                                                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1220 | NS      | $960908.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                                                                | Jabil Inc.                                                                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       100 | NS      | $21810.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                         | Johnson & Johnson                                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2474 | NS      | $377903.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                                                           | KLA Corporation                                                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       915 | NS      | $819602.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corporation                                                                       | Moody's Corporation                                                                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       204 | NS      | $102324.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                            | Morgan Stanley                                                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3896 | NS      | $548790.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                                                          | Salesforce, Inc.                                                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2161 | NS      | $589283.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                                                          | Salesforce, Inc.                                                                          | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $251963.81    | 0.04%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                          | NRG Energy, Inc.                                                                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       246 | NS      | $39502.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                                                                            | NNN REIT, Inc.                                                                            | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       375 | NS      | $16192.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SanDisk LLC                                                                               | SanDisk LLC                                                                               | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       440 | NS      | $19954.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander UK Group Holdings PLC                                                           | Santander UK Group Holdings PLC                                                           | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193478.20    | 0.03%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                              | Santander Holdings USA, Inc.                                                              | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183944.05    | 0.03%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                             | Santander Drive Auto Receivables Trust 2025-1                                             | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130159.68    | 0.02%             | 2027-02-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                                       | Newmont Corporation                                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      6142 | NS      | $357832.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                                                              | Norfolk Southern Corporation                                                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      5371 | NS      | $1374814.87   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Bank, N.A.                                                                      | Santander Bank, N.A.                                                                      | CUSIP: 80290CBF0<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-CBDO         | CORP              | US        |     11029 | PA      | $11036.37     | 0.00%             | 2032-12-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Sea Limited                                                                               | Sea Limited                                                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      4986 | NS      | $797460.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                                              | Northrop Grumman Corporation                                                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1584 | NS      | $791968.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                                                          | Gen Digital Inc.                                                                          | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      4792 | NS      | $140884.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicemaster Brands L.L.C.                                                               | Servicemaster Brands L.L.C.                                                               | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    166073 | PA      | $154395.26    | 0.03%             | 2028-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                          | ServiceNow, Inc.                                                                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1852 | NS      | $1904004.16   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc.                                                                              | Shopify Inc.                                                                              | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      5208 | NS      | $600742.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sigma Holdco B.V.                                                                         | Sigma Holdco B.V.                                                                         | CUSIP: 82660CAA0<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199813.01    | 0.04%             | 2026-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group, L.P.                                                                | Simon Property Group, L.P.                                                                | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308368.24    | 0.05%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                           | Sinclair Television Group, Inc.                                                           | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136736.58    | 0.02%             | 2033-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                                                            | SiteOne Landscape Supply, Inc.                                                            | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       168 | NS      | $20317.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Operations Inc.                                                                 | Six Flags Operations Inc.                                                                 | CUSIP: 83001AAD4<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    395000 | PA      | $405862.50    | 0.07%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                                 | South Bow USA Infrastructure Holdings LLC                                                 | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50165.99     | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                          | Skandinaviska Enskilda Banken AB                                                          | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340312.46    | 0.06%             | 2027-03-05      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                     | Charter Communications Operating, LLC                                                     | CUSIP: 161175CM4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219163.35    | 0.04%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                     | Charter Communications Operating, LLC                                                     | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78499.27     | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                         | Nucor Corporation                                                                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1093 | NS      | $141587.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                                                                | Okta, Inc.                                                                                | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       300 | NS      | $29991.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Former Charter Communications Parent, Inc.                                                | Former Charter Communications Parent, Inc.                                                | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       375 | NS      | $153303.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                                       | Cisco Systems, Inc.                                                                       | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |      4120 | NS      | $285845.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.                                                           | Old Dominion Freight Line, Inc.                                                           | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      6092 | NS      | $988731.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                                                               | ONEOK, Inc.                                                                               | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1280 | NS      | $104486.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     62728 | PA      | $58537.74     | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    114853 | PA      | $110271.73    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    300293 | PA      | $279860.20    | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    155707 | PA      | $156192.38    | 0.03%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    255896 | PA      | $245169.87    | 0.04%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     96324 | PA      | $94638.21     | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                             | Owens Corning                                                                             | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      2328 | NS      | $320146.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                                                                      | PPG Industries, Inc.                                                                      | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3794 | NS      | $431567.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     95784 | PA      | $95932.69     | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     65801 | PA      | $64628.75     | 0.01%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                                          | Packaging Corporation of America                                                          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       464 | NS      | $87440.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                                                                  | Palo Alto Networks, Inc.                                                                  | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1138 | NS      | $232880.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     54126 | PA      | $55186.90     | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    325978 | PA      | $331962.91    | 0.06%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418FAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    220598 | PA      | $220596.66    | 0.04%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418FDD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51645 | PA      | $53319.25     | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418FGL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48859 | PA      | $50446.75     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8775 | PA      | $8877.36      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SmartStop Self Storage REIT, Inc.                                                         | SmartStop Self Storage REIT, Inc.                                                         | CUSIP: 83192D402<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3186 | NS      | $115428.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corporation                                                                     | Solventum Corporation                                                                     | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205999.78    | 0.04%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corporation                                                               | Parker-Hannifin Corporation                                                               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1856 | NS      | $1296360.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                                                             | PepsiCo, Inc.                                                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1500 | NS      | $198060.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 31425UTP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     30779 | PA      | $31798.53     | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8773 | PA      | $8947.98      | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 31425WYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     46214 | PA      | $47738.30     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 31425YBE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15070 | PA      | $15566.06     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                         | FedEx Corporation                                                                         | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       201 | NS      | $45689.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    132251 | PA      | $133118.31    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                           | South Bow Canadian Infrastructure Holdings Ltd.                                           | CUSIP: 836720AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $212144.07    | 0.04%             | 2055-03-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Company                                                        | Southern California Edison Company                                                        | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242882.21    | 0.04%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                                      | The Southern Company                                                                      | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172081.52    | 0.03%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corporation                                                               | Southern Copper Corporation                                                               | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       774 | NS      | $78305.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity, Inc.                                                                             | Revvity, Inc.                                                                             | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      7919 | NS      | $765925.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                                               | Pfizer Inc.                                                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      2489 | NS      | $60333.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Company Gas Capital Corporation                                                  | Southern Company Gas Capital Corporation                                                  | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262244.45    | 0.05%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                    | Standard Chartered PLC                                                                    | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194264.58    | 0.03%             | 2028-01-12      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| Stanford Health Care                                                                      | Stanford Health Care                                                                      | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114542.49    | 0.02%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2019-INV1                                             | Starwood Mortgage Residential Trust 2019-INV1                                             | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45450 | PA      | $44729.78     | 0.01%             | 2049-09-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                          | Philip Morris International Inc.                                                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2707 | NS      | $493025.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                                               | Phillips 66                                                                               | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      4596 | NS      | $548302.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1                                             | Starwood Mortgage Residential Trust 2020-INV1                                             | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17695 | PA      | $16852.09     | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-4                                                          | Towd Point Mortgage Trust 2017-4                                                          | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47894 | PA      | $46684.92     | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                                                           | Toyota Motor Credit Corporation                                                           | CUSIP: 89236TLJ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350908.71    | 0.06%             | 2026-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Company Pty Ltd                                                        | Transurban Finance Company Pty Ltd                                                        | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128826.53    | 0.02%             | 2031-03-16      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Popular, Inc.                                                                             | Popular, Inc.                                                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       400 | NS      | $44084.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Company, The                                                             | Procter & Gamble Company, The                                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     13321 | NS      | $2122301.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                                                               | The Progressive Corporation                                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1041 | NS      | $277801.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Incorporated                                                                     | Qualcomm Incorporated                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2232 | NS      | $355468.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company, Inc.                                                                        | Trex Company, Inc.                                                                        | CUSIP: 89531P105<br>LEI: 549300ER482WJT9UUX16 | Long             | EC               | CORP              | US        |       400 | NS      | $21752.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                                                              | Truist Financial Corporation                                                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       652 | NS      | $28029.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARQ Trust 2024-HOU                                                                       | MARQ Trust 2024-HOU                                                                       | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99374.82     | 0.02%             | 2026-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                   | Uber Technologies, Inc.                                                                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       409 | NS      | $38159.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                                                   | Uber Technologies, Inc.                                                                   | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56146.77     | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                            | U.S. Bank National Association                                                            | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-CBDO         | CORP              | US        |     89240 | PA      | $90177.94     | 0.02%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| RPM International Inc.                                                                    | RPM International Inc.                                                                    | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       560 | NS      | $61510.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corporation                                                                      | Ralliant Corporation                                                                      | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       383 | NS      | $18571.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                                                             | Rayonier Inc.                                                                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      2393 | NS      | $53076.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                                                                 | Realty Income Corporation                                                                 | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      1466 | NS      | $84456.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                                                               | Regency Centers Corporation                                                               | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      4912 | NS      | $349881.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                                                                            | Reliance, Inc.                                                                            | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       498 | NS      | $156322.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                                                         | Ulta Beauty, Inc.                                                                         | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       117 | NS      | $54734.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                          | Gobierno Federal de los Estados Unidos Mexicanos                                          | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $173442.00    | 0.03%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                          | Gobierno Federal de los Estados Unidos Mexicanos                                          | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    360000 | PA      | $303937.20    | 0.05%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $191637.17    | 0.03%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $62515.56     | 0.01%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $72213.80     | 0.01%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Repligen Corporation                                                                      | Repligen Corporation                                                                      | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       342 | NS      | $42537.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                                                   | Republic Services, Inc.                                                                   | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      3076 | NS      | $758572.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    108200 | PA      | $145234.14    | 0.03%             | 2026-01-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $63100.26     | 0.01%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $70561.97     | 0.01%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $602218.75    | 0.11%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $650067.22    | 0.11%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $915525.36    | 0.16%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $348036.25    | 0.06%             | 2026-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1375000 | PA      | $1332622.09   | 0.24%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240500 | PA      | $267444.70    | 0.05%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       900 | PA      | $926.54       | 0.00%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $269628.92    | 0.05%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1380000 | PA      | $1392452.29   | 0.25%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $506861.55    | 0.09%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3825000 | PA      | $3816782.37   | 0.67%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3560000 | PA      | $3590315.54   | 0.63%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $82015.29     | 0.01%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $197007.82    | 0.03%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    297900 | PA      | $323556.42    | 0.06%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $663609.38    | 0.12%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    335100 | PA      | $346585.42    | 0.06%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $593859.36    | 0.10%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2755000 | PA      | $2803858.27   | 0.50%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    138700 | PA      | $147661.13    | 0.03%             | 2029-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2120000 | PA      | $2178134.43   | 0.39%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $15351.42     | 0.00%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    395000 | PA      | $385742.19    | 0.07%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1015000 | PA      | $1010083.54   | 0.18%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $722243.15    | 0.13%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    930000 | PA      | $933160.51    | 0.16%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4265000 | PA      | $4327975.28   | 0.77%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1505000 | PA      | $1542507.46   | 0.27%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                                         | Verus Securitization Trust 2021-1                                                         | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33201 | PA      | $29963.27     | 0.01%             | 2066-01-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-INV1                                                      | Verus Securitization Trust 2023-INV1                                                      | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82866 | PA      | $82826.22     | 0.01%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-INV1                                                      | Verus Securitization Trust 2024-INV1                                                      | CUSIP: 92540FAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144250 | PA      | $145707.18    | 0.03%             | 2069-03-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                                 | Rockwell Automation, Inc.                                                                 | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1306 | NS      | $433814.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                                                                  | Roper Technologies, Inc.                                                                  | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       943 | NS      | $534530.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                                                         | Ross Stores, Inc.                                                                         | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      7637 | NS      | $974328.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                                                 | Shell PLC                                                                                 | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     16465 | NS      | $1159300.65   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                                                              | Viatris Inc.                                                                              | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     11124 | NS      | $99337.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| West Virginia Hospital Finance Authority                                                  | West Virginia Hospital Finance Authority                                                  | CUSIP: 956708AA9<br>LEI: 549300VG6M2WRQ7E7O46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255220.77    | 0.05%             | 2048-06-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Limited                                                               | Westpac New Zealand Limited                                                               | CUSIP: 96122FAC1<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230579.71    | 0.04%             | 2029-02-28      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                                             | Williams Companies, Inc., The                                                             | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110101.12    | 0.02%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Royal Gold, Inc.                                                                          | Royal Gold, Inc.                                                                          | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       360 | NS      | $64022.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings Public Limited Company                                                   | Ryanair Holdings Public Limited Company                                                   | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      7600 | NS      | $438292.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining Corporation                                                              | Endeavour Mining Corporation                                                              | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |      1294 | NS      | $39900.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC Capital Partners PLC                                                                  | CVC Capital Partners PLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |     20480 | NS      | $421457.81    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Limited                                                                      | Schlumberger Limited                                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     36008 | NS      | $1217070.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corporation, The                                                           | Charles Schwab Corporation, The                                                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     23330 | NS      | $2128629.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mandatum Holding Oy                                                                       | Mandatum Holding Oy                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |     57297 | NS      | $374244.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnoPro Holdings, Inc.                                                                  | TechnoPro Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 3538001DJ8I5PJQNHU53       | Long             | EC               | CORP              | JP        |     19900 | NS      | $580030.77    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2320000 | PA      | $2345465.71   | 0.41%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $93235.58     | 0.02%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| G Mining Ventures Corp.                                                                   | G Mining Ventures Corp.                                                                   | CUSIP: 36270K102<br>LEI: 894500N5AZEQU0BLOT06 | Long             | EC               | CORP              | CA        |      7435 | NS      | $97076.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel DC REIT Management Pte. Ltd.                                                       | Keppel DC REIT Management Pte. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     34100 | NS      | $62509.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                                        | Anglo American PLC                                                                        | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |      6376 | NS      | $188451.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Gold Inc.                                                                          | Lundin Gold Inc.                                                                          | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |      1555 | NS      | $82103.54     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Sempra                                                                                    | Sempra                                                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       701 | NS      | $53114.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Company, The                                                             | Sherwin-Williams Company, The                                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      5288 | NS      | $1815687.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Valterra Platinum                                                                         | Valterra Platinum                                                                         | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |       812 | NS      | $35660.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amrize AG                                                                                 | Amrize AG                                                                                 | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |      5152 | NS      | $256999.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    485000 | PA      | $397396.88    | 0.07%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $153997.55    | 0.03%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                                | Simon Property Group, Inc.                                                                | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2419 | NS      | $388878.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                                      | The Southern Company                                                                      | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      4633 | NS      | $425448.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom, S.A.                                                                     | Cellnex Telecom, S.A.                                                                     | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      1312 | NS      | $50994.57     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                       | Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                       | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     16202 | NS      | $1089226.31   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                             | ArcelorMittal                                                                             | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      2039 | NS      | $64675.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spie SA                                                                                   | Spie SA                                                                                   | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |       454 | NS      | $25485.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen N.V.                                                                                | Adyen N.V.                                                                                | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |       278 | NS      | $511232.45    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Alamos Gold Inc                                                                           | Alamos Gold Inc                                                                           | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |      6480 | NS      | $172355.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Matthey PLC                                                                       | Johnson Matthey PLC                                                                       | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |     10697 | NS      | $254526.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                            | ING Groep N.V.                                                                            | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     51509 | NS      | $1129961.89   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $69208.55     | 0.01%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $115453.13    | 0.02%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JSW Steel Limited                                                                         | JSW Steel Limited                                                                         | CUSIP: N/A<br>LEI: 335800EK6HZSC4CVAJ09       | Long             | EC               | CORP              | IN        |      3398 | NS      | $40525.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS Capital Holdings Limited                                                             | AXIS Capital Holdings Limited                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       637 | NS      | $66133.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                                                          | Accenture Public Limited Company                                                          | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      1902 | NS      | $568488.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Public Limited Company                                          | Weatherford International Public Limited Company                                          | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |       831 | NS      | $41807.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International Public Limited Company                                     | Johnson Controls International Public Limited Company                                     | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       776 | NS      | $81961.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                                                              | Linde Public Limited Company                                                              | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      4300 | NS      | $2017474.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic, Inc.                                                                           | Medtronic, Inc.                                                                           | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |       875 | NS      | $76273.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                                | RenaissanceRe Holdings Ltd                                                                | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |       619 | NS      | $150355.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Public Limited Company                                                    | TE Connectivity Public Limited Company                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      4164 | NS      | $702341.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                                                            | TechnipFMC PLC                                                                            | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     18041 | NS      | $621332.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Public Limited Company                                                 | Trane Technologies Public Limited Company                                                 | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       309 | NS      | $135159.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                                                  | Alcon AG                                                                                  | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |      7441 | NS      | $656891.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Chubb Limited                                                                             | Chubb Limited                                                                             | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |      5521 | NS      | $1599544.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology S.A.                                                                   | Spotify Technology S.A.                                                                   | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |       100 | NS      | $76734.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                                                  | Lumen Technologies, Inc.                                                                  | CUSIP: 55024EAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109658 | PA      | $108191.56    | 0.02%             | 2029-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Waterbridge Midstream Operating LLC                                                       | Waterbridge Midstream Operating LLC                                                       | CUSIP: 94120XAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    208750 | PA      | $207370.16    | 0.04%             | 2029-06-22      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                                                          | AMC Entertainment Holdings, Inc.                                                          | CUSIP: 00164CAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203891 | PA      | $205674.55    | 0.04%             | 2029-01-04      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| Instructure Holdings, Inc.                                                                | Instructure Holdings, Inc.                                                                | CUSIP: 45115MAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $201500.00    | 0.04%             | 2032-09-10      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.                                                | Endo Luxembourg Finance Company I S.a r.l.                                                | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198276 | PA      | $197829.45    | 0.03%             | 2031-04-23      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                                   | Ellucian Holdings, Inc.                                                                   | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205000 | PA      | $209100.00    | 0.04%             | 2032-11-14      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                                                      | Varsity Brands, Inc.                                                                      | CUSIP: 92227QAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204488 | PA      | $204295.28    | 0.04%             | 2031-08-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis Holdings, LLC                                                               | LSF9 Atlantis Holdings, LLC                                                               | CUSIP: 50226BAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198192 | PA      | $197943.79    | 0.03%             | 2029-03-29      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                                    | Level 3 Financing Inc.                                                                    | CUSIP: 52729KAT3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $202042.00    | 0.04%             | 2032-03-20      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Monday.Com Ltd.                                                                           | Monday.Com Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |        63 | NS      | $19812.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings N.V.                                                                      | AerCap Holdings N.V.                                                                      | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |      4942 | NS      | $578214.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                                                                         | ASML Holding N.V.                                                                         | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       803 | NS      | $643516.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings N.V.                                                                 | Expro Group Holdings N.V.                                                                 | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |      3539 | NS      | $30400.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                                                                   | NXP Semiconductors N.V.                                                                   | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      3861 | NS      | $843589.89    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    532482 | PA      | $452791.91    | 0.08%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2016-JP2                                       | JPMCC Commercial Mortgage Securities Trust 2016-JP2                                       | CUSIP: 46590MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $418706.25    | 0.07%             | 2026-07-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                      | JPMorgan Chase & Co.                                                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     14573 | NS      | $4224858.43   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                      | JPMorgan Chase & Co.                                                                      | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295879.44    | 0.05%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                          | JNL Government Money Market Fund                                                          | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1897006 | NS      | $1897005.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust 2021-MHC                                                    | MHC Commercial Mortgage Trust 2021-MHC                                                    | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288000 | PA      | $287999.95    | 0.05%             | 2026-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MVW 2019-2 LLC                                                                            | MVW 2019-2 LLC                                                                            | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13105 | PA      | $12888.27     | 0.00%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Government of the Province of Manitoba                                                    | Government of the Province of Manitoba                                                    | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | US        |    155000 | PA      | $152402.36    | 0.03%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Manufacturers and Traders Trust Company                                                   | Manufacturers and Traders Trust Company                                                   | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251752.55    | 0.04%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corporation                                                            | Marathon Petroleum Corporation                                                            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       992 | NS      | $164781.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                              | Marriott International, Inc.                                                              | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    305000 | PA      | $307558.92    | 0.05%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                           | Martin Marietta Materials, Inc.                                                           | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337027.36    | 0.06%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                              | MassMutual Global Funding II                                                              | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335407.15    | 0.06%             | 2027-04-09      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                   | MasterCard Incorporated                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      4681 | NS      | $2630441.14   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| McAfee Corp.                                                                              | McAfee Corp.                                                                              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217122.17    | 0.04%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corporation                                                                      | McKesson Corporation                                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       142 | NS      | $104054.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $49635.78     | 0.01%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4675000 | PA      | $3456578.13   | 0.61%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                                   | Mercedes-Benz Finance North America LLC                                                   | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170152.41    | 0.03%             | 2026-03-30      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                         | Merck & Co., Inc.                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      2514 | NS      | $199008.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                                                             | MetLife, Inc.                                                                             | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      4700 | NS      | $377974.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Metlife Securitization Trust 2018-1                                                       | Metlife Securitization Trust 2018-1                                                       | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92905 | PA      | $89737.60     | 0.02%             | 2029-09-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                                     | Microsoft Corporation                                                                     | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66133.80     | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                               | Midcontinent Communications                                                               | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    197000 | PA      | $208868.38    | 0.04%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                   | Molina Healthcare, Inc.                                                                   | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       223 | NS      | $66431.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                                              | Mondelez International, Inc.                                                              | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    365000 | PA      | $371535.80    | 0.07%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Monster Beverage 1990 Corporation                                                         | Monster Beverage 1990 Corporation                                                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1435 | NS      | $89888.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                            | Morgan Stanley                                                                            | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $342942.60    | 0.06%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                            | Morgan Stanley                                                                            | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271554.77    | 0.05%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2014-150E                                                  | Morgan Stanley Capital I Trust 2014-150E                                                  | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $193934.47    | 0.03%             | 2032-09-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                            | Morgan Stanley                                                                            | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $227589.66    | 0.04%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2021-2                                     | Morgan Stanley Residential Mortgage Loan Trust 2021-2                                     | CUSIP: 61772LBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66634 | PA      | $54061.74     | 0.01%             | 2043-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Company, The                                                                       | Mosaic Company, The                                                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      1601 | NS      | $58404.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                                                  | Motorola Solutions, Inc.                                                                  | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96622.32     | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                                   | Municipal Electric Authority of Georgia                                                   | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    324000 | PA      | $345759.03    | 0.06%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                                  | NGL Energy Operating LLC                                                                  | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    213000 | PA      | $215123.34    | 0.04%             | 2029-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                          | NRG Energy, Inc.                                                                          | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    169000 | PA      | $187221.73    | 0.03%             | 2500-12-31      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| NVR, Inc.                                                                                 | NVR, Inc.                                                                                 | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        18 | NS      | $132941.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP B.V.                                                                                  | NXP B.V.                                                                                  | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34271.02     | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NAC Kazatomprom JSC                                                                       | NAC Kazatomprom JSC                                                                       | CUSIP: 63253R201<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |      1300 | NS      | $56146.69     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banque Nationale Du Canada                                                                | Banque Nationale Du Canada                                                                | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | US        |    385000 | PA      | $399750.97    | 0.07%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                               | Nationwide Building Society                                                               | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | US        |    380000 | PA      | $366610.85    | 0.06%             | 2026-10-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| NCR Atleos Escrow Corporation                                                             | NCR Atleos Escrow Corporation                                                             | CUSIP: 638962AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $207972.88    | 0.04%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education REFI Loan Trust 2019-C                                          | Navient Private Education REFI Loan Trust 2019-C                                          | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32306 | PA      | $31620.33     | 0.01%             | 2028-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2020-1                                                          | Nelnet Student Loan Trust 2020-1                                                          | CUSIP: 64034GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35923 | PA      | $36127.36     | 0.01%             | 2068-03-26      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                                          | Nelnet Student Loan Trust 2021-C                                                          | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140133 | PA      | $130968.72    | 0.02%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                                     | Nestle Holdings, Inc.                                                                     | CUSIP: 641062BH6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254540.03    | 0.04%             | 2033-03-14      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                                             | Netflix, Inc.                                                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2491 | NS      | $3335772.83   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust 2022-INV1                                             | New Residential Mortgage Loan Trust 2022-INV1                                             | CUSIP: 64831DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172500 | PA      | $145674.54    | 0.03%             | 2043-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $551993.00    | 0.10%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $187313.29    | 0.03%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790000 | PA      | $490540.63    | 0.09%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1245000 | PA      | $699339.91    | 0.12%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| XCEL Energy Inc.                                                                          | XCEL Energy Inc.                                                                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     19597 | NS      | $1334555.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                                                                | Xylem Inc.                                                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       569 | NS      | $73605.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                              | Zimmer Biomet Holdings, Inc.                                                              | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      1094 | NS      | $99783.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invincible Investment Corporation                                                         | Invincible Investment Corporation                                                         | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |        81 | NS      | $34820.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Dundee Precious Metals Inc.                                                               | Dundee Precious Metals Inc.                                                               | CUSIP: 265269209<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |       656 | NS      | $10540.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                                                         | Admiral Group PLC                                                                         | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |     11056 | NS      | $496483.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co., Ltd.                                                      | Electric Power Development Co., Ltd.                                                      | CUSIP: N/A<br>LEI: 549300KMHPUAQI8VEH90       | Long             | EC               | CORP              | JP        |     14400 | NS      | $244948.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Funding Pty Ltd                                                                   | Goodman Funding Pty Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      9408 | NS      | $212383.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corporation                                                                  | Kinross Gold Corporation                                                                  | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |      4006 | NS      | $62601.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran                                                                                    | Safran                                                                                    | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      4268 | NS      | $1389920.63   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl Public Limited Company                                                              | Bunzl Public Limited Company                                                              | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |     14551 | NS      | $463310.25    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie                                                                                     | Engie                                                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     39014 | NS      | $916475.74    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & I Holdings Co., Ltd.                                                              | Seven & I Holdings Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |     49200 | NS      | $793543.47    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesdome Gold Mines Ltd                                                                    | Wesdome Gold Mines Ltd                                                                    | CUSIP: 95083R100<br>LEI: 529900DCBALMLHZPLR10 | Long             | EC               | CORP              | CA        |      2435 | NS      | $33921.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                                              | Unilever PLC                                                                              | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     36288 | NS      | $2211373.34   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand                                                                                   | Legrand                                                                                   | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      5013 | NS      | $671392.60    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                          | TotalEnergies SE                                                                          | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     28395 | NS      | $1739183.88   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Limited                                                              | Wilmar International Limited                                                              | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |     32200 | NS      | $72759.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.                                                         | Nomura Real Estate Holdings, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4400 | NS      | $25564.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                                         | AIA Group Limited                                                                         | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     72200 | NS      | $651050.49    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Jackson National Asset Management, LLC                                                    | JNL Government Money Market Fund - Class SL                                               | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1632384 | NS      | $1632383.51   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                 | EXCHANGE CLEARED CDS - INDEX                                                              | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -500000 | PA      | $2161.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        34 | NC      | $34968.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        13 | NC      | $10340.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -4 | NC      | $-10161.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         2 | NC      | $10106.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer