# EDGAR Filing Document

**Accession Number:** 0001003239
**File Stem:** 0001410368-25-030848
**Filing Date:** 2025-11
**Character Count:** 788683
**Document Hash:** ee6efc8f04563c3cd20059d1e8359e59
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-030848.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-030848

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEASONS SERIES TRUST
- **CENTRAL INDEX KEY:** 0001003239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07725
- **FILM NUMBER:** 251519168

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET, 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **ZIP:** 91367
- **BUSINESS PHONE:** 551-235-3560

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **STREET 2:** 16TH FLOOR
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### SA Franklin Allocation Moderately Aggressive Portfolio (Series ID: S000008054)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021852 | Class 1      |  |
| C000021853 | Class 2      |  |
| C000021854 | Class 3      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEASONS SERIES TRUST

- **b. Investment Company Act file number:** 811-07725

- **c. CIK number of Registrant:** 0001003239

- **d. LEI of Registrant:** 549300O318N6OBWGKN57

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

  - **Street Address 1:** 21650 Oxnard Street

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

  - **Telephone number:** 800-445-7862

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

- **a. Name of Series:** SA Franklin Allocation Moderately Aggressive Portfolio

- **b. EDGAR series identifier (if any):** S000008054

- **c. LEI of Series:** QO4UT9KRW8XSR165MD04

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $220690492.89

**Total Liabilities:** $5392977.52

**Net Assets:** $215297515.37

**Delayed Delivery Securities:** $169723.53

**Cash Not Reported:** $57606.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021854 | 0.86%                | 2.61%                | 3.31%                |
| Class ID C000021853 | 0.85%                | 2.59%                | 3.29%                |
| Class ID C000021852 | 0.85%                | 2.60%                | 3.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3144004.50              | $-1492297.57                               |
| Month 2  | $2128854.71              | $3039015.28                                |
| Month 3  | $1949908.65              | $4591969.35                                |

**Designated Index Information**

- **Index Name:** 60R3,15BAgg,15EAFE,5HYDM,5EM

- **Index Identifier:** 60% RU30INTR, 15% LBUSTRUU, 15% M1EA, 5% M1EF, 5% SBHYMI

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| JANE STREET GRP/JSG FIN                                   | Jane Street Group / JSG Finance Inc                                                                        | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62318.06     | 0.03%             | 2033-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                                                                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       592 | NS      | $124616.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                              | Scientific Games Holdings LP 2024 USD Term Loan B                                                          | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |      9875 | PA      | $9786.05      | 0.00%             | 2029-04-04      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MATADOR RESOURCES CO                                      | Matador Resources Co                                                                                       | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30287.07     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                    | Motorola Solutions Inc                                                                                     | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32979.04     | 0.02%             | 2032-08-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                        | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15550.23     | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| MiMedx Group Inc                                          | MiMedx Group Inc                                                                                           | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1096 | NS      | $7650.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                  | Outfront Media Capital LLC / Outfront Media Capital Corp                                                   | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9610.91      | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                   | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20442.73     | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd                                                                         | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      1100 | NS      | $62477.91     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Astronics Corp                                            | Astronics Corp                                                                                             | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       444 | NS      | $20250.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CF Industries Inc                                         | CF Industries Inc                                                                                          | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32194.88     | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Zijin Mining Group Co Ltd                                 | Zijin Mining Group Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |     44000 | NS      | $184323.98    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| LPL HOLDINGS INC                                          | LPL Holdings Inc                                                                                           | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29613.76     | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| PRA GROUP INC                                             | PRA Group Inc                                                                                              | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56756.59     | 0.03%             | 2030-01-31      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                             | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36149.23     | 0.02%             | 2028-12-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $80332.03     | 0.04%             | 2048-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                        | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $740033.21    | 0.34%             | 2026-05-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| OPENLANE Inc                                              | OPENLANE Inc                                                                                               | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |       290 | NS      | $8346.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                               | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29868.21     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                                                | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     40000 | PA      | $40218.86     | 0.02%             | 2030-10-10      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| RITCHIE BROS HLDGS INC                                    | Ritchie Bros Holdings Inc                                                                                  | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15688.55     | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| HANESBRANDS INC                                           | Hanesbrands Inc                                                                                            | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37043.76     | 0.02%             | 2031-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| PennyMac Financial Services Inc                           | PennyMac Financial Services Inc                                                                            | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       196 | NS      | $24280.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                    | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13495.10     | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                   | Allied Universal Holdco LLC                                                                                | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31454.87     | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Peabody Energy Corp                                       | Peabody Energy Corp                                                                                        | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      2458 | NS      | $65186.16     | 0.03%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23794 | PA      | $23871.86     | 0.01%             | 2044-09-25      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| First BanCorp/Puerto Rico                                 | First BanCorp/Puerto Rico                                                                                  | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      2098 | NS      | $46260.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NASDAQ INC                                                | Nasdaq Inc                                                                                                 | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7349.93      | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| A10 Networks Inc                                          | A10 Networks Inc                                                                                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |       425 | NS      | $7713.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings Inc                                                                                     | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     14410 | NS      | $731739.80    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Victoria's Secret & Co                                    | Victoria's Secret & Co                                                                                     | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      1141 | NS      | $30966.74     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                                                        | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        46 | NS      | $28110.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EXPAND ENERGY CORP                                        | Expand Energy Corp                                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55573.91     | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Jabil Inc                                                 | Jabil Inc                                                                                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       585 | NS      | $127044.45    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Primoris Services Corp                                    | Primoris Services Corp                                                                                     | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       478 | NS      | $65643.74     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                       | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     29000 | PA      | $31301.68     | 0.01%             | 2030-10-06      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED MXN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |         1 | NC      | $156.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd                                                                                 | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |      8500 | NS      | $39911.59     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1315 | NS      | $89972.30     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Plexus Corp                                               | Plexus Corp                                                                                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |        56 | NS      | $8102.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 10X Genomics Inc                                          | 10X Genomics Inc                                                                                           | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      3081 | NS      | $36016.89     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                                                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       503 | NS      | $119211.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       194 | NS      | $132484.54    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      1018 | NS      | $28107.78     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                                                        | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      8103 | NS      | $344150.01    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                  | FirstEnergy Transmission LLC                                                                               | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10063.99     | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Omega Healthcare Investors Inc                            | Omega Healthcare Investors Inc                                                                             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |      3029 | NS      | $127884.38    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Rigel Pharmaceuticals Inc                                 | Rigel Pharmaceuticals Inc                                                                                  | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |       206 | NS      | $5835.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Laureate Education Inc                                    | Laureate Education Inc                                                                                     | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      1713 | NS      | $54028.02     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonos Inc                                                 | Sonos Inc                                                                                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      2808 | NS      | $44366.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Viavi Solutions Inc                                       | Viavi Solutions Inc                                                                                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |       680 | NS      | $8629.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                             | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34817.48     | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| WestRock MWV LLC                                          | WestRock MWV LLC                                                                                           | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22907.31     | 0.01%             | 2030-01-15      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| Xiaomi Corp                                               | Xiaomi Corp                                                                                                | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |     34600 | NS      | $240094.06    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| TTM Technologies Inc                                      | TTM Technologies Inc                                                                                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1040 | NS      | $59904.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PUGET SOUND ENERGY INC                                    | Puget Sound Energy Inc                                                                                     | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20547.99     | 0.01%             | 2053-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                                                       | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56566.97     | 0.03%             | 2033-06-06      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Zebra Technologies Corp                                   | Zebra Technologies Corp                                                                                    | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       379 | NS      | $112623.64    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                        | Clear Channel Outdoor Holdings Inc 2024 Term Loan                                                          | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     10853 | PA      | $10863.66     | 0.01%             | 2028-08-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-2563.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Astera Labs Inc                                           | Astera Labs Inc                                                                                            | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |       765 | NS      | $149787.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                         | CUSIP: 36202EPB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4067 | PA      | $4365.66      | 0.00%             | 2037-08-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service Inc                                                                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1486 | NS      | $124125.58    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                                                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1200 | NS      | $124020.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                    | Adient Global Holdings Ltd                                                                                 | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     10000 | PA      | $10354.65     | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                             | Arrowhead Pharmaceuticals Inc                                                                              | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |       278 | NS      | $9588.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercantile Bank Corp                                      | Mercantile Bank Corp                                                                                       | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |       159 | NS      | $7155.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanmi Financial Corp                                      | Hanmi Financial Corp                                                                                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       496 | NS      | $12246.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                                              | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25848.98     | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                                              | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       506 | NS      | $124779.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Upwork Inc                                                | Upwork Inc                                                                                                 | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      2618 | NS      | $48616.26     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                                                 | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28763.39     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Equity Residential                                        | Equity Residential                                                                                         | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |      1914 | NS      | $123893.22    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                                             | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14310.54     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AMETEK Inc                                                | AMETEK Inc                                                                                                 | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       660 | NS      | $124080.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                           | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    871352 | PA      | $747460.03    | 0.35%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| New Jersey Resources Corp                                 | New Jersey Resources Corp                                                                                  | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       860 | NS      | $41409.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                           | CUSIP: 3132A07F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       818 | PA      | $848.48       | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ARETEC GROUP INC                                          | Aretec Group Inc                                                                                           | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10895.03     | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21774.46     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| NetScout Systems Inc                                      | NetScout Systems Inc                                                                                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       332 | NS      | $8575.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Electric Power Co Inc                            | American Electric Power Co Inc                                                                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1078 | NS      | $121275.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-CCRE17 Mortgage Trust                                                                            | CUSIP: 12631DBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68000 | PA      | $62560.00     | 0.03%             | 2047-05-10      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| Simmons First National Corp                               | Simmons First National Corp                                                                                | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       991 | NS      | $18997.47     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CNA FINANCIAL CORP                                        | CNA Financial Corp                                                                                         | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24218.85     | 0.01%             | 2034-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2017-RC1                                                             | CUSIP: 95001FAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28000 | PA      | $27529.89     | 0.01%             | 2060-01-15      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| Protagonist Therapeutics Inc                              | Protagonist Therapeutics Inc                                                                               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       746 | NS      | $49556.78     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                                             | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5150.05      | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Steelcase Inc                                             | Steelcase Inc                                                                                              | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |       665 | NS      | $11438.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VIKING CRUISES LTD                                        | Viking Cruises Ltd                                                                                         | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10050.53     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Rhythm Pharmaceuticals Inc                                | Rhythm Pharmaceuticals Inc                                                                                 | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |       518 | NS      | $52312.82     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                                                 | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       834 | NS      | $33902.51     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals Inc                                                                                | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       277 | NS      | $126312.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13381.43     | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Waystar Holding Corp                                      | Waystar Holding Corp                                                                                       | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       487 | NS      | $18467.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cabot Corp                                                | Cabot Corp                                                                                                 | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |        95 | NS      | $7224.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HERC HOLDINGS INC                                         | Herc Holdings Inc                                                                                          | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15412.55     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| LGI HOMES INC                                             | LGI Homes Inc                                                                                              | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31494.60     | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| DBUBS Mortgage Trust                                      | DBUBS 2011-LC3 Mortgage Trust                                                                              | CUSIP: 23305YAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90682 | PA      | $87481.43     | 0.04%             | 2044-08-10      | Variable      | 5.53%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD CHF                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $46.38        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Corp                                               | Vistra Corp                                                                                                | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       606 | NS      | $118727.52    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED BRL / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |         1 | NC      | $650.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| US FOODS INC                                              | US Foods Inc                                                                                               | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5234.71      | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Eternal Ltd                                               | Eternal Ltd                                                                                                | CUSIP: 000000000<br>LEI: 335800T4VOF9ETHF8W59 | Long             | EC               | CORP              | IN        |     19621 | NS      | $71996.98     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington Inc                                                                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       982 | NS      | $120383.38    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                              | Chugai Pharmaceutical Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      3000 | NS      | $130804.34    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                                                                | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38935.62     | 0.02%             | 2036-12-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                   | CUSIP: 38384NV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164429 | PA      | $164885.47    | 0.08%             | 2054-05-20      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2017-C39                                                             | CUSIP: 95000XAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39000 | PA      | $36769.76     | 0.02%             | 2050-09-15      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| FDJ UNITED                                                | FDJ UNITED                                                                                                 | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |       542 | NS      | $18135.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KINETIK HOLDINGS LP                                       | Kinetik Holdings LP                                                                                        | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45261.72     | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Relay Therapeutics Inc                                    | Relay Therapeutics Inc                                                                                     | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5484 | NS      | $28626.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| V2X Inc                                                   | V2X Inc                                                                                                    | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       295 | NS      | $17136.55     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Payoneer Global Inc                                       | Payoneer Global Inc                                                                                        | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |      1236 | NS      | $7477.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       491 | NS      | $121252.45    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CALPINE CORP                                              | Calpine Corp                                                                                               | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9970.77      | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Kura Oncology Inc                                         | Kura Oncology Inc                                                                                          | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      3207 | NS      | $28381.95     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                           | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19771.84     | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Atlassian Corp                                            | Atlassian Corp                                                                                             | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       717 | NS      | $114504.90    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       330 | NS      | $129241.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                       | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38871.15     | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                    | PURCHASED MXN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |         1 | NC      | $1415.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                                                                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1956 | NS      | $122191.32    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Tanger Inc                                                | Tanger Inc                                                                                                 | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |       230 | NS      | $7783.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                       | Shift4 Payments LLC 2025 Term Loan                                                                         | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |      5000 | PA      | $5039.06      | 0.00%             | 2032-06-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                                  | Weatherford International Ltd                                                                              | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $25017.39     | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                    | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |     11128 | PA      | $11157.30     | 0.01%             | 2041-10-25      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| Kontoor Brands Inc                                        | Kontoor Brands Inc                                                                                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |        92 | NS      | $7338.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Adeia Inc                                                 | Adeia Inc                                                                                                  | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       517 | NS      | $8685.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTRA CORP                                               | Vistra Corp                                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10152.70     | 0.00%             | 2026-12-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Aeva Technologies Inc                                     | Aeva Technologies Inc                                                                                      | CUSIP: 00835Q202<br>LEI: 529900EOW3TB2FR95A21 | Long             | EC               | CORP              | US        |       642 | NS      | $9309.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Financial Inc                                     | Jackson Financial Inc                                                                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       604 | NS      | $61142.92     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      6242 | NS      | $1475421.54   | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd                                                                                     | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      6949 | NS      | $321778.74    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| EnerSys                                                   | EnerSys                                                                                                    | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       420 | NS      | $47443.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                           | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9219.70      | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     13490 | NS      | $2501315.80   | 1.16%             |  |  |  | No            | 1                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                      | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |     17000 | PA      | $15294.42     | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                          | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116693 | PA      | $117116.65    | 0.05%             | 2053-12-25      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| LifeMD Inc                                                | LifeMD Inc                                                                                                 | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1356 | NS      | $9207.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-404.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cerence Inc                                               | Cerence Inc                                                                                                | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |       780 | NS      | $9718.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BioCryst Pharmaceuticals Inc                              | BioCryst Pharmaceuticals Inc                                                                               | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      4896 | NS      | $37160.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                                              | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15646.35     | 0.01%             | 2031-12-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                                                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1011 | NS      | $119763.06    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD DKK                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1.74        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Excelerate Energy Inc                                     | Excelerate Energy Inc                                                                                      | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       316 | NS      | $7960.04      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                            | CUSIP: 31410XYK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14402 | PA      | $15080.85     | 0.01%             | 2036-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |         1 | NC      | $140.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25428.54     | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Unilever Indonesia Tbk PT                                 | Unilever Indonesia Tbk PT                                                                                  | CUSIP: 000000000<br>LEI: 549300MUHUFNRRI19O72 | Long             | EC               | CORP              | ID        |    235100 | NS      | $25111.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pathward Financial Inc                                    | Pathward Financial Inc                                                                                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       438 | NS      | $32416.38     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Virtu Financial Inc                                       | Virtu Financial Inc                                                                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      3391 | NS      | $120380.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       356 | NS      | $122926.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Aisin Corp                                                | Aisin Corp                                                                                                 | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     13200 | NS      | $228501.88    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Univest Financial Corp.                                   | Univest Financial Corp.                                                                                    | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       315 | NS      | $9456.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                        | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $96054.69     | 0.04%             | 2033-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Workiva Inc                                               | Workiva Inc                                                                                                | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |        98 | NS      | $8435.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TOPPAN Holdings Inc                                       | TOPPAN Holdings Inc                                                                                        | CUSIP: 000000000<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      6000 | NS      | $153970.99    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED MXN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |         1 | NC      | $417.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                      | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15200.90     | 0.01%             | 2035-08-22      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| Avient Corp                                               | Avient Corp                                                                                                | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       337 | NS      | $11104.15     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VIBRANTZ TECH INC                                         | Vibrantz Technologies Inc                                                                                  | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14125.00     | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                                            | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       908 | NS      | $882786.07    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12519 | PA      | $12811.68     | 0.01%             | 2042-05-25      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      7548 | NS      | $1224285.60   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Core Natural Resources Inc                                | Core Natural Resources Inc                                                                                 | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       162 | NS      | $13523.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                   | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10196.69     | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                    | Blackstone Private Credit Fund                                                                             | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22560.90     | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                    | Nationstar Mortgage Holdings Inc                                                                           | CUSIP: 63861CAF6<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26095.08     | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                        | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49703.72     | 0.02%             | 2033-09-14      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| Gibraltar Industries Inc                                  | Gibraltar Industries Inc                                                                                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       127 | NS      | $7975.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oceaneering International Inc                             | Oceaneering International Inc                                                                              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      1431 | NS      | $35460.18     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                       | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16707.70     | 0.01%             | 2035-01-23      | Fixed         | 5.47%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TWD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |         1 | NC      | $-2341.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                    | EquipmentShare.com Inc                                                                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26455.58     | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Keros Therapeutics Inc                                    | Keros Therapeutics Inc                                                                                     | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1096 | NS      | $17338.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                                                                       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       500 | NS      | $141080.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneCo Ltd                                               | StoneCo Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |       468 | NS      | $8849.88      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                         | CUSIP: 36179XVQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    870637 | PA      | $825696.36    | 0.38%             | 2053-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BEACON MOBILITY CORP                                      | Beacon Mobility Corp                                                                                       | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15594.89     | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                           | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14910.82     | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA, Class E    | Banco Latinoamericano de Comercio Exterior SA                                                              | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |       292 | NS      | $13423.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pentair PLC                                               | Pentair PLC                                                                                                | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      1142 | NS      | $126487.92    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Outfront Media Inc                                        | Outfront Media Inc                                                                                         | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |      2276 | NS      | $41696.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Scorpio Tankers Inc                                       | Scorpio Tankers Inc                                                                                        | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |       771 | NS      | $43214.55     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Consolidated Inc                                | Coca-Cola Consolidated Inc                                                                                 | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1049 | NS      | $122900.84    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NEWELL BRANDS INC                                         | Newell Brands Inc                                                                                          | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9869.08      | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                    | Guidewire Software Inc                                                                                     | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     22000 | PA      | $25586.51     | 0.01%             | 2029-11-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                         | Brown & Brown Inc                                                                                          | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36483.72     | 0.02%             | 2030-06-23      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                                                                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       801 | NS      | $136378.26    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1996 | NS      | $167304.72    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                                                                        | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       926 | NS      | $124639.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                                                    | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       696 | NS      | $134147.04    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AXON ENTERPRISE INC                                       | Axon Enterprise Inc                                                                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15439.44     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                                                                         | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     18900 | NS      | $305958.01    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Credit Auto Owner Trust                              | Ford Credit Auto Owner Trust 2024-B                                                                        | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91000 | PA      | $92342.47     | 0.04%             | 2029-04-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26792.48     | 0.01%             | 2029-07-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS CO                                      | Commercial Metals Co                                                                                       | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4718.86      | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HK        |         1 | NC      | $10.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ZOETIS INC                                                | Zoetis Inc                                                                                                 | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75748.55     | 0.04%             | 2035-08-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $180.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WP Carey Inc                                              | WP Carey Inc                                                                                               | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |      1829 | NS      | $123585.53    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                     | Transocean Aquila Ltd                                                                                      | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      3615 | PA      | $3718.87      | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                                              | NiSource Inc                                                                                               | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42283.49     | 0.02%             | 2029-07-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-HQA2                                                                    | CUSIP: 35564KB24<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | USGSE             | US        |     12342 | PA      | $12592.37     | 0.01%             | 2042-07-25      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2019-C17 Commercial Mortgage Trust                                                                   | CUSIP: 12597BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49000 | PA      | $44089.68     | 0.02%             | 2052-09-15      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                                                   | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4464.87      | 0.00%             | 2046-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                    | Motorola Solutions Inc                                                                                     | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7231.35      | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal                                             | ArcelorMittal SA                                                                                           | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     37000 | PA      | $41553.09     | 0.02%             | 2039-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     18401 | NS      | $110250.10    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                   | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                    | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25976.00     | 0.01%             | 2030-04-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                                     | McGraw-Hill Education Inc                                                                                  | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30552.57     | 0.01%             | 2029-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                   | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3044.34      | 0.00%             | 2031-04-20      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                                                  | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26504.08     | 0.01%             | 2055-04-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                               | Abu Dhabi Islamic Bank PJSC                                                                                | CUSIP: 000000000<br>LEI: 5493006DOLY8O98XHD74 | Long             | EC               | CORP              | AE        |     40306 | NS      | $239001.56    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| DAVITA INC                                                | DaVita Inc                                                                                                 | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61982.16     | 0.03%             | 2032-09-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                                                                           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       649 | NS      | $124692.37    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MERCER INTL INC                                           | Mercer International Inc                                                                                   | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11056.73     | 0.01%             | 2029-02-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| First Merchants Corp                                      | First Merchants Corp                                                                                       | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |        99 | NS      | $3732.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cinemark Holdings Inc                                     | Cinemark Holdings Inc                                                                                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |       528 | NS      | $14794.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank                                     | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | XX        |         1 | NC      | $7.48         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sembcorp Industries Ltd                                   | Sembcorp Industries Ltd                                                                                    | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |      9600 | NS      | $44801.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Far EasTone Telecommunications Co Ltd                     | Far EasTone Telecommunications Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900L7W7BWDLVZL253 | Long             | EC               | CORP              | TW        |     24000 | NS      | $69610.87     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Catalyst Pharmaceuticals Inc                              | Catalyst Pharmaceuticals Inc                                                                               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |       472 | NS      | $9298.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WESCO DISTRIBUTION INC                                    | WESCO Distribution Inc                                                                                     | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41465.13     | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Zscaler Inc                                               | Zscaler Inc                                                                                                | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       449 | NS      | $134547.34    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                              | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34093.06     | 0.02%             | 2029-08-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                                                      | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14649.45     | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                    | Adient Global Holdings Ltd                                                                                 | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     35000 | PA      | $36707.37     | 0.02%             | 2031-04-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      3446 | NS      | $797886.84    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| TAYLOR MORRISON COMM                                      | Taylor Morrison Communities Inc                                                                            | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10139.51     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SITE Centers Corp                                         | SITE Centers Corp                                                                                          | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |      3113 | NS      | $28048.13     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zymeworks Inc                                             | Zymeworks Inc                                                                                              | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |       547 | NS      | $9342.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 30711XR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17666 | PA      | $18169.18     | 0.01%             | 2030-12-25      | Floating      | 7.02%                 | No            | 2                  | On Loan: No      |
| Paysafe Ltd                                               | Paysafe Ltd                                                                                                | CUSIP: 000000000<br>LEI: 2138003K6PVDCI5TBN11 | Long             | EC               | CORP              | BM        |       547 | NS      | $7067.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Customers Bancorp Inc                                     | Customers Bancorp Inc                                                                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       616 | NS      | $40267.92     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED BRL / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |         1 | NC      | $231.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte Ltd                                                                      | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     63000 | PA      | $63645.85     | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AtriCure Inc                                              | AtriCure Inc                                                                                               | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |       222 | NS      | $7825.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Health Services Inc                             | Universal Health Services Inc                                                                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       654 | NS      | $133703.76    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11157.73     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                                    | WESCO Distribution Inc                                                                                     | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25980.51     | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| OFG Bancorp                                               | OFG Bancorp                                                                                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       599 | NS      | $26050.51     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA BLUEPRINT MEDIC                                    | CONTRA BLUEPRINT MEDIC                                                                                     | CUSIP: 096CVR048<br>LEI: 5299004CC60O9T5HVM83 | N/A              | DE               |  | US        |       262 | NS      | $120.52       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| GEORGIA POWER CO                                          | Georgia Power Co                                                                                           | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24756.99     | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield PLC                                   | Cushman & Wakefield PLC                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2951 | NS      | $46979.92     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       500 | NS      | $103455.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      3443 | NS      | $203741.51    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2023-NQM8 Trust                                                                                        | CUSIP: 67118CAA9<br>LEI: 254900L7QTAO1E3CDI14 | Long             | ABS-MBS          | CORP              | US        |     78333 | PA      | $79466.74     | 0.04%             | 2063-09-25      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                            | CUSIP: 3140XD2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1805871 | PA      | $1540240.80   | 0.72%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                                                             | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       139 | NS      | $15350.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Copper Corp                                      | Southern Copper Corp                                                                                       | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      1170 | NS      | $141991.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Calavo Growers Inc                                        | Calavo Growers Inc                                                                                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       281 | NS      | $7232.94      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PICC Property & Casualty Co Ltd                           | PICC Property & Casualty Co Ltd                                                                            | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |     88000 | NS      | $198572.34    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| PMHC II Inc                                               | PMHC II Inc 2022 Term Loan B                                                                               | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |      9684 | PA      | $7797.20      | 0.00%             | 2029-04-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                             | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8409.56      | 0.00%             | 2033-03-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP                                        | VICI Properties LP                                                                                         | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     26000 | PA      | $26218.60     | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VIKING CRUISES LTD                                        | Viking Cruises Ltd                                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $26833.00     | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            | 2                  | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                                                     | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1279 | NS      | $342217.10    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| LiveRamp Holdings Inc                                     | LiveRamp Holdings Inc                                                                                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      1133 | NS      | $30749.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                     | Quikrete Holdings Inc                                                                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15537.66     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                                | Fertitta Entertainment LLC 2022 Term Loan B                                                                | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |      5000 | PA      | $4990.92      | 0.00%             | 2029-01-27      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| WASTE PRO USA INC                                         | Waste Pro USA Inc                                                                                          | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20715.94     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS                                     | Dick's Sporting Goods Inc                                                                                  | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22902.27     | 0.01%             | 2032-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| 8x8 Inc                                                   | 8x8 Inc                                                                                                    | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      2879 | NS      | $6103.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CEVA Inc                                                  | CEVA Inc                                                                                                   | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       153 | NS      | $4040.73      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PacifiCorp                                                | PacifiCorp                                                                                                 | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11777.20     | 0.01%             | 2037-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                         | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5643.54      | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Olympus Corp                                              | Olympus Corp                                                                                               | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |     18000 | NS      | $227731.01    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Vicor Corp                                                | Vicor Corp                                                                                                 | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       154 | NS      | $7656.88      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Primerica Inc                                             | Primerica Inc                                                                                              | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       469 | NS      | $130189.71    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MaxLinear Inc                                             | MaxLinear Inc                                                                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       574 | NS      | $9229.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC               | BBCMS Mortgage Trust 2025-5C34                                                                             | CUSIP: 07337BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1549797 | PA      | $74019.39     | 0.03%             | 2058-05-15      | Variable      | 1.39%                 | No            | 2                  | On Loan: No      |
| Legalzoom.com Inc                                         | Legalzoom.com Inc                                                                                          | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      3660 | NS      | $37990.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FILTRATION GROUP CORPORATION                              | Filtration Group Corporation 2025 USD Term Loan B                                                          | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      9974 | PA      | $10013.64     | 0.00%             | 2028-10-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       129 | NS      | $119406.27    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Oil States International Inc                              | Oil States International Inc                                                                               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      1724 | NS      | $10447.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                  | Devon Energy Corp                                                                                          | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23288.87     | 0.01%             | 2032-04-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                         | CUSIP: 3618FTV78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19275 | PA      | $19952.96     | 0.01%             | 2053-11-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                                                  | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      3715 | NS      | $314261.79    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Axogen Inc                                                | Axogen Inc                                                                                                 | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       859 | NS      | $15324.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED BRL / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |         1 | NC      | $107.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                              | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20108.29     | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| NORTHERN STATES PWR-MINN                                  | Northern States Power Co/MN                                                                                | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45895.98     | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CommScope Inc                                             | CommScope Inc 2024 Term Loan                                                                               | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |     20000 | PA      | $20220.00     | 0.01%             | 2029-12-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                      | Cleveland-Cliffs Inc                                                                                       | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15456.08     | 0.01%             | 2034-01-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Ohio State University/The                                 | OHIO ST UNIV                                                                                               | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14946.42     | 0.01%             | 2040-06-01      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Everest Group Ltd                                         | Everest Group Ltd                                                                                          | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       367 | NS      | $128534.41    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                                                | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     75000 | PA      | $69533.31     | 0.03%             | 2054-10-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ILLUMINA INC                                              | Illumina Inc                                                                                               | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22100.77     | 0.01%             | 2026-09-09      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                                                                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1308 | NS      | $128144.76    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $110.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Universal Insurance Holdings Inc                          | Universal Insurance Holdings Inc                                                                           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |       457 | NS      | $12019.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EPR Properties                                            | EPR Properties                                                                                             | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     11000 | PA      | $11005.89     | 0.01%             | 2027-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Atmus Filtration Technologies Inc                         | Atmus Filtration Technologies Inc                                                                          | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1046 | NS      | $47164.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Blend Labs Inc                                            | Blend Labs Inc                                                                                             | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9095 | NS      | $33196.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |         1 | NC      | $1612.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                  | Encore Capital Group Inc                                                                                   | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21238.92     | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Pagseguro Digital Ltd                                     | Pagseguro Digital Ltd                                                                                      | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |      4472 | NS      | $44720.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      1407 | NS      | $127740.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E CORP                                                 | PG&E Corp                                                                                                  | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29584.35     | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                                            | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     12000 | PA      | $7871.67      | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                              | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24250.58     | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Teladoc Health, Inc.                                      | Teladoc Health, Inc.                                                                                       | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      5491 | NS      | $42445.43     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ECHOSTAR CORP                                             | EchoStar Corp                                                                                              | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38505.95     | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                                                           | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     11048 | NS      | $224549.05    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                              | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4707.45      | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| CONTRA CINCOR PHARMA I                                    | CONTRA CINCOR PHARMA I                                                                                     | CUSIP: 172CVR011<br>LEI: N/A                  | N/A              | DE               |  | US        |       279 | NS      | $853.74       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1600 | NS      | $145520.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| WSFS Financial Corp                                       | WSFS Financial Corp                                                                                        | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       148 | NS      | $7981.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                       | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15023.70     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| KELLANOVA                                                 | Kellanova                                                                                                  | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4381.42      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC                                       | Sirius XM Radio LLC                                                                                        | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40782.70     | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                                                      | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       789 | NS      | $122437.02    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| OceanFirst Financial Corp                                 | OceanFirst Financial Corp                                                                                  | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       603 | NS      | $10594.71     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                                                  | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      2168 | NS      | $502450.48    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                                                  | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      2850 | NS      | $101439.38    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Dole PLC                                                  | Dole PLC                                                                                                   | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |      1957 | NS      | $26302.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                  | Macquarie Airfinance Holdings Ltd                                                                          | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     23000 | PA      | $23321.53     | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Owens Corning                                             | Owens Corning                                                                                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       853 | NS      | $120665.38    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED MXN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |         1 | NC      | $1471.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9252 | PA      | $9286.47      | 0.00%             | 2028-04-25      | Floating      | 10.17%                | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD NOK                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $722.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OSAIC HOLDINGS INC                                        | Osaic Holdings Inc                                                                                         | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62183.82     | 0.03%             | 2033-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |         1 | NC      | $321.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED SEK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SE        |         1 | NC      | $-2777.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chimera Investment Corp                                   | Chimera Investment Corp                                                                                    | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |       551 | NS      | $7284.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                                                       | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     23000 | PA      | $17605.20     | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                  | Cloud Software Group Inc 2025 Term Loan B (2032)                                                           | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      1516 | PA      | $1520.35      | 0.00%             | 2032-08-13      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD CNH                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-221.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos Inc/The                                                                                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2090 | NS      | $132401.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2016-C6 Commercial Mortgage Trust                                                                    | CUSIP: 12636MAJ7<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |     43000 | PA      | $42166.11     | 0.02%             | 2049-01-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Renesas Electronics Corp                                  | Renesas Electronics Corp                                                                                   | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     13000 | NS      | $149967.88    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                                     | McGraw-Hill Education Inc                                                                                  | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9994.13      | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                    | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10319.67     | 0.00%             | 2032-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                           | CUSIP: 3132DS2Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    877818 | PA      | $810605.73    | 0.38%             | 2052-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                  | Stonex Escrow Issuer LLC                                                                                   | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36026.08     | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       891 | NS      | $238610.65    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                       | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41630.12     | 0.02%             | 2034-04-04      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     19543 | NS      | $1983614.50   | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                          | CUSIP: 3136BTGT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173574 | PA      | $174396.23    | 0.08%             | 2054-12-25      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Hub Group Inc                                             | Hub Group Inc                                                                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       521 | NS      | $17943.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD ILS                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-427.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                                           | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     31000 | PA      | $30640.27     | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ATI INC                                                   | ATI Inc                                                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26242.13     | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                                                                    | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     17056 | NS      | $336207.43    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                        | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1790000 | PA      | $1393053.52   | 0.65%             | 2042-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) DEC25                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        11 | NC      | $-1031.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                                                  | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37318.24     | 0.02%             | 2030-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Polaris Inc                                               | Polaris Inc                                                                                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       786 | NS      | $45690.18     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                                                                  | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       446 | NS      | $125883.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2016-C7 Commercial Mortgage Trust                                                                    | CUSIP: 12637UBA6<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |     64000 | PA      | $62848.68     | 0.03%             | 2049-11-15      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| Associated Banc-Corp                                      | Associated Banc-Corp                                                                                       | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       312 | NS      | $8021.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MFA Financial Inc                                         | MFA Financial Inc                                                                                          | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |       687 | NS      | $6313.53      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rational AG                                               | Rational AG                                                                                                | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |        51 | NS      | $38859.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                                                        | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20130.87     | 0.01%             | 2056-02-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                                  | Constellation Energy Generation LLC                                                                        | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44577.23     | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Apollo Hospitals Enterprise Ltd                           | Apollo Hospitals Enterprise Ltd                                                                            | CUSIP: 000000000<br>LEI: 3358005YT7JQCWYLTG43 | Long             | EC               | CORP              | IN        |      1527 | NS      | $127868.06    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                   | Arthur J Gallagher & Co                                                                                    | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20408.65     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                            | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39477.22     | 0.02%             | 2032-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sea Ltd                                                   | Sea Ltd                                                                                                    | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       668 | NS      | $119391.64    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cirrus Logic Inc                                          | Cirrus Logic Inc                                                                                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      1074 | NS      | $134561.46    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung Electronics Co Ltd                                | Samsung Electronics Co Ltd                                                                                 | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      6044 | NS      | $361420.90    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                   | K Hovnanian Enterprises Inc                                                                                | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15378.78     | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Gentherm Inc                                              | Gentherm Inc                                                                                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       233 | NS      | $7935.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                                                                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       637 | NS      | $127992.41    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                               | Bausch Health Companies Inc 2025 Term Loan B                                                               | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |     14962 | PA      | $14738.06     | 0.01%             | 2030-10-08      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Bread Financial Holdings Inc                              | Bread Financial Holdings Inc                                                                               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       736 | NS      | $41046.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Surmodics Inc                                             | Surmodics Inc                                                                                              | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       237 | NS      | $7083.93      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT DEC25                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         5 | NC      | $18183.01     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED BRL / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |         1 | NC      | $606.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                                      | Taylor Morrison Communities Inc                                                                            | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10121.23     | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECH INC                                    | GE HealthCare Technologies Inc                                                                             | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23451.87     | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Spotify Technology SA                                     | Spotify Technology SA                                                                                      | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       171 | NS      | $119358.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                                               | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     22532 | NS      | $426036.99    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                                                      | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       834 | NS      | $284394.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Robinhood Markets Inc                                     | Robinhood Markets Inc                                                                                      | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       544 | NS      | $77889.92     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BROWN & BROWN INC                                         | Brown & Brown Inc                                                                                          | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17487.08     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| NANO Nuclear Energy Inc                                   | NANO Nuclear Energy Inc                                                                                    | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       718 | NS      | $27686.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Star Resources Ltd                               | Northern Star Resources Ltd                                                                                | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      2484 | NS      | $39004.12     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-UBS6 Mortgage Trust                                                                              | CUSIP: 12592PBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7400 | PA      | $7307.51      | 0.00%             | 2047-12-10      | Variable      | 4.56%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED PLN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |         1 | NC      | $-51.77       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                          | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18489.11     | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE                                   | Crescent Energy Finance LLC                                                                                | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35461.91     | 0.02%             | 2034-01-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Blue Bird Corp                                            | Blue Bird Corp                                                                                             | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       444 | NS      | $25552.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Red Rock Resorts Inc                                      | Red Rock Resorts Inc                                                                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       154 | NS      | $9403.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-HQA3                                                                    | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |     18201 | PA      | $18471.81     | 0.01%             | 2042-08-25      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                   | Big River Steel LLC / BRS Finance Corp                                                                     | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22008.60     | 0.01%             | 2029-01-31      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Select Medical Holdings Corp                              | Select Medical Holdings Corp                                                                               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1147 | NS      | $14727.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MEDLINE BORROWER LP                                       | Medline Borrower LP 2024 USD Add-on Term Loan B                                                            | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     13114 | PA      | $13113.93     | 0.01%             | 2028-10-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Connect Finco SARL                                        | Connect Finco Sarl 2024 Extended Term Loan B                                                               | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |      9788 | PA      | $9657.16      | 0.00%             | 2029-09-27      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Mineralys Therapeutics Inc                                | Mineralys Therapeutics Inc                                                                                 | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $20287.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Electric Co Inc                                  | Franklin Electric Co Inc                                                                                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |        89 | NS      | $8472.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                                                 | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     58000 | PA      | $50001.86     | 0.02%             | 2036-11-03      | Fixed         | 2.49%                 | No            | 2                  | On Loan: No      |
| Teekay Corp Ltd                                           | Teekay Corp Ltd                                                                                            | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      2508 | NS      | $20515.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN TRANSMISSION SY                                  | American Transmission Systems Inc                                                                          | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10765.95     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                             | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33449.85     | 0.02%             | 2034-08-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| VIASAT INC                                                | Viasat Inc                                                                                                 | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14076.00     | 0.01%             | 2031-05-30      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                          | LPL Holdings Inc                                                                                           | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23481.90     | 0.01%             | 2028-11-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Travere Therapeutics Inc                                  | Travere Therapeutics Inc                                                                                   | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       459 | NS      | $10970.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-58.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EW SCRIPPS CO                                             | EW Scripps Co/The                                                                                          | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42238.71     | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Inc                                       | Cheniere Energy Inc                                                                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      5338 | NS      | $1254323.24   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| ATI INC                                                   | ATI Inc                                                                                                    | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4920.62      | 0.00%             | 2031-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Mosaic Co/The                                             | Mosaic Co/The                                                                                              | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      3783 | NS      | $131194.44    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                                                  | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55899.86     | 0.03%             | 2040-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| First Horizon Corp                                        | First Horizon Corp                                                                                         | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      5457 | NS      | $123382.77    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MEDLINE BORROWER LP                                       | Medline Borrower LP                                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24111.10     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $24.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                                                               | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       740 | NS      | $131239.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-78.37       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3819 | NS      | $119992.98    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |         1 | NC      | $-220.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-21.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd                                                                                                | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      1600 | NS      | $37694.15     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                                             | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45006.46     | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| DTE ENERGY CO                                             | DTE Energy Co                                                                                              | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24437.54     | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $274181.25    | 0.13%             | 2051-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                                             | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26840.64     | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                              | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17961.45     | 0.01%             | 2059-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CHURCHILL DOWNS INC                                       | Churchill Downs Inc                                                                                        | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19981.97     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PPG Industries Inc                                        | PPG Industries Inc                                                                                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1131 | NS      | $118879.41    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                        | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     34000 | PA      | $32046.39     | 0.01%             | 2030-01-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust Series 2025-CES2                                                                  | CUSIP: 46595TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58940 | PA      | $59452.58     | 0.03%             | 2055-06-25      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                                  | MSCI Inc                                                                                                   | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63948.75     | 0.03%             | 2030-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC                                     | Nabors Industries Inc                                                                                      | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7600.00      | 0.00%             | 2029-06-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| EASTERN ENERGY GAS                                        | Eastern Energy Gas Holdings LLC                                                                            | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18936.86     | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Talanx AG                                                 | Talanx AG                                                                                                  | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      1186 | NS      | $157622.41    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| IDT Corp                                                  | IDT Corp                                                                                                   | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       322 | NS      | $16843.82     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                    | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $1343.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD BRL                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-182.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA            | ACS Actividades de Construccion y Servicios SA                                                             | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |       403 | NS      | $32173.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| IonQ Inc                                                  | IonQ Inc                                                                                                   | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |      1304 | NS      | $80196.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Balchem Corp                                              | Balchem Corp                                                                                               | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |        51 | NS      | $7653.06      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 30711XDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38521 | PA      | $39135.54     | 0.02%             | 2029-01-25      | Floating      | 8.92%                 | No            | 2                  | On Loan: No      |
| Worthington Enterprises Inc                               | Worthington Enterprises Inc                                                                                | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       171 | NS      | $9488.79      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                  | Jefferson Capital Holdings LLC                                                                             | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31596.57     | 0.01%             | 2029-02-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Appalachian Power Co                                      | Appalachian Power Co                                                                                       | CUSIP: 037735CE5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17555.14     | 0.01%             | 2035-10-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Amber Enterprises India Ltd                               | Amber Enterprises India Ltd                                                                                | CUSIP: 000000000<br>LEI: 3358009JZU4XT3666G06 | Long             | EC               | CORP              | IN        |      1001 | NS      | $91544.48     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                                             | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21807.32     | 0.01%             | 2028-03-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| Dropbox Inc                                               | Dropbox Inc                                                                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      4057 | NS      | $122561.97    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| InterDigital Inc                                          | InterDigital Inc                                                                                           | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       194 | NS      | $66974.62     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Buckle Inc/The                                            | Buckle Inc/The                                                                                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       179 | NS      | $10500.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Supernus Pharmaceuticals Inc                              | Supernus Pharmaceuticals Inc                                                                               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      1002 | NS      | $47885.58     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                                                               | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      2107 | NS      | $155473.60    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Communities Inc                                       | Sun Communities Inc                                                                                        | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |       964 | NS      | $124356.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                                                                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      2891 | NS      | $130123.91    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                  | Macquarie Airfinance Holdings Ltd                                                                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     26000 | PA      | $27851.31     | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      6862 | NS      | $494101.93    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| GEORGIA-PACIFIC LLC                                       | Georgia-Pacific LLC                                                                                        | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41037.82     | 0.02%             | 2032-06-30      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $-2557.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Farmland Partners Inc                                     | Farmland Partners Inc                                                                                      | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |       673 | NS      | $7322.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E CORP                                                 | PG&E Corp                                                                                                  | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15410.25     | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                      | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47397.86     | 0.02%             | 2031-07-11      | Fixed         | 5.53%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems Ltd                                | Axalta Coating Systems Ltd                                                                                 | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |      4023 | NS      | $115138.26    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Novocure Ltd                                              | Novocure Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |      3250 | NS      | $41990.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                            | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57872.39     | 0.03%             | 2030-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| California Resources Corp                                 | California Resources Corp                                                                                  | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       138 | NS      | $7338.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amalgamated Financial Corp                                | Amalgamated Financial Corp                                                                                 | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       529 | NS      | $14362.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| National Energy Services Reunited Corp                    | National Energy Services Reunited Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      1029 | NS      | $10557.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      4971 | NS      | $473438.04    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                            | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57735.86     | 0.03%             | 2055-03-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Hope Bancorp Inc                                          | Hope Bancorp Inc                                                                                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      1093 | NS      | $11771.61     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       413 | NS      | $68736.13     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hexion Holdings Corporation                               | Hexion Holdings Corporation 2022 USD 2nd Lien Term Loan                                                    | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     17647 | PA      | $17404.41     | 0.01%             | 2030-03-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                                     | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                   | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19970.64     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| MCAFEE CORP                                               | McAfee Corp                                                                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27827.74     | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                     | Caesars Entertainment Inc                                                                                  | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28687.06     | 0.01%             | 2029-10-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5                                                 | CUSIP: 61761AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58086 | PA      | $56851.91     | 0.03%             | 2045-08-15      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                     | Mineral Resources Ltd                                                                                      | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10129.36     | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD BRL                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-499.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                                                | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      2262 | NS      | $173950.86    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                                                                               | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11001.33     | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Hanesbrands Inc                                           | Hanesbrands Inc                                                                                            | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      1429 | NS      | $9417.11      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11534.91     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3969 | PA      | $4025.13      | 0.00%             | 2042-09-25      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| Xtrackers Harvest CSI 300 China A-Shares ETF              | Xtrackers Harvest CSI 300 China A-Shares ETF                                                               | CUSIP: 233051879<br>LEI: 549300KGVW9YY7MPVQ67 | Long             | EC               | RF                | US        |      3160 | NS      | $104216.80    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Coterra Energy, Inc.                                      | Coterra Energy, Inc.                                                                                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      5036 | NS      | $119101.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Smithfield Foods Inc                                      | Smithfield Foods Inc                                                                                       | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |      5132 | NS      | $120499.36    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       887 | NS      | $124570.28    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                    | PURCHASED DKK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |         1 | NC      | $-0.61        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1.34        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TAPESTRY INC                                              | Tapestry Inc                                                                                               | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21477.68     | 0.01%             | 2030-03-11      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Leonardo DRS Inc                                          | Leonardo DRS Inc                                                                                           | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      2915 | NS      | $132341.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontdoor Inc                                             | Frontdoor Inc                                                                                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       781 | NS      | $52553.49     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       455 | NS      | $122936.45    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $-214.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     11000 | PA      | $12355.15     | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Brighthouse Financial Inc                                 | Brighthouse Financial Inc                                                                                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      2560 | NS      | $135884.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Thales SA                                                 | Thales SA                                                                                                  | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      1088 | NS      | $340546.07    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| QXO BUILDING PRODUCTS                                     | QXO Building Products Inc                                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46592.83     | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Manhattan Associates Inc                                  | Manhattan Associates Inc                                                                                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       589 | NS      | $120733.22    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     73000 | PA      | $71956.51     | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Energizer Holdings Inc                                    | Energizer Holdings Inc                                                                                     | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       338 | NS      | $8412.82      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                                               | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35603.90     | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                        | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $640981.25    | 0.30%             | 2026-02-28      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| MGIC Investment Corp                                      | MGIC Investment Corp                                                                                       | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      4452 | NS      | $126303.24    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CHEFS' WAREHOUSE THE                                      | Chefs' Warehouse Inc/The                                                                                   | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     15000 | PA      | $21645.00     | 0.01%             | 2028-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                             | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10145.25     | 0.00%             | 2037-04-20      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                                                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     17139 | NS      | $1149341.34   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI PROPERTIES / NOTE                                    | VICI Properties LP / VICI Note Co Inc                                                                      | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |     12000 | PA      | $11867.71     | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                                     | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4994.39      | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $3.32         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lincoln Electric Holdings Inc                             | Lincoln Electric Holdings Inc                                                                              | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       507 | NS      | $119565.81    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PVH CORP                                                  | PVH Corp                                                                                                   | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10186.59     | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Maximus Inc                                               | Maximus Inc                                                                                                | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       104 | NS      | $9502.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                    | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |         1 | NC      | $-69.14       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     21451 | NS      | $5214738.10   | 2.42%             |  |  |  | No            | 1                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                   | Walt Disney Co/The                                                                                         | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3917.22      | 0.00%             | 2045-12-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-180.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                     | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | ZA        |         1 | NC      | $55.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tri Pointe Homes Inc                                      | Tri Pointe Homes Inc                                                                                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1298 | NS      | $44093.06     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Avolta AG                                                 | Avolta AG                                                                                                  | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |       754 | NS      | $40785.43     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Precigen Inc                                              | Precigen Inc                                                                                               | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |     10785 | NS      | $35482.65     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED SGD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |         1 | NC      | $-889.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Transocean Poseidon Ltd                                   | Transocean Poseidon Ltd                                                                                    | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      9000 | PA      | $8992.02      | 0.00%             | 2027-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                    | Nationstar Mortgage Holdings Inc                                                                           | CUSIP: 63861CAE9<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35367.61     | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| STATION CASINOS LLC                                       | Station Casinos LLC                                                                                        | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15408.66     | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED SGD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |         1 | NC      | $-1537.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TAPESTRY INC                                              | Tapestry Inc                                                                                               | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24515.68     | 0.01%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies Inc                                    | Lumen Technologies Inc                                                                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      9246 | NS      | $56585.52     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                                              | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10295.45     | 0.00%             | 2032-03-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Nexon Co Ltd                                              | Nexon Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      4900 | NS      | $107585.62    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                             | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34816.88     | 0.02%             | 2035-09-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED NOK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |         1 | NC      | $-111.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1494 | PA      | $1492.56      | 0.00%             | 2041-12-25      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| CNO Financial Group Inc                                   | CNO Financial Group Inc                                                                                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      1127 | NS      | $44572.85     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Trustmark Corp                                            | Trustmark Corp                                                                                             | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       753 | NS      | $29818.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CNH Industrial NV                                         | CNH Industrial NV                                                                                          | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |      5714 | NS      | $61996.90     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| D.R. HORTON INC                                           | DR Horton Inc                                                                                              | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88127.87     | 0.04%             | 2035-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ameris Bancorp                                            | Ameris Bancorp                                                                                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       112 | NS      | $8210.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Allient Inc                                               | Allient Inc                                                                                                | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       359 | NS      | $16065.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                                             | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36804.65     | 0.02%             | 2025-12-02      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    365004 | NS      | $411467.08    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                               | BEACH ACQUISITION BIDCO LLC USD TERM LOAN B                                                                | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |      1264 | PA      | $1268.96      | 0.00%             | 2032-09-12      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                                        | Athene Holding Ltd                                                                                         | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16744.74     | 0.01%             | 2034-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Genmab A/S                                                | Genmab A/S                                                                                                 | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       475 | NS      | $144000.52    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| PagerDuty Inc                                             | PagerDuty Inc                                                                                              | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |      2037 | NS      | $33651.24     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED DKK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DK        |         1 | NC      | $-41.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                        | Arcturus Therapeutics Holdings Inc                                                                         | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       633 | NS      | $11666.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Holdings Inc                                        | Crown Holdings Inc                                                                                         | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1300 | NS      | $125567.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                                                                | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      1358 | NS      | $176935.88    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55290 | PA      | $55418.38     | 0.03%             | 2045-05-25      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                  | Graphic Packaging International LLC                                                                        | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9480.10      | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                           | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       249 | NS      | $81295.27     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| TOLL BROS FINANCE CORP                                    | Toll Brothers Finance Corp                                                                                 | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20059.05     | 0.01%             | 2028-02-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Allison Transmission Holdings Inc                         | Allison Transmission Holdings Inc                                                                          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      1379 | NS      | $117049.52    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy Inc                                                                                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3331 | NS      | $539455.45    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Informa PLC                                               | Informa PLC                                                                                                | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      5307 | NS      | $65492.61     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PILGRIM'S PRIDE CORP                                      | Pilgrim's Pride Corp                                                                                       | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9153.38      | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Axos Financial Inc                                        | Axos Financial Inc                                                                                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       551 | NS      | $46642.15     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OTP Bank Nyrt                                             | OTP Bank Nyrt                                                                                              | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |       521 | NS      | $44997.69     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dorian LPG Ltd                                            | Dorian LPG Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |       323 | NS      | $9625.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexxen International Ltd                                  | Nexxen International Ltd                                                                                   | CUSIP: 000000000<br>LEI: 213800ZNSR7AIJZ2J557 | Long             | EC               | CORP              | IL        |      1182 | NS      | $10933.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BAUSCH + LOMB CORP                                        | Bausch + Lomb Corp                                                                                         | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10421.88     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                             | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39859.84     | 0.02%             | 2056-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                                                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1173 | NS      | $114519.99    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                   | Great Canadian Gaming Corp/Raptor LLC                                                                      | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     20000 | PA      | $19776.72     | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2720 | PA      | $2775.76      | 0.00%             | 2028-08-25      | Floating      | 11.22%                | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-216.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Otsuka Holdings Co Ltd                                    | Otsuka Holdings Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $138170.88    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     75000 | PA      | $76325.85     | 0.04%             | 2032-08-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co                                                                                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      2092 | NS      | $124976.08    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Udemy Inc                                                 | Udemy Inc                                                                                                  | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |      1158 | NS      | $8117.58      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $-16.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Gas Co Ltd                                          | Tokyo Gas Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      4000 | NS      | $142380.90    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CHART INDUSTRIES INC                                      | Chart Industries Inc                                                                                       | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10713.57     | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                                                          | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2972 | NS      | $397950.80    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                           | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15321.94     | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Brink's Co/The                                            | Brink's Co/The                                                                                             | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       402 | NS      | $46977.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                       | Citigroup Commercial Mortgage Trust 2014-GC21                                                              | CUSIP: 17322MBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9708 | PA      | $9484.70      | 0.00%             | 2047-05-10      | Variable      | 4.78%                 | No            | 2                  | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings Inc                                                                                        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       682 | NS      | $128870.72    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group Inc                                                                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       780 | NS      | $122896.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Veritiv Corporation                                       | Veritiv Corporation Term Loan B                                                                            | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |      7068 | PA      | $7005.42      | 0.00%             | 2030-11-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD SEK                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $916.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bausch & Lomb Corporation                                 | Bausch & Lomb Corporation 2025 Term Loan B                                                                 | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     23569 | PA      | $23569.02     | 0.01%             | 2031-01-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| IQVIA INC                                                 | IQVIA Inc                                                                                                  | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56547.76     | 0.03%             | 2032-06-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      6267 | NS      | $344640.75    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| American Eagle Outfitters Inc                             | American Eagle Outfitters Inc                                                                              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |       715 | NS      | $12233.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-HQA2                                                                    | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |      4381 | PA      | $4400.61      | 0.00%             | 2043-06-25      | Floating      | 6.36%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                                           | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      5000 | PA      | $4401.29      | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| StoneX Group Inc                                          | StoneX Group Inc                                                                                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       464 | NS      | $46826.88     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                    | Spirit AeroSystems Inc                                                                                     | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38492.79     | 0.02%             | 2030-11-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                                                                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       908 | NS      | $117068.44    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                        | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    960000 | PA      | $940567.50    | 0.44%             | 2026-09-30      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Edison International                                      | Edison International                                                                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     17773 | NS      | $982491.44    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       788 | NS      | $121076.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| LendingClub Corp                                          | LendingClub Corp                                                                                           | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      2582 | NS      | $39220.58     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DiamondRock Hospitality Co                                | DiamondRock Hospitality Co                                                                                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |       946 | NS      | $7530.16      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED BRL / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |         1 | NC      | $1324.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dorman Products Inc                                       | Dorman Products Inc                                                                                        | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |        52 | NS      | $8105.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                                           | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      7347 | NS      | $446210.06    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Empire State Realty Trust Inc                             | Empire State Realty Trust Inc                                                                              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |       952 | NS      | $7292.32      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED SGD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |         1 | NC      | $-41.11       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MediaTek Inc                                              | MediaTek Inc                                                                                               | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |      3000 | NS      | $129437.63    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                                           | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      5352 | NS      | $290115.18    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Software Inc                                       | Rocket Software Inc 2023 USD Term Loan B                                                                   | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     18716 | PA      | $18725.19     | 0.01%             | 2028-11-28      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Maze Therapeutics Inc                                     | Maze Therapeutics Inc                                                                                      | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       333 | NS      | $8634.69      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                             | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30362.91     | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            | 2                  | On Loan: No      |
| Generac Holdings Inc                                      | Generac Holdings Inc                                                                                       | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       679 | NS      | $113664.60    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED NOK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |         1 | NC      | $-106.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Itau Unibanco Holding SA                                  | Itau Unibanco Holding SA                                                                                   | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |     24600 | NS      | $180585.65    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42884 | PA      | $42883.59     | 0.02%             | 2045-02-25      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                             | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20608.65     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $987.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                        | Royalty Pharma PLC                                                                                         | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     27000 | PA      | $27572.91     | 0.01%             | 2034-09-02      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Hovnanian Enterprises Inc                                 | Hovnanian Enterprises Inc                                                                                  | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |        76 | NS      | $9765.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                                                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     10997 | NS      | $1275761.97   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| VNOM SUB INC                                              | Vnom Sub Inc                                                                                               | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20003.50     | 0.01%             | 2027-11-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PROS Holdings Inc                                         | PROS Holdings Inc                                                                                          | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |       541 | NS      | $12394.31     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                                                                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      3590 | NS      | $1792163.90   | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Bancorp Inc/IN                                    | Horizon Bancorp Inc/IN                                                                                     | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |       476 | NS      | $7620.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     43444 | NS      | $304759.46    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                   | Frontier Communications Holdings LLC                                                                       | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15669.68     | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                               | E-MINI RUSS 2000 DEC25                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -19 | NC      | $-28219.66    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $3.04         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oklo Inc                                                  | Oklo Inc                                                                                                   | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       196 | NS      | $21879.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3086.75      | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                  | RHP Hotel Properties LP / RHP Finance Corp                                                                 | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $10316.20     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Gamuda Bhd                                                | Gamuda Bhd                                                                                                 | CUSIP: 000000000<br>LEI: 254900RW4N94L9KA9137 | Long             | EC               | CORP              | MY        |     67879 | NS      | $89193.51     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     83000 | PA      | $76213.63     | 0.04%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Daiichi Sankyo Co Ltd                                     | Daiichi Sankyo Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      7700 | NS      | $172603.71    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                    | Motorola Solutions Inc                                                                                     | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9171.50      | 0.00%             | 2030-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                                                 | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47451.55     | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Chesapeake Oilfield                                       | SEVENTY SEVEN ENERGY INC                                                                                   | CUSIP: 165ESCAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $2.00         | 0.00%             | 2019-11-15      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                         | CUSIP: 3622ABG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    768877 | PA      | $681935.75    | 0.32%             | 2051-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                  | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42862.48     | 0.02%             | 2032-11-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| DAVITA INC                                                | DaVita Inc                                                                                                 | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5155.99      | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                            | CUSIP: 3138WH6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15196 | PA      | $13732.87     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                        | Royalty Pharma PLC                                                                                         | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $25650.34     | 0.01%             | 2029-09-02      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| LY Corp                                                   | LY Corp                                                                                                    | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     57300 | NS      | $184471.24    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| GRAY MEDIA INC                                            | Gray Media Inc                                                                                             | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9909.53      | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                               | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $81563.20     | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| National Bank of Greece SA                                | National Bank of Greece SA                                                                                 | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |      8391 | NS      | $121813.30    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SMYRNA READY MIX CONCRET                                  | Smyrna Ready Mix Concrete LLC                                                                              | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26398.57     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                | ACADIA Pharmaceuticals Inc                                                                                 | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      1911 | NS      | $40780.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hasbro Inc                                                | Hasbro Inc                                                                                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1635 | NS      | $124014.75    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Pegasystems Inc                                           | Pegasystems Inc                                                                                            | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      2160 | NS      | $124200.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| IBEX Holdings Ltd                                         | IBEX Holdings Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |       329 | NS      | $13331.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                          | WFRBS Commercial Mortgage Trust 2013-C11                                                                   | CUSIP: 92937EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20673 | PA      | $20474.12     | 0.01%             | 2045-03-15      | Variable      | 3.71%                 | No            | 2                  | On Loan: No      |
| WuXi AppTec Co Ltd                                        | WuXi AppTec Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |      5376 | NS      | $82001.45     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Oshkosh Corp                                              | Oshkosh Corp                                                                                               | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36284.37     | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| CROCS INC                                                 | Crocs Inc                                                                                                  | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14374.95     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp                                       | Sprint Capital Corp                                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     42000 | PA      | $45177.23     | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Cummins Inc                                               | Cummins Inc                                                                                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       314 | NS      | $132624.18    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy Inc                                                                                         | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2210.18      | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Workday Inc                                               | Workday Inc                                                                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       545 | NS      | $131197.85    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Upbound Group Inc                                         | Upbound Group Inc                                                                                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       286 | NS      | $6758.18      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Scout24 SE                                                | Scout24 SE                                                                                                 | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       479 | NS      | $59948.67     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ATI INC                                                   | ATI Inc                                                                                                    | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4915.83      | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                           | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19805.77     | 0.01%             | 2026-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Xenia Hotels & Resorts Inc                                | Xenia Hotels & Resorts Inc                                                                                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |       291 | NS      | $3992.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp                                                                                      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       456 | NS      | $136986.96    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HOWMET AEROSPACE INC                                      | Howmet Aerospace Inc                                                                                       | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     37000 | PA      | $40069.42     | 0.02%             | 2037-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     12859 | NS      | $6660319.05   | 3.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                         | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79846.72     | 0.04%             | 2028-02-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| SCIH SALT HOLDINGS INC                                    | SCIH Salt Holdings Inc                                                                                     | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19608.69     | 0.01%             | 2029-05-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| XHR LP                                                    | XHR LP                                                                                                     | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     10000 | PA      | $10274.73     | 0.00%             | 2030-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Insulet Corp                                              | Insulet Corp                                                                                               | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       374 | NS      | $115465.02    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| KELLANOVA                                                 | Kellanova                                                                                                  | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6873.46      | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1514.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                      | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30698.28     | 0.01%             | 2031-11-13      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                                              | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       742 | NS      | $40917.71     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyson Foods Inc                                           | Tyson Foods Inc                                                                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      2274 | NS      | $123478.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                     | Caesars Entertainment Inc                                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15429.11     | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                  | Viper Energy Partners LLC                                                                                  | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31518.32     | 0.01%             | 2035-08-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Independent Bank Corp/MI                                  | Independent Bank Corp/MI                                                                                   | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       248 | NS      | $7681.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingredion Inc                                             | Ingredion Inc                                                                                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       959 | NS      | $117103.49    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                                        | Vertiv Holdings Co                                                                                         | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      2976 | NS      | $448959.36    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       719 | NS      | $138278.08    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hamilton Insurance Group Ltd                              | Hamilton Insurance Group Ltd                                                                               | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |      1603 | NS      | $39754.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                       | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52025.62     | 0.02%             | 2035-08-15      | Fixed         | 5.43%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP                                        | VICI Properties LP                                                                                         | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     34000 | PA      | $35306.55     | 0.02%             | 2034-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree Inc                                                                                            | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1286 | NS      | $121359.82    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $0.72         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elite Material Co Ltd                                     | Elite Material Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $80385.85     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Power Solutions International Inc                         | Power Solutions International Inc                                                                          | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |       415 | NS      | $40761.30     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp of America                                                                                  | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       583 | NS      | $127053.19    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TOLL BROS FINANCE CORP                                    | Toll Brothers Finance Corp                                                                                 | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22514.63     | 0.01%             | 2029-11-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9152 | PA      | $9385.43      | 0.00%             | 2042-07-25      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| Veeva Systems Inc                                         | Veeva Systems Inc                                                                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      3764 | NS      | $1121333.24   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Axon Enterprise Inc                                       | Axon Enterprise Inc                                                                                        | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        76 | NS      | $54540.64     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                                                                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       720 | NS      | $121305.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       747 | NS      | $152940.78    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Origin Bancorp Inc                                        | Origin Bancorp Inc                                                                                         | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |       220 | NS      | $7594.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dai-ichi Life Holdings Inc                                | Dai-ichi Life Holdings Inc                                                                                 | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      6100 | NS      | $48095.48     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                              | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36245.88     | 0.02%             | 2027-02-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                        | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    710000 | PA      | $704120.31    | 0.33%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                            | CUSIP: 31385XFU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1037 | PA      | $1082.75      | 0.00%             | 2033-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation Inc                                                                                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       353 | NS      | $123384.09    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Commonwealth Edison Co                                    | Commonwealth Edison Co                                                                                     | CUSIP: 202795HG8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21405.54     | 0.01%             | 2033-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS                                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                        | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17049.65     | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Kite Realty Group Trust                                   | Kite Realty Group Trust                                                                                    | CUSIP: 49803T300<br>LEI: 549300OVTYLM7DH6CM14 | Long             | EC               |  | US        |       847 | NS      | $18888.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LIGHT & WONDER INTL INC                                   | Light & Wonder International Inc                                                                           | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35922.99     | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $82675.78     | 0.04%             | 2053-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |         1 | NC      | $-193.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Watts Water Technologies Inc                              | Watts Water Technologies Inc                                                                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       208 | NS      | $58090.24     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                                                 | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53054.09     | 0.02%             | 2032-08-05      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                    | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15029.64     | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| State of California                                       | CALIFORNIA ST                                                                                              | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     30000 | PA      | $35199.80     | 0.02%             | 2034-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                   | Dornoch Debt Merger Sub Inc                                                                                | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21501.01     | 0.01%             | 2029-10-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                   | K Hovnanian Enterprises Inc                                                                                | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10254.33     | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $-354.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KODIAK GAS SERVICES LLC                                   | Kodiak Gas Services LLC                                                                                    | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25941.63     | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| WRANGLER HOLDCO CORP                                      | Wrangler Holdco Corp                                                                                       | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10426.99     | 0.00%             | 2032-04-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                                                     | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       306 | NS      | $129119.76    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                                                | CUSIP: 61691GAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91000 | PA      | $89907.62     | 0.04%             | 2049-12-15      | Variable      | 3.99%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                               | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30065.88     | 0.01%             | 2031-08-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                           | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     24000 | PA      | $18524.99     | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Zions Bancorp NA                                          | Zions Bancorp NA                                                                                           | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      2147 | NS      | $121477.26    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD ILS                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2346.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| American States Water Co                                  | American States Water Co                                                                                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       106 | NS      | $7771.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                          | WFRBS Commercial Mortgage Trust 2011-C3                                                                    | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8560 | PA      | $3081.60      | 0.00%             | 2044-03-15      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| Costamare Inc                                             | Costamare Inc                                                                                              | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |       614 | NS      | $7312.74      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     55912 | NS      | $10432060.96  | 4.85%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                            | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29099.15     | 0.01%             | 2029-01-07      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| NOURYON FINANCE BV                                        | Nouryon Finance BV 2024 USD Term Loan B2                                                                   | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |      9826 | PA      | $9825.94      | 0.00%             | 2028-04-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| NuScale Power Corp                                        | NuScale Power Corp                                                                                         | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       327 | NS      | $11772.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                  | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $153534.36    | 0.07%             | 2029-01-19      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       781 | NS      | $121281.49    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Rubrik Inc                                                | Rubrik Inc                                                                                                 | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |      1851 | NS      | $152244.75    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                                  | Fortescue Treasury Pty Ltd                                                                                 | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20667.06     | 0.01%             | 2032-04-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma Inc                                                                                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       608 | NS      | $118833.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Northwestern Energy Group Inc                             | Northwestern Energy Group Inc                                                                              | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       143 | NS      | $8381.23      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD AUD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1199.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                   | MPT Operating Partnership LP / MPT Finance Corp                                                            | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $53128.10     | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Adobe, Inc.                                               | Adobe, Inc.                                                                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      5347 | NS      | $1886154.25   | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Mativ Holdings Inc                                        | Mativ Holdings Inc                                                                                         | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |       736 | NS      | $8324.16      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Weave Communications Inc                                  | Weave Communications Inc                                                                                   | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1062 | NS      | $7094.16      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                  | Cheniere Energy Partners LP                                                                                | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30063.39     | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                      | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              |  | US        |     29000 | PA      | $31423.18     | 0.01%             | 2033-12-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                   | Kinder Morgan Energy Partners LP                                                                           | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5723.37      | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                                              | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67272.71     | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                              | US Foods Inc                                                                                               | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20104.74     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Ryman Hospitality Properties Inc                          | Ryman Hospitality Properties Inc                                                                           | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |       385 | NS      | $34492.15     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BRUNSWICK CORP                                            | Brunswick Corp/DE                                                                                          | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23475.10     | 0.01%             | 2031-08-18      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                    | Mauser Packaging Solutions Holding Co                                                                      | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25057.20     | 0.01%             | 2027-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| NTPC Ltd                                                  | NTPC Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | EC               | CORP              | IN        |     42788 | NS      | $164186.02    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                             | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20643.00     | 0.01%             | 2031-01-15      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                  | Ashton Woods USA LLC / Ashton Woods Finance Co                                                             | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25214.43     | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       825 | NS      | $39363.57     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of China Ltd                                         | Bank of China Ltd                                                                                          | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |    497000 | NS      | $272068.05    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Coursera Inc                                              | Coursera Inc                                                                                               | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |      4007 | NS      | $46921.97     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                                                                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       574 | NS      | $126756.42    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                  | Intercontinental Exchange Inc                                                                              | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10128.29     | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Shore Bancshares Inc                                      | Shore Bancshares Inc                                                                                       | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       319 | NS      | $5234.79      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Spire Inc                                                 | Spire Inc                                                                                                  | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       108 | NS      | $8804.16      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                                                    | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      6420 | NS      | $135946.34    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                   | Massachusetts Mutual Life Insurance Co                                                                     | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     58000 | PA      | $39008.10     | 0.02%             | 2070-10-15      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| Avanos Medical Inc                                        | Avanos Medical Inc                                                                                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       623 | NS      | $7201.88      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrim BanCorp Inc                                      | Northrim BanCorp Inc                                                                                       | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |       384 | NS      | $8317.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Duolingo Inc                                              | Duolingo Inc                                                                                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       407 | NS      | $130988.88    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CNO Financial Group Inc                                   | CNO Financial Group Inc                                                                                    | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15258.80     | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                            | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $34411.50     | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                       | United Airlines Inc                                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24617.22     | 0.01%             | 2029-04-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Simply Good Foods Co/The                                  | Simply Good Foods Co/The                                                                                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139 | NS      | $3449.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                              | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     29000 | PA      | $20660.00     | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC               | Barclays Commercial Mortgage Trust 2019-C3                                                                 | CUSIP: 05550MAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27000 | PA      | $23893.59     | 0.01%             | 2052-05-15      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                     | PURCHASED SEK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | SE        |         1 | NC      | $-2905.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Constellium SE                                            | Constellium SE                                                                                             | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |      2926 | NS      | $43538.88     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Hills Corp                                          | Black Hills Corp                                                                                           | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       610 | NS      | $37569.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                            | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15143.28     | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| VERITIV OPERATING CO                                      | Veritiv Operating Co                                                                                       | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5366.14      | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      3013 | NS      | $95307.32     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Group/The                                           | Cigna Group/The                                                                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       415 | NS      | $119623.75    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SITC International Holdings Co Ltd                        | SITC International Holdings Co Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     31000 | NS      | $119347.98    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                                                | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |        82 | NS      | $15616.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FED HOME LN DISCOUNT NT                                   | Federal Home Loan Bank Discount Notes                                                                      | CUSIP: 313385MK9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3052000 | PA      | $3051658.36   | 1.42%             | 2025-10-01      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| FRONTIER COMMUNICATIONS                                   | Frontier Communications Holdings LLC                                                                       | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14990.94     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Resideo Technologies Inc                                  | Resideo Technologies Inc                                                                                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       482 | NS      | $20812.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bloom Energy Corp                                         | Bloom Energy Corp                                                                                          | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       116 | NS      | $9810.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryanair Holdings PLC                                      | Ryanair Holdings PLC                                                                                       | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     10814 | NS      | $313595.74    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| AXON ENTERPRISE INC                                       | Axon Enterprise Inc                                                                                        | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15405.41     | 0.01%             | 2030-03-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| HDFC Asset Management Co Ltd                              | HDFC Asset Management Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 3358002FLK8AK8WSEP31 | Long             | EC               | CORP              | IN        |      2046 | NS      | $127292.07    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                  | RHP Hotel Properties LP / RHP Finance Corp                                                                 | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     30000 | PA      | $30842.71     | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GigaCloud Technology Inc                                  | GigaCloud Technology Inc                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       248 | NS      | $7043.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                                  | Constellation Energy Generation LLC                                                                        | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17411.53     | 0.01%             | 2034-01-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Bank Central Asia Tbk PT                                  | Bank Central Asia Tbk PT                                                                                   | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |    144800 | NS      | $66252.63     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Joby Aviation Inc                                         | Joby Aviation Inc                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2143 | NS      | $34588.02     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Horace Mann Educators Corp                                | Horace Mann Educators Corp                                                                                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       500 | NS      | $22585.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours, Inc.                                   | DuPont de Nemours, Inc.                                                                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1623 | NS      | $126431.70    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| adidas AG                                                 | adidas AG                                                                                                  | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       251 | NS      | $52866.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brixmor Property Group Inc                                | Brixmor Property Group Inc                                                                                 | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |      4480 | NS      | $124006.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Diversified Holdings                              | Compass Diversified Holdings                                                                               | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |      1371 | NS      | $9076.02      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2015-C1 Commercial Mortgage Trust                                                                    | CUSIP: 126281BD5<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     30420 | PA      | $30161.63     | 0.01%             | 2050-04-15      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Kakao Corp                                                | Kakao Corp                                                                                                 | CUSIP: 000000000<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |      1699 | NS      | $72171.63     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| DT MIDSTREAM INC                                          | DT Midstream Inc                                                                                           | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46394.56     | 0.02%             | 2034-12-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd                                                                                                | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $26959.25     | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Doximity Inc                                              | Doximity Inc                                                                                               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1766 | NS      | $129182.90    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd                                                                                          | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     56968 | NS      | $181693.38    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                                                  | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       261 | NS      | $123975.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       521 | NS      | $128280.62    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                         | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26554.43     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Subaru Corp                                               | Subaru Corp                                                                                                | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      5200 | NS      | $106542.25    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Corp                                               | Target Corp                                                                                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1393 | NS      | $124952.10    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ABC SUPPLY CO INC                                         | American Builders & Contractors Supply Co Inc                                                              | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9799.08      | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC                                       | Sirius XM Radio LLC                                                                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4831.37      | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Klockner-Pentaplast of America Inc                        | Klockner-Pentaplast of America Inc 2021 Term Loan B                                                        | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |     14497 | PA      | $7369.47      | 0.00%             | 2026-02-12      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                                             | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $41650.85     | 0.02%             | 2032-01-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $-45.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OneSpan Inc                                               | OneSpan Inc                                                                                                | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |       488 | NS      | $7754.32      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     15750 | NS      | $1623195.00   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| LivaNova PLC                                              | LivaNova PLC                                                                                               | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |       517 | NS      | $27080.46     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsui & Co Ltd                                           | Mitsui & Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     17100 | NS      | $425519.83    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      9049 | NS      | $307779.18    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                  | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                       | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15326.39     | 0.01%             | 2030-07-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| LTC Properties Inc                                        | LTC Properties Inc                                                                                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |       115 | NS      | $4238.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      1871 | NS      | $124084.72    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortinet Inc                                              | Fortinet Inc                                                                                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1626 | NS      | $136714.08    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Lyft Inc                                                  | Lyft Inc                                                                                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      6734 | NS      | $148215.34    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Financial Group Inc                                    | KB Financial Group Inc                                                                                     | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      1715 | NS      | $141179.93    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Calix Inc                                                 | Calix Inc                                                                                                  | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       496 | NS      | $30439.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GoDaddy Inc                                               | GoDaddy Inc                                                                                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       865 | NS      | $118357.95    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Coforge Ltd                                               | Coforge Ltd                                                                                                | CUSIP: 000000000<br>LEI: 3358004YL9JGBNP4KF72 | Long             | EC               | CORP              | IN        |      1660 | NS      | $29726.74     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                        | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $601863.28    | 0.28%             | 2030-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                              | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41926.00     | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                   | Royal Caribbean Cruises Ltd                                                                                | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     20000 | PA      | $20116.63     | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED PLN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |         1 | NC      | $0.04         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Asia Vital Components Co Ltd                              | Asia Vital Components Co Ltd                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $64374.30     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte Ltd                                                                      | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     26000 | PA      | $25126.05     | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                        | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93829.37     | 0.04%             | 2027-10-22      | Fixed         | 6.07%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $20.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KODIAK GAS SERVICES LLC                                   | Kodiak Gas Services LLC                                                                                    | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15272.64     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Bandwidth Inc                                             | Bandwidth Inc                                                                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |       682 | NS      | $11368.94     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| COPT Defense Properties                                   | COPT Defense Properties                                                                                    | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |       245 | NS      | $7119.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBL & Associates Properties Inc                           | CBL & Associates Properties Inc                                                                            | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               |  | US        |       265 | NS      | $8103.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                                            | Public Storage                                                                                             | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |       429 | NS      | $123916.65    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                                              | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5142.09      | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                         | CUSIP: 31396EU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5369 | PA      | $5585.62      | 0.00%             | 2035-03-15      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| DNOW Inc                                                  | DNOW Inc                                                                                                   | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      1893 | NS      | $28868.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |         1 | NC      | $277.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                  | Apollo Global Management Inc                                                                               | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       220 | NS      | $15461.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                                               | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5046.15      | 0.00%             | 2055-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                              | Credit Suisse Commercial Mortgage Trust Series 2006-C4                                                     | CUSIP: 22545MAZ0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |        29 | PA      | $0.10         | 0.00%             | 2039-09-15      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.                | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                                            | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |     29700 | PA      | $29737.13     | 0.01%             | 2031-04-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Golden Entertainment Inc                                  | Golden Entertainment Inc                                                                                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       311 | NS      | $7333.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Healthcare REIT Inc                              | American Healthcare REIT Inc                                                                               | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |       268 | NS      | $11258.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gulfport Energy Corp                                      | Gulfport Energy Corp                                                                                       | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        46 | NS      | $8325.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REV Group Inc                                             | REV Group Inc                                                                                              | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |       505 | NS      | $28618.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                                              | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85215.16     | 0.04%             | 2027-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Rithm Capital Corp                                        | Rithm Capital Corp                                                                                         | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |      9859 | NS      | $112294.01    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| FIFTH THIRD BANCORP                                       | Fifth Third Bancorp                                                                                        | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34770.94     | 0.02%             | 2029-07-27      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| Airbnb Inc                                                | Airbnb Inc                                                                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      1000 | NS      | $121420.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      1088 | NS      | $122672.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Akero Therapeutics Inc                                    | Akero Therapeutics Inc                                                                                     | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |       864 | NS      | $41022.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                        | Long: 99QY019V1 TRS USD R E EEC AB SEDOL B12LR51 / Short: 99QY019V1 TRS USD P V 00MSOFR SOFRRATE+1 PERCENT | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    136044 | OU      | $-1076.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sekisui Chemical Co Ltd                                   | Sekisui Chemical Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      4400 | NS      | $81969.10     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                                                  | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $22671.29     | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                    | PURCHASED PLN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |         1 | NC      | $-19.31       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13599.39     | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                                        | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25764.67     | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Guidewire Software Inc                                    | Guidewire Software Inc                                                                                     | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       496 | NS      | $114010.56    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                                             | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       996 | NS      | $206812.03    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED NZD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $-927.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RingCentral Inc                                           | RingCentral Inc                                                                                            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      4130 | NS      | $117044.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Etsy Inc                                                  | Etsy Inc                                                                                                   | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      2127 | NS      | $141211.53    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                                                  | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       966 | NS      | $88669.83     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Axis Capital Holdings Ltd                                 | Axis Capital Holdings Ltd                                                                                  | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      1222 | NS      | $117067.60    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CHOBANI HOLDCO II LLC                                     | Chobani Holdco II LLC                                                                                      | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10419 | PA      | $11041.44     | 0.01%             | 2029-10-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Sanmina Corp                                              | Sanmina Corp                                                                                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |        98 | NS      | $11280.78     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 30711XEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44605 | PA      | $45840.73     | 0.02%             | 2029-05-25      | Floating      | 8.82%                 | No            | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                                    | Energizer Holdings Inc                                                                                     | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9590.60      | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT DEC25                                                                                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        19 | NC      | $8483.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD GBP                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $5120.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                      | Cleveland-Cliffs Inc                                                                                       | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20199.30     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       508 | NS      | $35341.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Series 2025-R01                                                              | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19756 | PA      | $19762.01     | 0.01%             | 2045-01-25      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| International Seaways Inc                                 | International Seaways Inc                                                                                  | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |       182 | NS      | $8386.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Guardant Health Inc                                       | Guardant Health Inc                                                                                        | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      1042 | NS      | $65104.16     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| APR Corp/Korea                                            | APR Corp/Korea                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       317 | NS      | $56484.09     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilltop Holdings Inc                                      | Hilltop Holdings Inc                                                                                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       911 | NS      | $30445.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                           | CUSIP: 3132DQFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    873777 | PA      | $780181.28    | 0.36%             | 2052-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                            | CUSIP: 95000GBA1<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     83000 | PA      | $79182.98     | 0.04%             | 2049-08-15      | Fixed         | 2.81%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD CNH                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $113.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EverQuote Inc                                             | EverQuote Inc                                                                                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1251 | NS      | $28610.37     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                              | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13832.18     | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                                            | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22549.49     | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Magnite Inc                                               | Magnite Inc                                                                                                | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |       834 | NS      | $18164.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CNO GLOBAL FUNDING                                        | CNO Global Funding                                                                                         | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5099.45      | 0.00%             | 2029-09-09      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                  | Watco Cos LLC / Watco Finance Corp                                                                         | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41402.80     | 0.02%             | 2032-08-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| WaVe Life Sciences Ltd                                    | WaVe Life Sciences Ltd                                                                                     | CUSIP: 000000000<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | SG        |      1077 | NS      | $7883.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD HUF                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-112.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CAMELOT RETURN MERGER SU                                  | Camelot Return Merger Sub Inc                                                                              | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19350.10     | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) DEC25                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $2477.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SPECIALTY BUILDING PRODU                                  | Specialty Building Products Holdings LLC / SBP Finance Corp                                                | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10157.98     | 0.00%             | 2029-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| QNITY ELECTRONICS INC                                     | Qnity Electronics Inc                                                                                      | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10211.86     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Portland General Electric Co                              | Portland General Electric Co                                                                               | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       265 | NS      | $11660.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                   | CUSIP: 38381D7S3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    725400 | PA      | $46002.49     | 0.02%             | 2061-06-16      | Variable      | 0.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                 | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     33000 | PA      | $23245.01     | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                                                | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     38000 | PA      | $39476.49     | 0.02%             | 2029-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison Inc                                                                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1285 | NS      | $129168.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| EPR Properties                                            | EPR Properties                                                                                             | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |      2246 | NS      | $130290.46    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| FB Financial Corp                                         | FB Financial Corp                                                                                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       148 | NS      | $8249.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadstone Net Lease Inc                                  | Broadstone Net Lease Inc                                                                                   | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |       480 | NS      | $8577.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Country Airlines Holdings Inc                         | Sun Country Airlines Holdings Inc                                                                          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       908 | NS      | $10723.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                              | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61833.42     | 0.03%             | 2030-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                                            | Brunswick Corp/DE                                                                                          | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23798.82     | 0.01%             | 2029-03-18      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| GRAY MEDIA INC                                            | Gray Media Inc                                                                                             | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18778.44     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                    | Cloud Software Group Inc                                                                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15558.10     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                          | WFRBS Commercial Mortgage Trust 2012-C10                                                                   | CUSIP: 92890NAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18000 | PA      | $15624.18     | 0.01%             | 2045-12-15      | Variable      | 4.46%                 | No            | 2                  | On Loan: No      |
| Rambus Inc                                                | Rambus Inc                                                                                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       713 | NS      | $74294.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                    | Mauser Packaging Solutions Holding Co                                                                      | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20196.06     | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Marks & Spencer Group PLC                                 | Marks & Spencer Group PLC                                                                                  | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |      2895 | NS      | $14191.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTRA CORP                                               | Vistra Corp                                                                                                | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15342.87     | 0.01%             | 2026-10-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FINANCE CANADA                                   | Glencore Finance Canada Ltd                                                                                | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7235.82      | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BMO Mortgage Trust                                        | BMO 2025-5C10 Mortgage Trust                                                                               | CUSIP: 05615BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065945 | PA      | $56356.54     | 0.03%             | 2058-05-15      | Variable      | 1.58%                 | No            | 2                  | On Loan: No      |
| FREEDOM MORTGAGE CORP                                     | Freedom Mortgage Corp                                                                                      | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22310.84     | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            | 2                  | On Loan: No      |
| NPK International Inc                                     | NPK International Inc                                                                                      | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |       689 | NS      | $7792.59      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRSTCASH INC                                             | FirstCash Inc                                                                                              | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56848.44     | 0.03%             | 2032-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     12279 | NS      | $1774806.66   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| ScanSource Inc                                            | ScanSource Inc                                                                                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       183 | NS      | $8050.17      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CROSSCOUNTRY INTER                                        | CrossCountry Intermediate HoldCo LLC                                                                       | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25091.99     | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                                                   | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     14638 | NS      | $313725.93    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| NETGEAR Inc                                               | NETGEAR Inc                                                                                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      1326 | NS      | $42949.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                                                       | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31132.55     | 0.01%             | 2035-03-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Emaar Properties PJSC                                     | Emaar Properties PJSC                                                                                      | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |     32473 | NS      | $115373.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Incyte Corp                                               | Incyte Corp                                                                                                | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      8901 | NS      | $754893.81    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                        | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27164.06     | 0.01%             | 2047-05-15      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| WestRock MWV LLC                                          | WestRock MWV LLC                                                                                           | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1155.87      | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                                                  | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      4342 | NS      | $76797.27     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                                                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2172 | NS      | $146197.32    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| GeneDx Holdings Corp                                      | GeneDx Holdings Corp                                                                                       | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $10343.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CTBC Financial Holding Co Ltd                             | CTBC Financial Holding Co Ltd                                                                              | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |     85000 | NS      | $119643.68    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NewMarket Corp                                            | NewMarket Corp                                                                                             | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       360 | NS      | $298155.60    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10526.57     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                                             | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25627.28     | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       761 | NS      | $382585.14    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| ESCO Technologies Inc                                     | ESCO Technologies Inc                                                                                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |        55 | NS      | $11611.05     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SM Energy Co                                              | SM Energy Co                                                                                               | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9996.59      | 0.00%             | 2026-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ROCKET COS INC                                            | Rocket Cos Inc                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41284.56     | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| EL PASO NATURAL GAS                                       | El Paso Natural Gas Co LLC                                                                                 | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $25153.46     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Northwest Natural Holding Co                              | Northwest Natural Holding Co                                                                               | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       191 | NS      | $8581.63      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                              | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12663.18     | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| DoorDash Inc                                              | DoorDash Inc                                                                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      4845 | NS      | $1317791.55   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Ohio Inc                                      | Duke Energy Ohio Inc                                                                                       | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14820.58     | 0.01%             | 2029-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Coeur Mining Inc                                          | Coeur Mining Inc                                                                                           | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |       600 | NS      | $11256.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nissin Foods Holdings Co Ltd                              | Nissin Foods Holdings Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |      2000 | NS      | $37677.93     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SPX Technologies Inc                                      | SPX Technologies Inc                                                                                       | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |        70 | NS      | $13074.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Flash Charm, Inc.                                         | Flash Charm Inc 2024 Term Loan                                                                             | CUSIP: 45168RAT0<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |     19800 | PA      | $17374.23     | 0.01%             | 2028-03-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                        | Grupo Financiero Banorte SAB de CV                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     12340 | NS      | $123935.69    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     33091 | NS      | $218106.76    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      4500 | NS      | $242306.52    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ACRISURE LLC / FIN INC                                    | Acrisure LLC / Acrisure Finance Inc                                                                        | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31495.62     | 0.01%             | 2029-06-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                                                      | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38826.73     | 0.02%             | 2035-01-24      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Sabra Health Care REIT Inc                                | Sabra Health Care REIT Inc                                                                                 | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |       384 | NS      | $7157.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UKG Inc                                                   | UKG Inc 2024 Term Loan B                                                                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      4950 | PA      | $4944.33      | 0.00%             | 2031-02-10      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                   | United Rentals North America Inc                                                                           | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20796.46     | 0.01%             | 2034-03-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                        | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51636.54     | 0.02%             | 2031-01-24      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22040.50     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                                              | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9895.95      | 0.00%             | 2026-11-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2016-BNK2                                                                   | CUSIP: 61690YBZ4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $13304.86     | 0.01%             | 2049-11-15      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2131 | NS      | $2554898.52   | 1.19%             |  |  |  | No            | 1                  | On Loan: No      |
| UKG INC                                                   | UKG Inc                                                                                                    | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30955.05     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems Inc                                                                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       365 | NS      | $128209.90    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ADMA Biologics Inc                                        | ADMA Biologics Inc                                                                                         | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       502 | NS      | $7359.32      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ladder Capital Corp                                       | Ladder Capital Corp                                                                                        | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |       697 | NS      | $7604.27      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                     | GFL Environmental Inc                                                                                      | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5232.10      | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                                            | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       351 | NS      | $52785.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                  | JH North America Holdings Inc                                                                              | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15364.11     | 0.01%             | 2032-07-31      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                                                | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      6123 | NS      | $167281.33    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Bharti Airtel Ltd                                         | Bharti Airtel Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |     10039 | NS      | $212903.52    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Alexander & Baldwin Inc                                   | Alexander & Baldwin Inc                                                                                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |       741 | NS      | $13478.79     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RIVERS ENTERPRISE                                         | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                                               | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15133.75     | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FOUNDATION BUILDING M                                     | Foundation Building Materials Inc                                                                          | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30408.34     | 0.01%             | 2029-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25030.06     | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Turning Point Brands Inc                                  | Turning Point Brands Inc                                                                                   | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       417 | NS      | $41224.62     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HERC HOLDINGS INC                                         | Herc Holdings Inc                                                                                          | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14962.45     | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED MXN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |         1 | NC      | $312.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hims & Hers Health Inc                                    | Hims & Hers Health Inc                                                                                     | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |       934 | NS      | $52976.48     | 0.02%             |  |  |  | Yes           | 1                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     21000 | PA      | $23293.02     | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Essent Group Ltd                                          | Essent Group Ltd                                                                                           | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |       143 | NS      | $9089.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RR DONNELLEY & SONS CO                                    | RR Donnelley & Sons Co                                                                                     | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56367.58     | 0.03%             | 2029-08-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| BlueScope Steel Ltd                                       | BlueScope Steel Ltd                                                                                        | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      4465 | NS      | $67037.38     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| VERTIV GROUP CORPORATION                                  | Vertiv Group Corp                                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75188.92     | 0.03%             | 2028-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2609 | PA      | $2614.70      | 0.00%             | 2042-04-25      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2019-C49                                                             | CUSIP: 95001WBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47000 | PA      | $45820.48     | 0.02%             | 2052-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                           | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25612.50     | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD BRL                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-137.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fresenius SE & Co KGaA                                    | Fresenius SE & Co KGaA                                                                                     | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |       499 | NS      | $27769.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                         | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62769.70     | 0.03%             | 2029-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| KKR GRP FIN CO VI LLC                                     | KKR Group Finance Co VI LLC                                                                                | CUSIP: 48252AAA9<br>LEI: 549300TUJWGHJM3FSJ07 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28485.87     | 0.01%             | 2029-07-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-CCRE15 Mortgage Trust                                                                            | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34440 | PA      | $33667.67     | 0.02%             | 2047-02-10      | Variable      | 4.02%                 | No            | 2                  | On Loan: No      |
| National Health Investors Inc                             | National Health Investors Inc                                                                              | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |       102 | NS      | $8109.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KODIAK GAS SERVICES LLC                                   | Kodiak Gas Services LLC                                                                                    | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10267.56     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Ecolab Inc                                                | Ecolab Inc                                                                                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       430 | NS      | $117759.80    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      4385 | NS      | $2494231.85   | 1.16%             |  |  |  | No            | 1                  | On Loan: No      |
| MITER BRAND / MIWD BORR                                   | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                    | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30817.59     | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                       | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    121000 | PA      | $113048.93    | 0.05%             | 2037-03-08      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Republic Services Inc                                     | Republic Services Inc                                                                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       548 | NS      | $125755.04    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     25439 | NS      | $718397.36    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Matson Inc                                                | Matson Inc                                                                                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       402 | NS      | $39633.18     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                                                  | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46912.55     | 0.02%             | 2055-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SiriusPoint Ltd                                           | SiriusPoint Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |       501 | NS      | $9063.09      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $1149.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cargurus Inc                                              | Cargurus Inc                                                                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      1122 | NS      | $41772.06     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                 | Shin-Etsu Chemical Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     10000 | NS      | $328160.39    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Popular Inc                                               | Popular Inc                                                                                                | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      1016 | NS      | $129042.16    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                    | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10295.70     | 0.00%             | 2032-06-23      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26454.80     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21954.82     | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      5976 | NS      | $1971542.16   | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46644.04     | 0.02%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       453 | NS      | $127836.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| GARTNER INC                                               | Gartner Inc                                                                                                | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47216.94     | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23949.60     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                                            | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30628.47     | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      7959 | NS      | $410604.81    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                  | JH North America Holdings Inc                                                                              | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5076.57      | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP                                        | VICI Properties LP                                                                                         | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |      5000 | PA      | $5073.10      | 0.00%             | 2031-11-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2025-1                                                                            | CUSIP: 46658UAY7<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |     26279 | PA      | $26243.68     | 0.01%             | 2055-06-25      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC                                     | Nabors Industries Inc                                                                                      | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32595.85     | 0.02%             | 2031-08-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      4050 | NS      | $79502.01     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CON EDISON CO OF NY INC                                   | Consolidated Edison Co of New York Inc                                                                     | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9582.33      | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                                                   | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18462.80     | 0.01%             | 2027-07-15      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Third Coast Bancshares Inc                                | Third Coast Bancshares Inc                                                                                 | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       217 | NS      | $8239.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unum Group                                                | Unum Group                                                                                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      1743 | NS      | $135570.54    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2015-C1 Commercial Mortgage Trust                                                                    | CUSIP: 126281BB9<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     57083 | PA      | $0.06         | 0.00%             | 2050-04-15      | Variable      | 0.17%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                  | Intercontinental Exchange Inc                                                                              | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23199.99     | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| AeroVironment Inc                                         | AeroVironment Inc                                                                                          | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |        57 | NS      | $17948.73     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyota Motor Corp                                         | Toyota Motor Corp                                                                                          | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      3400 | NS      | $65512.39     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                    | Clydesdale Acquisition Holdings Inc                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25646.50     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Veritex Holdings Inc                                      | Veritex Holdings Inc                                                                                       | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      1095 | NS      | $36715.35     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                   | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     46000 | PA      | $39169.43     | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25185 | PA      | $25200.48     | 0.01%             | 2045-01-25      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| Towne Bank/Portsmouth VA                                  | Towne Bank/Portsmouth VA                                                                                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |       228 | NS      | $7881.96      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CH        |         1 | NC      | $-73.46       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LBM ACQUISITION LLC                                       | LBM Acquisition LLC 2024 Incremental Term Loan B                                                           | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      9850 | PA      | $9595.19      | 0.00%             | 2031-06-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      5757 | NS      | $53152.85     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                                                      | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40510.27     | 0.02%             | 2030-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      7520 | NS      | $3344294.40   | 1.55%             |  |  |  | No            | 1                  | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                  | Apollo Commercial Real Estate Finance Inc                                                                  | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |     35000 | PA      | $33635.44     | 0.02%             | 2029-06-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      2551 | NS      | $123289.83    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                  | Viper Energy Partners LLC                                                                                  | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8059.65      | 0.00%             | 2030-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                                    | WESCO Distribution Inc                                                                                     | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5147.91      | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Inpex Corp                                                | Inpex Corp                                                                                                 | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     19900 | NS      | $359689.62    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| NMI Holdings Inc                                          | NMI Holdings Inc                                                                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       691 | NS      | $26492.94     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                                                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      3252 | NS      | $110760.55    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Water Products Inc                                | Mueller Water Products Inc                                                                                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |       367 | NS      | $9365.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mahindra & Mahindra Ltd                                   | Mahindra & Mahindra Ltd                                                                                    | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |      4957 | NS      | $191773.11    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Reddit Inc                                                | Reddit Inc                                                                                                 | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |       562 | NS      | $129254.38    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       297 | NS      | $120341.43    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                           | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34349.40     | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp                                          | IRB Holding Corp 2024 1st Lien Term Loan B                                                                 | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     14603 | PA      | $14602.95     | 0.01%             | 2027-12-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $-93.21       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                    | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11342.80     | 0.01%             | 2031-01-08      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| OSAIC HOLDINGS INC                                        | Osaic Holdings Inc                                                                                         | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15492.54     | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INC                                            | Transocean International Ltd                                                                               | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $25409.67     | 0.01%             | 2038-03-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Replimune Group Inc                                       | Replimune Group Inc                                                                                        | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      1471 | NS      | $6163.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MILLROSE PROPERTIES INC                                   | Millrose Properties Inc                                                                                    | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $50849.50     | 0.02%             | 2030-08-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Innospec Inc                                              | Innospec Inc                                                                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       233 | NS      | $17978.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EASTERN ENERGY GAS                                        | Eastern Energy Gas Holdings LLC                                                                            | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6896.43      | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                                                                      | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      4400 | NS      | $46642.19     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                                                                      | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      1146 | NS      | $122369.88    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BERRY GLOBAL INC                                          | Berry Global Inc                                                                                           | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29741.55     | 0.01%             | 2026-01-15      | Fixed         | 1.57%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                                            | Brunswick Corp/DE                                                                                          | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     32000 | PA      | $25656.92     | 0.01%             | 2052-04-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| TIM SA/Brazil                                             | TIM SA/Brazil                                                                                              | CUSIP: 000000000<br>LEI: 529900QI0CH1DN5ZCS77 | Long             | EC               | CORP              | BR        |     48500 | NS      | $214148.15    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Bath & Body Works Inc                                     | Bath & Body Works Inc                                                                                      | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41600.88     | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     15000 | PA      | $15057.38     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      3477 | NS      | $228550.04    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Phreesia Inc                                              | Phreesia Inc                                                                                               | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      1019 | NS      | $23966.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHERN POWER CO                                         | Southern Power Co                                                                                          | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9939.70      | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Meritz Financial Group Inc                                | Meritz Financial Group Inc                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       746 | NS      | $60347.81     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                    | EquipmentShare.com Inc                                                                                     | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16194.66     | 0.01%             | 2032-05-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| Enterprise Financial Services Corp                        | Enterprise Financial Services Corp                                                                         | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       419 | NS      | $24293.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP    | Cia de Saneamento Basico do Estado de Sao Paulo SABESP                                                     | CUSIP: 000000000<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |      5400 | NS      | $134100.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Anywhere Real Estate Inc                                  | Anywhere Real Estate Inc                                                                                   | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      1927 | NS      | $20406.93     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2015-C1 Commercial Mortgage Trust                                                                    | CUSIP: 126281BF0<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     34000 | PA      | $30872.34     | 0.01%             | 2050-04-15      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                                               | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29717.44     | 0.01%             | 2027-07-26      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                          | Berry Global Inc                                                                                           | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46497.39     | 0.02%             | 2027-01-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                  | Clear Channel Outdoor Holdings Inc                                                                         | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10500.26     | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26146.92     | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SERVICE CORP INTL                                         | Service Corp International/US                                                                              | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4632.84      | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Safe Bulkers Inc                                          | Safe Bulkers Inc                                                                                           | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |      1292 | NS      | $5736.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banner Corp                                               | Banner Corp                                                                                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       133 | NS      | $8711.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corp                                                 | PG&E Corp                                                                                                  | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      8066 | NS      | $121635.28    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| 7-ELEVEN INC                                              | 7-Eleven Inc                                                                                               | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     68000 | PA      | $63581.70     | 0.03%             | 2028-02-10      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| CONTRA SAGE THERAPEUTI                                    | CONTRA SAGE THERAPEUTI                                                                                     | CUSIP: 786CVR019<br>LEI: 5493000JX4BJS9W6CN35 | N/A              | DE               |  | US        |      2828 | NS      | $509.04       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                                              | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      6538 | NS      | $264436.24    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| GEO Group Inc/The                                         | GEO Group Inc/The                                                                                          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |       335 | NS      | $6864.15      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CD Commercial Mortgage Trust                              | CD 2016-CD1 Mortgage Trust                                                                                 | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222833 | PA      | $756.14       | 0.00%             | 2049-08-10      | Variable      | 1.47%                 | No            | 2                  | On Loan: No      |
| SCIH SALT HOLDINGS INC                                    | SCIH Salt Holdings Inc                                                                                     | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29316.25     | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BorgWarner Inc                                            | BorgWarner Inc                                                                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      2869 | NS      | $126121.24    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Curbline Properties Corp                                  | Curbline Properties Corp                                                                                   | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |       693 | NS      | $15453.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brightstar Lottery PLC                                    | Brightstar Lottery PLC                                                                                     | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |      2319 | NS      | $40002.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) DEC25                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        18 | NC      | $-2109.37     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| H2O America                                               | H2O America                                                                                                | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       181 | NS      | $8814.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                                            | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44987.39     | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                                             | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50104.39     | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $222626.56    | 0.10%             | 2051-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-UBS4 Mortgage Trust                                                                              | CUSIP: 12591QAT9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     53712 | PA      | $51107.31     | 0.02%             | 2047-08-10      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS                                     | Dick's Sporting Goods Inc                                                                                  | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22335.58     | 0.01%             | 2052-01-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       901 | NS      | $120679.94    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EAFE DEC25                                                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        17 | NC      | $-9086.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET GRP/JSG FIN                                   | Jane Street Group / JSG Finance Inc                                                                        | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55745.75     | 0.03%             | 2032-11-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Bandai Namco Holdings Inc                                 | Bandai Namco Holdings Inc                                                                                  | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      3800 | NS      | $126551.04    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E CORP                                                 | PG&E Corp                                                                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       277 | NS      | $10908.26     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       546 | NS      | $128752.26    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Veralto Corp                                              | Veralto Corp                                                                                               | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1160 | NS      | $123667.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      1664 | NS      | $118227.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TXNM Energy Inc                                           | TXNM Energy Inc                                                                                            | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       147 | NS      | $8312.85      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED MXN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |         1 | NC      | $195.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                                            | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5198.90      | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Murphy Oil Corp                                           | Murphy Oil Corp                                                                                            | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      1143 | NS      | $32472.63     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                            | CUSIP: 3140NUCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40000 | PA      | $41308.10     | 0.02%             | 2028-12-01      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                  | South Bow USA Infrastructure Holdings LLC                                                                  | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18096.74     | 0.01%             | 2034-10-01      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                  | Builders FirstSource Inc                                                                                   | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15451.59     | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                            | CUSIP: 31371MXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2666 | PA      | $2822.39      | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                         | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22831.01     | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD INR                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $3974.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HUDBAY MINERALS INC                                       | Hudbay Minerals Inc                                                                                        | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20163.23     | 0.01%             | 2029-04-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Heritage Commerce Corp                                    | Heritage Commerce Corp                                                                                     | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |       764 | NS      | $7586.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 30711XCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       686 | PA      | $696.58       | 0.00%             | 2028-10-25      | Floating      | 10.37%                | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED ILS / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |         1 | NC      | $47.96        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Paylocity Holding Corp                                    | Paylocity Holding Corp                                                                                     | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       738 | NS      | $117541.26    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD BRL                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-775.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CommScope Holding Co Inc                                  | CommScope Holding Co Inc                                                                                   | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       821 | NS      | $12709.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                                           | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     23000 | PA      | $23330.39     | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Albany International Corp                                 | Albany International Corp                                                                                  | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       140 | NS      | $7462.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                    | MIWD Holdco II LLC / MIWD Finance Corp                                                                     | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24352.83     | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks Inc                                                                                        | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      4677 | NS      | $681485.67    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC Trust 2016-NXSR                                                                                       | CUSIP: 12594PAZ4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     54000 | PA      | $52767.86     | 0.02%             | 2049-12-15      | Variable      | 4.05%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                              | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22647.96     | 0.01%             | 2039-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                              | Novelis Corp                                                                                               | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30310.07     | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                                  | FMC Corp                                                                                                   | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68599.96     | 0.03%             | 2055-11-01      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| Antero Midstream Corp                                     | Antero Midstream Corp                                                                                      | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6560 | NS      | $127526.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                                                       | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $27782.18     | 0.01%             | 2039-07-24      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| Tango Therapeutics Inc                                    | Tango Therapeutics Inc                                                                                     | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1132 | NS      | $9508.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan Inc                                                                                          | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13953.47     | 0.01%             | 2032-01-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                        | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20924.19     | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                                                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       124 | NS      | $94010.60     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                                  | Sinclair Television Group Inc                                                                              | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56444.85     | 0.03%             | 2033-02-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| SLM Corp                                                  | SLM Corp                                                                                                   | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |      4457 | NS      | $123369.76    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sterling Infrastructure Inc                               | Sterling Infrastructure Inc                                                                                | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       206 | NS      | $69974.08     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                                                   | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      3629 | NS      | $128865.79    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                  | Huntsman International LLC                                                                                 | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64120.70     | 0.03%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CareDx Inc                                                | CareDx Inc                                                                                                 | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |       546 | NS      | $7938.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA Inc                                                   | HCA Inc                                                                                                    | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3005.49      | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Cal-Maine Foods Inc                                       | Cal-Maine Foods Inc                                                                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       493 | NS      | $46391.30     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Prothena Corp PLC                                         | Prothena Corp PLC                                                                                          | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      1136 | NS      | $11087.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                  | International Flavors & Fragrances Inc                                                                     | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38132.01     | 0.02%             | 2028-09-26      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Teekay Tankers Ltd                                        | Teekay Tankers Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |       765 | NS      | $38670.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16517 | PA      | $16537.67     | 0.01%             | 2045-02-25      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| TechnipFMC PLC                                            | TechnipFMC PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     16998 | NS      | $670571.10    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                   | Royal Caribbean Cruises Ltd                                                                                | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     15000 | PA      | $15295.19     | 0.01%             | 2031-09-30      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                                                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      4545 | NS      | $128668.95    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Korn Ferry                                                | Korn Ferry                                                                                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       338 | NS      | $23653.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                                                                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2636 | NS      | $2099178.60   | 0.98%             |  |  |  | No            | 1                  | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                 | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10151.20     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Ciena Corp                                                | Ciena Corp                                                                                                 | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       955 | NS      | $139114.85    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ATHENE HOLDING LTD                                        | Athene Holding Ltd                                                                                         | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11214.36     | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                 | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     46000 | PA      | $44093.33     | 0.02%             | 2029-02-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                                                           | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      3538 | NS      | $166729.23    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Preferred Bank/Los Angeles CA                             | Preferred Bank/Los Angeles CA                                                                              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       237 | NS      | $21422.43     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                                        | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83078.01     | 0.04%             | 2032-03-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| PetroChina Co Ltd                                         | PetroChina Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |    226000 | NS      | $205614.27    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                           | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32040.68     | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MAGNERA CORP                                              | Magnera Corp                                                                                               | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9409.80      | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                                                                   | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       601 | NS      | $80156.67     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Wyeth LLC                                                 | Wyeth LLC                                                                                                  | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8665.56      | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                                                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      2846 | NS      | $111620.12    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       390 | NS      | $358909.20    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                  | Chobani LLC / Chobani Finance Corp Inc                                                                     | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31282.41     | 0.01%             | 2029-07-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                           | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34635.00     | 0.02%             | 2033-03-22      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Stoke Therapeutics Inc                                    | Stoke Therapeutics Inc                                                                                     | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      1273 | NS      | $29915.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20464 | PA      | $20486.67     | 0.01%             | 2045-05-25      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                   | Royal Caribbean Cruises Ltd                                                                                | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      5000 | PA      | $5162.09      | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Curtiss-Wright Corp                                       | Curtiss-Wright Corp                                                                                        | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       247 | NS      | $134106.18    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ATI INC                                                   | ATI Inc                                                                                                    | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30057.36     | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                          | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5146.68      | 0.00%             | 2027-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                                              | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30332.49     | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                    | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |     58962 | PA      | $58999.25     | 0.03%             | 2045-01-25      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                  | First-Citizens Bank & Trust Co                                                                             | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41501.87     | 0.02%             | 2028-03-09      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                               | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9966.91      | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PotlatchDeltic Corp                                       | PotlatchDeltic Corp                                                                                        | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |       192 | NS      | $7824.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31044.66     | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd                                                                                    | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      3593 | NS      | $48952.48     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                            | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    506564 | PA      | $426873.12    | 0.20%             | 2041-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Cathay General Bancorp                                    | Cathay General Bancorp                                                                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       893 | NS      | $42872.93     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                              | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22952.73     | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Urban Edge Properties                                     | Urban Edge Properties                                                                                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |      1839 | NS      | $37644.33     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                    | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37100.27     | 0.02%             | 2029-01-16      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                               | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $36.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kuaishou Technology                                       | Kuaishou Technology                                                                                        | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | KY        |      7200 | NS      | $78273.44     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                                                                    | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       342 | NS      | $118420.92    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Louisiana-Pacific Corp                                    | Louisiana-Pacific Corp                                                                                     | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      1308 | NS      | $116202.72    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                  | South Bow USA Infrastructure Holdings LLC                                                                  | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33378.83     | 0.02%             | 2029-10-01      | Fixed         | 5.03%                 | No            | 2                  | On Loan: No      |
| G-III Apparel Group Ltd                                   | G-III Apparel Group Ltd                                                                                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       391 | NS      | $10404.51     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dexcom Inc                                                | Dexcom Inc                                                                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1644 | NS      | $110624.76    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| MEDLINE BORROWER LP                                       | Medline Borrower LP                                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29740.60     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                        | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10879.38     | 0.01%             | 2026-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                                                  | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      6702 | NS      | $471637.14    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                                                       | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9117.33      | 0.00%             | 2039-10-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    290000 | NS      | $314150.05    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Komatsu Ltd                                               | Komatsu Ltd                                                                                                | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      1300 | NS      | $45359.57     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      5138 | NS      | $388900.60    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| CoreCivic Inc                                             | CoreCivic Inc                                                                                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |       596 | NS      | $12128.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| POST HOLDINGS INC                                         | Post Holdings Inc                                                                                          | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16830.00     | 0.01%             | 2027-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                            | CUSIP: 3140KLLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    890536 | PA      | $724512.14    | 0.34%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                  | Weekley Homes LLC / Weekley Finance Corp                                                                   | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19582.33     | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED GBP / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $-120.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SEMPRA                                                    | Sempra                                                                                                     | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21888.11     | 0.01%             | 2033-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| General Electric Co                                       | General Electric Co                                                                                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       611 | NS      | $183801.02    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD BUILDING SOLUTI                                  | Standard Building Solutions Inc                                                                            | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25650.53     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                                               | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       343 | NS      | $39856.31     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                     | Ahead DB Holdings LLC                                                                                      | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5001.11      | 0.00%             | 2028-05-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |         1 | NC      | $976.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deere & Co                                                | Deere & Co                                                                                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       266 | NS      | $121631.16    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED PLN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |         1 | NC      | $2.22         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                                                  | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       241 | NS      | $171535.21    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                                     | McGraw-Hill Education Inc                                                                                  | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36363.22     | 0.02%             | 2031-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                  | TGNR Intermediate Holdings LLC                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34249.06     | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GRAY MEDIA INC                                            | Gray Media Inc                                                                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35757.33     | 0.02%             | 2032-07-15      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                                                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1340 | NS      | $127929.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                                                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     12848 | NS      | $1058289.76   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                                           | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     14000 | PA      | $13854.50     | 0.01%             | 2027-09-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                  | Discovery Communications LLC                                                                               | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24062.50     | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Apple Hospitality REIT Inc                                | Apple Hospitality REIT Inc                                                                                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |       590 | NS      | $7085.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aflac Inc                                                 | Aflac Inc                                                                                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1169 | NS      | $130577.30    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-347.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)DEC25                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -33 | NC      | $-20109.21    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Taylor Morrison Home Corp                                 | Taylor Morrison Home Corp                                                                                  | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       762 | NS      | $50299.62     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| F5 Inc                                                    | F5 Inc                                                                                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       391 | NS      | $126367.29    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1028 | NS      | $127215.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Credo Technology Group Holding Ltd                        | Credo Technology Group Holding Ltd                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       648 | NS      | $94355.28     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                             | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    166000 | PA      | $169576.96    | 0.08%             | 2029-02-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                       | CDW LLC / CDW Finance Corp                                                                                 | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23944.53     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                                                 | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4527.84      | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                  | Transocean Titan Financing Ltd                                                                             | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     12143 | PA      | $12441.60     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Northwest Bancshares Inc                                  | Northwest Bancshares Inc                                                                                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       649 | NS      | $8041.11      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                                                 | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      1045 | NS      | $438487.96    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Ambarella Inc                                             | Ambarella Inc                                                                                              | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |       590 | NS      | $48686.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                               | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20452.74     | 0.01%             | 2030-06-20      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Snowflake Inc                                             | Snowflake Inc                                                                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       738 | NS      | $166455.90    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| AerCap Holdings NV                                        | AerCap Holdings NV                                                                                         | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |       800 | NS      | $96800.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                    | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     51000 | PA      | $51430.44     | 0.02%             | 2041-11-25      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6388 | NS      | $4691219.44   | 2.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      5252 | NS      | $133820.96    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                                                                  | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      2700 | NS      | $373820.87    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       445 | NS      | $124408.65    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI PROPERTIES / NOTE                                    | VICI Properties LP / VICI Note Co Inc                                                                      | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     28000 | PA      | $27337.49     | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                                    | CenterPoint Energy Resources Corp                                                                          | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21679.81     | 0.01%             | 2034-07-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                                                    | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     11623 | NS      | $218540.55    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| nLight Inc                                                | nLight Inc                                                                                                 | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       494 | NS      | $14637.22     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores Inc                                                                                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       834 | NS      | $127093.26    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CACI INTERNATIONAL INC                                    | CACI International Inc                                                                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30946.52     | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TMS INTERNATIONAL CORP                                    | TMS International Corp/DE                                                                                  | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24243.05     | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp Japan                                         | Oracle Corp Japan                                                                                          | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |       700 | NS      | $71474.46     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                         | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19590.26     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                                                  | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28411.54     | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                   | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20288.52     | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      4696 | NS      | $191780.62    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     35000 | PA      | $35876.26     | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      2706 | NS      | $118928.70    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     16714 | NS      | $470367.04    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Associated British Foods PLC                              | Associated British Foods PLC                                                                               | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |      8830 | NS      | $243565.73    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       429 | NS      | $120651.96    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| North Texas Tollway Authority                             | N TX TOLLWAY AUTH REVENUE                                                                                  | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27847.51     | 0.01%             | 2049-01-01      | Fixed         | 6.72%                 | No            | 2                  | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                                               | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      2473 | NS      | $123791.35    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD BUILDING SOLUTI                                  | Standard Building Solutions Inc                                                                            | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25334.63     | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                  | Graham Packaging Co Inc                                                                                    | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30053.31     | 0.01%             | 2028-08-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| RTX Corp                                                  | RTX Corp                                                                                                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       782 | NS      | $130852.06    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Carter's Inc                                              | Carter's Inc                                                                                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       961 | NS      | $27119.42     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                          | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81856.36     | 0.04%             | 2026-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SERVICENOW INC                                            | ServiceNow Inc                                                                                             | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30649.12     | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                                                                                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1544 | NS      | $120076.88    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                    | PURCHASED MXN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |         1 | NC      | $279.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                             | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15021.09     | 0.01%             | 2056-03-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                              | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11906.69     | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED GBP / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-713.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Perimeter Solutions Inc                                   | Perimeter Solutions Inc                                                                                    | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2105 | NS      | $47130.95     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Globe Life Inc                                            | Globe Life Inc                                                                                             | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      2285 | NS      | $326686.45    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                                                    | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      3446 | NS      | $60144.55     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MAGNERA CORP                                              | Magnera Corp                                                                                               | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8853.03      | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| UFP Industries Inc                                        | UFP Industries Inc                                                                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       414 | NS      | $38704.86     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1554.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Arlo Technologies Inc                                     | Arlo Technologies Inc                                                                                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      1385 | NS      | $23475.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2019-C50                                                             | CUSIP: 95001XBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $46889.47     | 0.02%             | 2052-05-15      | Fixed         | 4.19%                 | No            | 2                  | On Loan: No      |
| National Bank Holdings Corp                               | National Bank Holdings Corp                                                                                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       230 | NS      | $8887.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     38000 | PA      | $42009.13     | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                             | Boeing Co/The                                                                                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       560 | NS      | $120864.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SEAGATE DATA STOR                                         | Seagate Data Storage Technology Pte Ltd                                                                    | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     25000 | PA      | $25435.40     | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Rigetti Computing Inc                                     | Rigetti Computing Inc                                                                                      | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |       520 | NS      | $15490.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                  | Live Nation Entertainment Inc                                                                              | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10092.51     | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Central Pacific Financial Corp                            | Central Pacific Financial Corp                                                                             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       493 | NS      | $14957.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                                                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3330 | NS      | $1057841.10   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD BRL                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1352.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                                     | Directv Financing LLC                                                                                      | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19834.20     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| MATTEL INC                                                | Mattel Inc                                                                                                 | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4964.11      | 0.00%             | 2026-04-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                  | Clarios Global LP / Clarios US Finance Co                                                                  | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     15000 | PA      | $15332.40     | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings Inc                                                                                   | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       285 | NS      | $139758.30    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MTN Group Ltd                                             | MTN Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |      8130 | NS      | $68259.99     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BioMerieux                                                | BioMerieux                                                                                                 | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |       505 | NS      | $67471.52     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hancock Whitney Corp                                      | Hancock Whitney Corp                                                                                       | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       792 | NS      | $49587.12     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| GE Vernova Inc                                            | GE Vernova Inc                                                                                             | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      2143 | NS      | $1317730.70   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| VITAL ENERGY INC                                          | Vital Energy Inc                                                                                           | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24268.43     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Ubiquiti Inc                                              | Ubiquiti Inc                                                                                               | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       208 | NS      | $137400.64    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NEXSTAR MEDIA INC                                         | Nexstar Media Inc                                                                                          | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14640.63     | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust 2014-C23                                                        | CUSIP: 46643ABK8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     97000 | PA      | $93885.91     | 0.04%             | 2047-09-15      | Variable      | 4.69%                 | No            | 2                  | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                                                                                | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8341.14      | 0.00%             | 2035-06-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MXN                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-68.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                     | REPO BANK AMERICA                                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 1.86%             |  |  |  | No            | N/A                | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                                                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       625 | NS      | $134156.25    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Steel Corp                                  | United States Steel Corp                                                                                   | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10364.49     | 0.00%             | 2037-06-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Hyster-Yale Inc                                           | Hyster-Yale Inc                                                                                            | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220 | NS      | $8109.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5876.75      | 0.00%             | 2026-08-10      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| UNDER ARMOUR INC                                          | Under Armour Inc                                                                                           | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14981.46     | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                  | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                       | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19574.39     | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                                  | Flex Ltd                                                                                                   | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     33000 | PA      | $33832.87     | 0.02%             | 2032-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $64223.44     | 0.03%             | 2052-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Proto Labs Inc                                            | Proto Labs Inc                                                                                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       258 | NS      | $12907.74     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       823 | NS      | $129178.08    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cencora Inc                                               | Cencora Inc                                                                                                | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       424 | NS      | $132512.72    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| KENVUE INC                                                | Kenvue Inc                                                                                                 | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5072.18      | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| ZipRecruiter Inc                                          | ZipRecruiter Inc                                                                                           | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |      1857 | NS      | $7836.54      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED SEK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $-940.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DirecTV Financing LLC                                     | DirecTV Financing LLC 2024 Term Loan                                                                       | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23098 | PA      | $23120.63     | 0.01%             | 2029-08-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                           | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8806.19      | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| California Water Service Group                            | California Water Service Group                                                                             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       182 | NS      | $8351.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc                | Apollo Commercial Real Estate Finance Inc 2025 Term Loan B                                                 | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |      2992 | PA      | $3011.20      | 0.00%             | 2030-06-13      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                                      | Taylor Morrison Communities Inc                                                                            | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19936.01     | 0.01%             | 2030-08-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Puma Biotechnology Inc                                    | Puma Biotechnology Inc                                                                                     | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1669 | NS      | $8862.39      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Heidelberg Materials AG                                   | Heidelberg Materials AG                                                                                    | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       536 | NS      | $120540.72    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Euronext NV                                               | Euronext NV                                                                                                | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |       791 | NS      | $118313.08    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                  | Solstice Advanced Materials Inc                                                                            | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35115.64     | 0.02%             | 2033-09-30      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                                                 | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12348.29     | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                         | Brown & Brown Inc                                                                                          | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13329.15     | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Option Care Health Inc                                    | Option Care Health Inc                                                                                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       700 | NS      | $19432.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     59000 | PA      | $47252.69     | 0.02%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                           | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17695.40     | 0.01%             | 2029-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                                   | Jefferies Financial Group Inc                                                                              | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18074.34     | 0.01%             | 2034-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Spirit AeroSystems Inc                                    | Spirit AeroSystems Inc                                                                                     | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39948.65     | 0.02%             | 2028-06-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      3750 | PA      | $3751.65      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                                                                   | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       108 | NS      | $264119.13    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      2602 | NS      | $239960.81    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyworks Solutions Inc                                    | Skyworks Solutions Inc                                                                                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       787 | NS      | $60583.26     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| IMOLA MERGER CORP                                         | Imola Merger Corp                                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24315.62     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Mitsubishi Electric Corp                                  | Mitsubishi Electric Corp                                                                                   | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     14900 | NS      | $383167.33    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties Inc                                       | VICI Properties Inc                                                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      3780 | NS      | $123265.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSOCEAN INC                                            | Transocean International Ltd                                                                               | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      7500 | PA      | $7891.28      | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT DEC25                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -5 | NC      | $-14806.40    | -0.01%            |  |  |  | No            | N/A                | On Loan: No      |
| Domo Inc                                                  | Domo Inc                                                                                                   | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |      1798 | NS      | $28480.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14992.64     | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HK        |         1 | NC      | $19.91        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                                              | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     16293 | NS      | $147578.76    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                  | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                                                   | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16192.04     | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ENEOS Holdings Inc                                        | ENEOS Holdings Inc                                                                                         | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     36800 | NS      | $233886.60    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| OSHKOSH CORP                                              | Oshkosh Corp                                                                                               | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7544.73      | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                         | Clean Harbors Inc                                                                                          | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10240.34     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                             | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36162.99     | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-UBS4 Mortgage Trust                                                                              | CUSIP: 12591QAS1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    114293 | PA      | $396.02       | 0.00%             | 2047-08-10      | Variable      | 0.90%                 | No            | 2                  | On Loan: No      |
| Accton Technology Corp                                    | Accton Technology Corp                                                                                     | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |      2000 | NS      | $68574.05     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alamo Group Inc                                           | Alamo Group Inc                                                                                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |        46 | NS      | $8781.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ONESKY FLIGHT LLC                                         | OneSky Flight LLC                                                                                          | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31546.59     | 0.01%             | 2029-12-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                                                     | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      1586 | NS      | $70422.52     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Itron Inc                                                 | Itron Inc                                                                                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       372 | NS      | $46336.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MADISON IAQ LLC                                           | Madison IAQ LLC                                                                                            | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9759.61      | 0.00%             | 2028-06-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CONTRA ICOSAVAX INC                                       | CONTRA ICOSAVAX INC                                                                                        | CUSIP: 451CVR021<br>LEI: N/A                  | N/A              | DE               |  | US        |       535 | NS      | $165.85       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                               | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13818.47     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                                                | CUSIP: 61690FAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $42244.20     | 0.02%             | 2048-04-15      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                  | Sensata Technologies Inc                                                                                   | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36915.15     | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| JB Hunt Transport Services Inc                            | JB Hunt Transport Services Inc                                                                             | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       867 | NS      | $116325.39    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                                                   | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      2196 | NS      | $304100.49    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group Inc                                                                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      2420 | NS      | $128647.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     74650 | NS      | $381106.05    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED PLN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |         1 | NC      | $-28.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United Natural Foods Inc                                  | United Natural Foods Inc                                                                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       304 | NS      | $11436.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group Inc                                                                                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      6263 | NS      | $1175377.21   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| KENVUE INC                                                | Kenvue Inc                                                                                                 | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66076.26     | 0.03%             | 2033-03-22      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Tennant Co                                                | Tennant Co                                                                                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       101 | NS      | $8187.06      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                           | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $39138.42     | 0.02%             | 2033-12-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                  | Teachers Insurance & Annuity Association of America                                                        | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     16000 | PA      | $18324.81     | 0.01%             | 2039-12-16      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| ACI Worldwide Inc                                         | ACI Worldwide Inc                                                                                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       450 | NS      | $23746.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                  | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                                 | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23242.83     | 0.01%             | 2030-03-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ROCKET SOFTWARE INC                                       | Rocket Software Inc                                                                                        | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19476.79     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Impinj Inc                                                | Impinj Inc                                                                                                 | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       278 | NS      | $50248.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Aramark Services Inc                                      | Aramark Services Inc                                                                                       | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24882.11     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Life360 Inc                                               | Life360 Inc                                                                                                | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |       123 | NS      | $13074.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HESS MIDSTREAM OPERATION                                  | Hess Midstream Operations LP                                                                               | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5156.68      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Samsung C&T Corp                                          | Samsung C&T Corp                                                                                           | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |       649 | NS      | $85389.26     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Seneca Foods Corp                                         | Seneca Foods Corp                                                                                          | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        76 | NS      | $8203.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                            | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25111.23     | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                     | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24776.99     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| CERDIA FINANZ GMBH                                        | Cerdia Finanz GmbH                                                                                         | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     20000 | PA      | $21175.00     | 0.01%             | 2031-10-03      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                  | Jefferson Capital Holdings LLC                                                                             | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31374.75     | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Zoom Communications Inc                                   | Zoom Communications Inc                                                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1493 | NS      | $123172.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| JONES DESLAURIERS INSURA                                  | Jones Deslauriers Insurance Management Inc                                                                 | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10506.10     | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                        | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    470000 | PA      | $450355.47    | 0.21%             | 2029-03-31      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| SCREEN Holdings Co Ltd                                    | SCREEN Holdings Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |      1200 | NS      | $109220.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                           | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31772.91     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD ILS                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-277.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Maplebear Inc                                             | Maplebear Inc                                                                                              | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2704 | NS      | $99399.04     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                         | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5525.05      | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                            | CUSIP: 31368HMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       847 | PA      | $896.50       | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Docusign Inc                                              | Docusign Inc                                                                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      1749 | NS      | $126085.41    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                                                   | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     45000 | PA      | $44500.12     | 0.02%             | 2035-10-13      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                   | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15346.01     | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                                                       | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       581 | NS      | $219831.92    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CINEMARK USA INC                                          | Cinemark USA Inc                                                                                           | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19889.63     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                                                            | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      7623 | NS      | $51637.08     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                    | iShares Core MSCI Emerging Markets ETF                                                                     | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |      4345 | NS      | $286422.40    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Abercrombie & Fitch Co                                    | Abercrombie & Fitch Co                                                                                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       484 | NS      | $41406.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED DKK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | DK        |         1 | NC      | $-0.26        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EXELON CORP                                               | Exelon Corp                                                                                                | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65830.09     | 0.03%             | 2029-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                                         | Hyatt Hotels Corp                                                                                          | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20450.34     | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PENN ENTERTAINMENT INC                                    | Penn Entertainment Inc                                                                                     | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24984.67     | 0.01%             | 2027-01-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                    | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     20665 | PA      | $20664.49     | 0.01%             | 2042-02-25      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                    | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $-85.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vir Biotechnology Inc                                     | Vir Biotechnology Inc                                                                                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3832 | NS      | $21880.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ARIS WATER HOLDINGS LLC                                   | Aris Water Holdings LLC                                                                                    | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26392.84     | 0.01%             | 2030-04-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                              | Novelis Corp                                                                                               | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20739.48     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                  | Hilcorp Energy I LP / Hilcorp Finance Co                                                                   | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21005.56     | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                            | CUSIP: 3138WH5S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37144 | PA      | $33567.27     | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $239600.00    | 0.11%             | 2049-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Intrepid Potash Inc                                       | Intrepid Potash Inc                                                                                        | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       259 | NS      | $7920.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BOMBARDIER INC                                            | Bombardier Inc                                                                                             | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15653.38     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       410 | NS      | $60406.98     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| White Cap Buyer LLC                                       | White Cap Buyer LLC 2024 Term Loan B                                                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     19333 | PA      | $19329.83     | 0.01%             | 2029-10-19      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                         | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46435.13     | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                    | Spirit AeroSystems Inc                                                                                     | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5266.10      | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                      | WR Grace Holdings LLC                                                                                      | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13942.47     | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                                                           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1242 | NS      | $135328.32    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2928 | PA      | $2926.00      | 0.00%             | 2044-09-25      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Fortescue Ltd                                             | Fortescue Ltd                                                                                              | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     19297 | NS      | $238521.63    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Sally Beauty Holdings Inc                                 | Sally Beauty Holdings Inc                                                                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |       774 | NS      | $12600.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       863 | NS      | $137182.48    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cimpress PLC                                              | Cimpress PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |       149 | NS      | $9392.96      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PROG Holdings Inc                                         | PROG Holdings Inc                                                                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |       793 | NS      | $25661.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty Inc                                                                                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       243 | NS      | $132860.25    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                              | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8095.54      | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD HUF                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-303.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Moog Inc                                                  | Moog Inc                                                                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |        42 | NS      | $8722.14      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       363 | NS      | $173205.45    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ACRISURE LLC / FIN INC                                    | Acrisure LLC / Acrisure Finance Inc                                                                        | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31252.50     | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Arvinas, Inc.                                             | Arvinas, Inc.                                                                                              | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4007 | NS      | $34139.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortress Intermediate 3, Inc                              | Fortress Intermediate 3 Inc 2025 Term Loan B                                                               | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     14888 | PA      | $14906.11     | 0.01%             | 2031-06-27      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Powell Industries Inc                                     | Powell Industries Inc                                                                                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |        35 | NS      | $10668.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                   | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15194.19     | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                                  | Constellation Energy Generation LLC                                                                        | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57873.93     | 0.03%             | 2028-03-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     56855 | NS      | $592345.27    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40617.95     | 0.02%             | 2027-01-30      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                  | Time Warner Cable Enterprises LLC                                                                          | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $83296.43     | 0.04%             | 2033-07-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp                                     | Tenet Healthcare Corp                                                                                      | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       651 | NS      | $132179.04    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings Inc                                                                                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      7760 | NS      | $696072.00    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| ABC SUPPLY CO INC                                         | American Builders & Contractors Supply Co Inc                                                              | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18975.83     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD DKK                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $8.59         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                                                                 | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |       298 | NS      | $38292.95     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HealthStream Inc                                          | HealthStream Inc                                                                                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       307 | NS      | $8669.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TEREX CORP                                                | Terex Corp                                                                                                 | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25467.40     | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                           | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5094.78      | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     11184 | NS      | $1860570.24   | 0.86%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd                                 | Alibaba Group Holding Ltd                                                                                  | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     23000 | NS      | $523133.66    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                       | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10369.83     | 0.00%             | 2031-11-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Natera Inc                                                | Natera Inc                                                                                                 | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       745 | NS      | $119922.65    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fresh Del Monte Produce Inc                               | Fresh Del Monte Produce Inc                                                                                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |       637 | NS      | $22116.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |         1 | NC      | $1299.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                                   | American Axle & Manufacturing Inc                                                                          | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19966.23     | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Microvast Holdings Inc                                    | Microvast Holdings Inc                                                                                     | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |     10343 | NS      | $39820.55     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MASTEC INC                                                | MasTec Inc                                                                                                 | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48147.07     | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                             | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8387.84      | 0.00%             | 2038-01-19      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Fidelis Insurance Holdings Ltd                            | Fidelis Insurance Holdings Ltd                                                                             | CUSIP: 000000000<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               | CORP              | BM        |       498 | NS      | $9038.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NOURYON FINANCE BV                                        | Nouryon Finance BV 2024 USD Term Loan B1                                                                   | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |     20643 | PA      | $20608.20     | 0.01%             | 2028-04-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ALLETE Inc                                                | ALLETE Inc                                                                                                 | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       172 | NS      | $11420.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dexko Global Inc                                          | DexKo Global Inc 2021 USD Term Loan B                                                                      | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |     14834 | PA      | $14555.42     | 0.01%             | 2028-10-04      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Virtus Investment Partners Inc                            | Virtus Investment Partners Inc                                                                             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       125 | NS      | $23753.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                                | Neurocrine Biosciences Inc                                                                                 | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      4845 | NS      | $680141.10    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                              | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35502.79     | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                                        | Ally Financial Inc                                                                                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      2970 | NS      | $116424.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SK Hynix Inc                                              | SK Hynix Inc                                                                                               | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       512 | NS      | $126809.45    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED SGD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SG        |         1 | NC      | $-80.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Asics Corp                                                | Asics Corp                                                                                                 | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      4400 | NS      | $115203.03    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Hecla Mining Co                                           | Hecla Mining Co                                                                                            | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      2770 | NS      | $33517.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust Inc                                                                          | CUSIP: 17307GQZ4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      2743 | PA      | $2706.78      | 0.00%             | 2035-05-25      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| NEXTracker Inc                                            | NEXTracker Inc                                                                                             | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       449 | NS      | $33221.51     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                  | International Flavors & Fragrances Inc                                                                     | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7158.12      | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Exelixis Inc                                              | Exelixis Inc                                                                                               | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     13469 | NS      | $556269.70    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        31 | NS      | $132997.44    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                        | Long: 99QY019X7 TRS USD R E RJHI AB B12LZH9 / Short: 99QY019X7 TRS USD P V 00MSOFR SOFRRATE+1 PERCENT      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    230716 | OU      | $9913.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                         | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2118.31      | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                  | Univision Communications Inc                                                                               | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21313.34     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| LEVI STRAUSS & CO                                         | Levi Strauss & Co                                                                                          | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27853.06     | 0.01%             | 2031-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ADT Inc                                                   | ADT Inc                                                                                                    | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14367 | NS      | $125136.57    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PubMatic Inc                                              | PubMatic Inc                                                                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       977 | NS      | $8089.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Webster Financial Corp                                    | Webster Financial Corp                                                                                     | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2040 | NS      | $121257.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Kodiak Gas Services Inc                                   | Kodiak Gas Services Inc                                                                                    | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       216 | NS      | $7985.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                                                        | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     76000 | PA      | $74946.38     | 0.03%             | 2027-01-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                  | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       364 | NS      | $232224.40    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                                                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       239 | NS      | $117408.75    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                            | CUSIP: 31410CQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       298 | PA      | $308.33       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                              | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4339.23      | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                  | Outfront Media Capital LLC / Outfront Media Capital Corp                                                   | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15824.15     | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |         1 | NC      | $75.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                                         | Hyatt Hotels Corp                                                                                          | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25640.40     | 0.01%             | 2029-06-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                   | Global Partners LP / GLP Finance Corp                                                                      | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40999.32     | 0.02%             | 2033-07-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| BrightSpire Capital Inc                                   | BrightSpire Capital Inc                                                                                    | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               |  | US        |      2118 | NS      | $11500.74     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                                                 | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41995.60     | 0.02%             | 2029-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SOUTHERN POWER CO                                         | Southern Power Co                                                                                          | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14793.01     | 0.01%             | 2035-10-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       132 | NS      | $142375.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Glencore PLC                                              | Glencore PLC                                                                                               | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     27880 | NS      | $128085.64    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 30711XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15735 | PA      | $15994.51     | 0.01%             | 2030-02-25      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     25000 | PA      | $23560.59     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp                                                                                      | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       209 | NS      | $127347.88    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20907.24     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                            | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143910 | PA      | $130052.72    | 0.06%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                                            | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     18146 | NS      | $150034.48    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajinomoto Co Inc                                          | Ajinomoto Co Inc                                                                                           | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      3000 | NS      | $86134.50     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GGAM FINANCE LTD                                          | GGAM Finance Ltd                                                                                           | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $10234.64     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5306.23      | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       181 | NS      | $139829.74    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                  | RHP Hotel Properties LP / RHP Finance Corp                                                                 | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     15000 | PA      | $15448.35     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                   | Royal Caribbean Cruises Ltd                                                                                | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     40000 | PA      | $41019.27     | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOG                            | SEAGATE DATA STORAGE TECHNOLOG                                                                             | CUSIP: 81180LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     10000 | PA      | $8661.39      | 0.00%             | 2029-07-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                   | American Airlines Inc 2025 Term Loan                                                                       | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |     28456 | PA      | $28400.58     | 0.01%             | 2028-04-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                                      | Kraft Heinz Foods Co                                                                                       | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11157.05     | 0.01%             | 2039-01-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CARLISLE COS INC                                          | Carlisle Cos Inc                                                                                           | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5060.50      | 0.00%             | 2035-09-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                         | CUSIP: 36202EPN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       974 | PA      | $1044.96      | 0.00%             | 2037-09-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Verisk Analytics Inc                                      | Verisk Analytics Inc                                                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       456 | NS      | $114688.56    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung Heavy Industries Co Ltd                           | Samsung Heavy Industries Co Ltd                                                                            | CUSIP: 000000000<br>LEI: 988400OSK0T9LDTWNC20 | Long             | EC               | CORP              | KR        |      4112 | NS      | $64183.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Berry Corp                                                | Berry Corp                                                                                                 | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2506 | NS      | $9472.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tapestry Inc                                              | Tapestry Inc                                                                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1177 | NS      | $133259.94    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Keysight Technologies Inc                                 | Keysight Technologies Inc                                                                                  | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       734 | NS      | $128391.28    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                                              | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20722.70     | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| RAIN CARBON INC                                           | Rain Carbon Inc                                                                                            | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21417.36     | 0.01%             | 2029-09-01      | Fixed         | 12.25%                | No            | 2                  | On Loan: No      |
| Beacon Financial Corp                                     | Beacon Financial Corp                                                                                      | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       382 | NS      | $9057.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hoshizaki Corp                                            | Hoshizaki Corp                                                                                             | CUSIP: 000000000<br>LEI: 5299001QAMLGU3SRBG20 | Long             | EC               | CORP              | JP        |      1000 | NS      | $37569.73     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Metals Co                                      | Commercial Metals Co                                                                                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       150 | NS      | $8592.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Airlines Holdings Inc                              | United Airlines Holdings Inc                                                                               | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1177 | NS      | $113580.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ROBLOX Corp                                               | ROBLOX Corp                                                                                                | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5639 | NS      | $781114.28    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                       | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21893.93     | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NexPoint Residential Trust Inc                            | NexPoint Residential Trust Inc                                                                             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |       252 | NS      | $8119.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LIGHT & WONDER INTL INC                                   | Light & Wonder International Inc                                                                           | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5199.79      | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                            | Bombardier Inc                                                                                             | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5300.16      | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                     | Quikrete Holdings Inc                                                                                      | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15595.41     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Life Time Group Holdings Inc                              | Life Time Group Holdings Inc                                                                               | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       282 | NS      | $7783.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                                                                     | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      3100 | NS      | $333601.80    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| IPALCO ENTERPRISES INC                                    | IPALCO Enterprises Inc                                                                                     | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40131.20     | 0.02%             | 2030-05-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                                     | Directv Financing LLC                                                                                      | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19754.43     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Indian Hotels Co Ltd/The                                  | Indian Hotels Co Ltd/The                                                                                   | CUSIP: 000000000<br>LEI: 33580076CH5SBY5HWA22 | Long             | EC               | CORP              | IN        |     14272 | NS      | $115846.10    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Rapid7 Inc                                                | Rapid7 Inc                                                                                                 | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      1993 | NS      | $37368.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-HQA3                                                                    | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |     13297 | PA      | $13448.31     | 0.01%             | 2043-11-25      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     37119 | NS      | $9451610.97   | 4.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Lantheus Holdings Inc                                     | Lantheus Holdings Inc                                                                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       621 | NS      | $31851.09     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| D.R. HORTON INC                                           | DR Horton Inc                                                                                              | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35399.03     | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Monarch Casino & Resort Inc                               | Monarch Casino & Resort Inc                                                                                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |        91 | NS      | $9631.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                                                        | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1743 | NS      | $170258.01    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Minerals Technologies Inc                                 | Minerals Technologies Inc                                                                                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       537 | NS      | $33358.44     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                  | Prime Security Services Borrower LLC / Prime Finance Inc                                                   | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29973.73     | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                   | Columbia Pipelines Operating Co LLC                                                                        | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $22217.04     | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| Korea Electric Power Corp                                 | Korea Electric Power Corp                                                                                  | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |      4195 | NS      | $107786.43    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Foundation Building Materials Holding Company LLC         | Foundation Building Materials Holding Company LLC 2024 Term Loan B2                                        | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |     24687 | PA      | $24708.75     | 0.01%             | 2031-01-29      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| WAYFAIR LLC                                               | Wayfair LLC                                                                                                | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41949.82     | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                 | Taiwan Semiconductor Manufacturing Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     31039 | NS      | $1329020.77   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| BOMBARDIER INC                                            | Bombardier Inc                                                                                             | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5225.91      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Inhibrx Biosciences Inc                                   | Inhibrx Biosciences Inc                                                                                    | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       322 | NS      | $10844.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UniFirst Corp/MA                                          | UniFirst Corp/MA                                                                                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |        48 | NS      | $8025.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4204 | PA      | $4289.66      | 0.00%             | 2028-08-25      | Floating      | 11.42%                | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD GBP                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $499.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KDDI Corp                                                 | KDDI Corp                                                                                                  | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     15700 | NS      | $250599.11    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| 7-ELEVEN INC                                              | 7-Eleven Inc                                                                                               | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6953.38      | 0.00%             | 2031-02-10      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10724 | PA      | $10791.11     | 0.01%             | 2045-03-25      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                                                         | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      1418 | NS      | $33612.39     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UltraTech Cement Ltd                                      | UltraTech Cement Ltd                                                                                       | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | EC               | CORP              | IN        |       804 | NS      | $110835.66    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Interface Inc                                             | Interface Inc                                                                                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       952 | NS      | $27550.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       224 | NS      | $125948.48    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Grindr Inc                                                | Grindr Inc                                                                                                 | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |       744 | NS      | $11174.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                                               | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10051.76     | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16956.52     | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                           | CUSIP: 3132A0QV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       464 | PA      | $474.84       | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| SkyWest Inc                                               | SkyWest Inc                                                                                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       494 | NS      | $49706.28     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NOVELIS CORP                                              | Novelis Corp                                                                                               | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13675.32     | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                                                    | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |      1459 | NS      | $142516.60    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Chewy Inc                                                 | Chewy Inc                                                                                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      3617 | NS      | $146307.65    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Corp                                      | First Financial Corp                                                                                       | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $7619.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6                                               | CUSIP: 46634SAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14974 | PA      | $14883.23     | 0.01%             | 2045-05-15      | Variable      | 5.13%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust 2025-7                                                                   | CUSIP: 16160AAZ2<br>LEI: 529900D1PFVOAYCPMB10 | Long             | ABS-MBS          | CORP              | US        |     23947 | PA      | $24005.89     | 0.01%             | 2056-05-25      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| PAYCHEX INC                                               | Paychex Inc                                                                                                | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46306.50     | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| INSULET CORPORATION                                       | Insulet Corp                                                                                               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5198.16      | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35846.44     | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $-623.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| fuboTV Inc                                                | fuboTV Inc                                                                                                 | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8594 | NS      | $35665.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AppLovin Corp                                             | AppLovin Corp                                                                                              | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       216 | NS      | $155204.64    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ENDO FINANCE HOLDINGS                                     | Endo Finance Holdings Inc                                                                                  | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $16093.04     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                                                                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      5638 | NS      | $1654753.00   | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                                   | Jefferies Financial Group Inc                                                                              | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45093.41     | 0.02%             | 2026-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BOYD GAMING CORP                                          | Boyd Gaming Corp                                                                                           | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33740.21     | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                   | Southern Co Gas Capital Corp                                                                               | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25073.00     | 0.01%             | 2034-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| New York Times Co/The                                     | New York Times Co/The                                                                                      | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      2145 | NS      | $123123.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                  | Cheniere Energy Partners LP                                                                                | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50836.64     | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FORTRESS INTERMEDIATE                                     | Fortress Intermediate 3 Inc                                                                                | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20940.82     | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16239 | PA      | $16660.37     | 0.01%             | 2042-06-25      | Floating      | 7.31%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                                               | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $28337.00     | 0.01%             | 2030-01-25      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $29.57        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Avista Corp                                               | Avista Corp                                                                                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       851 | NS      | $32176.31     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mid-America Apartment Communities Inc                     | Mid-America Apartment Communities Inc                                                                      | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |       861 | NS      | $120307.53    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                    | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22595.87     | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1171 | NS      | $121479.54    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                    | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |     49446 | PA      | $50431.06     | 0.02%             | 2042-06-25      | Floating      | 7.31%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED SEK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |         1 | NC      | $-1900.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre Inc                                                                                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        32 | NS      | $74782.08     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ArcelorMittal SA                                          | ArcelorMittal SA                                                                                           | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      1651 | NS      | $59274.98     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Apogee Enterprises Inc                                    | Apogee Enterprises Inc                                                                                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       423 | NS      | $18430.11     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac Stacr Remic Trust 2025-Dna3                                                                    | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |     57000 | PA      | $57035.63     | 0.03%             | 2045-09-25      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 30711XDA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40963 | PA      | $41765.37     | 0.02%             | 2029-01-25      | Floating      | 8.72%                 | No            | 2                  | On Loan: No      |
| ICICI Bank Ltd                                            | ICICI Bank Ltd                                                                                             | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     21325 | NS      | $323974.52    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Glaukos Corp                                              | Glaukos Corp                                                                                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       268 | NS      | $21855.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                  | Venture Global Calcasieu Pass LLC                                                                          | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78191.25     | 0.04%             | 2030-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Enova International Inc                                   | Enova International Inc                                                                                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       375 | NS      | $43158.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SUNOCO LP                                                 | SUNOCO LP                                                                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35624.48     | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Metropolitan Bank Holding Corp                            | Metropolitan Bank Holding Corp                                                                             | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $8753.94      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BOISE CASCADE COMPANY                                     | Boise Cascade Co                                                                                           | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29358.63     | 0.01%             | 2030-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Commvault Systems Inc                                     | Commvault Systems Inc                                                                                      | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       309 | NS      | $58333.02     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ouster Inc                                                | Ouster Inc                                                                                                 | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       776 | NS      | $20990.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Signal Corp                                       | Federal Signal Corp                                                                                        | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |        82 | NS      | $9757.18      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40708.99     | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Boston Beer Co Inc/The                                    | Boston Beer Co Inc/The                                                                                     | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       557 | NS      | $117760.94    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA6                                                                    | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |      3269 | PA      | $3287.47      | 0.00%             | 2042-09-25      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD NZD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $978.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                         | Newell Brands Inc                                                                                          | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9907.95      | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Visteon Corp                                              | Visteon Corp                                                                                               | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       391 | NS      | $46865.26     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                     | Caesars Entertainment Inc                                                                                  | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9849.60      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT                                    | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $32845.15     | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Westamerica BanCorp                                       | Westamerica BanCorp                                                                                        | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |       170 | NS      | $8498.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CARVANA CO                                                | Carvana Co                                                                                                 | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     21400 | PA      | $24229.68     | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                              | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15492.07     | 0.01%             | 2040-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-2.24        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                   | Columbia Pipelines Operating Co LLC                                                                        | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $22525.90     | 0.01%             | 2053-11-15      | Fixed         | 6.54%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                       | Citigroup Commercial Mortgage Trust 2016-P6                                                                | CUSIP: 17291EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38000 | PA      | $37139.36     | 0.02%             | 2049-12-10      | Variable      | 3.72%                 | No            | 2                  | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                     | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                                   | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15757.54     | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Rayonier Advanced Materials Inc                           | Rayonier Advanced Materials Inc                                                                            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      1692 | NS      | $12216.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                                                | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      5029 | NS      | $632502.33    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                                                        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2635 | NS      | $327635.90    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                                                   | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16467.93     | 0.01%             | 2026-08-05      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Gap Inc/The                                               | Gap Inc/The                                                                                                | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      5475 | NS      | $117110.25    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Urban Outfitters Inc                                      | Urban Outfitters Inc                                                                                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       192 | NS      | $13714.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MERCER INTL INC                                           | Mercer International Inc                                                                                   | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13650.84     | 0.01%             | 2028-10-01      | Fixed         | 12.88%                | No            | 2                  | On Loan: No      |
| O-I Glass Inc                                             | O-I Glass Inc                                                                                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       559 | NS      | $7250.23      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                         | CUSIP: 3622ACFZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    940145 | PA      | $852576.18    | 0.40%             | 2052-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                        | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |         1 | NC      | $1034.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                                                | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     48000 | PA      | $45968.07     | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| DCC PLC                                                   | DCC PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      1009 | NS      | $64756.21     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                                                                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       440 | NS      | $122856.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     34000 | NS      | $326152.19    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| GARTNER INC                                               | Gartner Inc                                                                                                | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5748.94      | 0.00%             | 2029-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NEC Corp                                                  | NEC Corp                                                                                                   | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      3400 | NS      | $108953.58    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Insurance Holdings Inc                           | Heritage Insurance Holdings Inc                                                                            | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      1190 | NS      | $29964.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2015-LC20                                                            | CUSIP: 94989EAL1<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |     14117 | PA      | $13623.35     | 0.01%             | 2050-04-15      | Variable      | 4.06%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                 | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19838.23     | 0.01%             | 2031-09-11      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| Sonic Healthcare Ltd                                      | Sonic Healthcare Ltd                                                                                       | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      7388 | NS      | $104812.42    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| HOWMET AEROSPACE INC                                      | Howmet Aerospace Inc                                                                                       | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8683.53      | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co                                                                                            | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      5035 | NS      | $124817.65    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                    | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19037.21     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                               | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23119.05     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                    | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |      4788 | PA      | $4802.40      | 0.00%             | 2034-01-25      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                       | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29659.88     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                    | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4272.75      | 0.00%             | 2030-04-08      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-0.24        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sylvamo Corp                                              | Sylvamo Corp                                                                                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       498 | NS      | $22021.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tencent Holdings Ltd                                      | Tencent Holdings Ltd                                                                                       | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     12106 | NS      | $1031396.76   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10284.32     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                         | Iron Mountain Inc                                                                                          | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     50000 | PA      | $51000.75     | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Tutor Perini Corp                                         | Tutor Perini Corp                                                                                          | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       712 | NS      | $46700.08     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Delta Air Lines Inc                                       | Delta Air Lines Inc                                                                                        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      2095 | NS      | $118891.25    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                                                           | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $12769.75     | 0.01%             | 2032-12-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Liberty Energy Inc                                        | Liberty Energy Inc                                                                                         | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       694 | NS      | $8563.96      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $15.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | Marvell Technology Inc                                                                                     | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10130.25     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Extreme Networks Inc                                      | Extreme Networks Inc                                                                                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      2145 | NS      | $44294.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AVIENT CORP                                               | Avient Corp                                                                                                | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10155.23     | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                    | AthenaHealth Group Inc                                                                                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29754.54     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Alpha Metallurgical Resources Inc                         | Alpha Metallurgical Resources Inc                                                                          | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |       160 | NS      | $26254.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SunCoke Energy Inc                                        | SunCoke Energy Inc                                                                                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      1105 | NS      | $9016.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT DEC25                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5 | NC      | $-5234.38     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                                                       | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10290.68     | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                            | CUSIP: 31402RDK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1326 | PA      | $1384.35      | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Alkermes PLC                                              | Alkermes PLC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1655 | NS      | $49650.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WAYFAIR LLC                                               | Wayfair LLC                                                                                                | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25776.02     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Adient PLC                                                | Adient PLC                                                                                                 | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |       798 | NS      | $19215.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ROYALTY PHARMA PLC                                        | Royalty Pharma PLC                                                                                         | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $19983.02     | 0.01%             | 2035-09-25      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| FRONERI LUX FINCO SARL                                    | FRONERI LUX FINCO SARL 2025 USD TERM LOAN                                                                  | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |     10000 | PA      | $9978.38      | 0.00%             | 2032-07-16      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |      1038 | NS      | $32750.29     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        67 | NS      | $361751.09    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco de Sabadell SA                                      | Banco de Sabadell SA                                                                                       | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |     18813 | NS      | $72888.47     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd                                                                                                | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7983.12      | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| McGrath RentCorp                                          | McGrath RentCorp                                                                                           | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |        92 | NS      | $10791.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      4604 | NS      | $117448.04    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED PLN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $0.37         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                                  | Weatherford International Ltd                                                                              | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $30667.53     | 0.01%             | 2030-04-30      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6298 | NS      | $528591.14    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                  | F&G Annuities & Life Inc                                                                                   | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $29193.01     | 0.01%             | 2029-06-04      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Valley National Bancorp                                   | Valley National Bancorp                                                                                    | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |       727 | NS      | $7706.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| International Container Terminal Services Inc             | International Container Terminal Services Inc                                                              | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |     17310 | NS      | $140264.54    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD JPY                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $60.98        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COMMSCOPE LLC                                             | CommScope LLC                                                                                              | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15055.13     | 0.01%             | 2028-07-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| American Axle & Manufacturing Holdings Inc                | American Axle & Manufacturing Holdings Inc                                                                 | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |      4319 | NS      | $25957.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |         1 | NC      | $85.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     17614 | NS      | $1408063.16   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadridge Financial Solutions Inc                        | Broadridge Financial Solutions Inc                                                                         | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       497 | NS      | $118370.49    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| QNITY ELECTRONICS INC                                     | Qnity Electronics Inc                                                                                      | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15114.40     | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                  | Clear Channel Outdoor Holdings Inc                                                                         | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36594.92     | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                                                | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10544.93     | 0.00%             | 2028-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ARCOSA INC                                                | Arcosa Inc                                                                                                 | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36557.26     | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Equity LifeStyle Properties Inc                           | Equity LifeStyle Properties Inc                                                                            | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |      2011 | NS      | $122067.70    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Scholar Rock Holding Corp                                 | Scholar Rock Holding Corp                                                                                  | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |       231 | NS      | $8602.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COGENT COMMS GRP / FIN                                    | Cogent Communications Group LLC / Cogent Finance Inc                                                       | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48574.28     | 0.02%             | 2032-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PTC Therapeutics Inc                                      | PTC Therapeutics Inc                                                                                       | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       750 | NS      | $46027.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Unipol Assicurazioni SpA                                  | Unipol Assicurazioni SpA                                                                                   | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |      1164 | NS      | $24954.02     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust 2013-C12                                                        | CUSIP: 46639NAW1<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     18069 | PA      | $17346.41     | 0.01%             | 2045-07-15      | Variable      | 4.07%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       532 | NS      | $405916.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                     | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36748.96     | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                                                          | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       663 | NS      | $80018.32     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |         1 | NC      | $862.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                              | Novelis Corp                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14470.02     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                                                          | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       352 | NS      | $41086.89     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                              | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6781.79      | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       647 | NS      | $204083.21    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6864.12      | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Halliburton Co                                            | Halliburton Co                                                                                             | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      5746 | NS      | $141351.60    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                                               | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $15970.55     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     22925 | NS      | $5033642.25   | 2.34%             |  |  |  | No            | 1                  | On Loan: No      |
| WHITE CAP BUYER LLC                                       | White Cap Buyer LLC                                                                                        | CUSIP: 96350RAA2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34896.03     | 0.02%             | 2028-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Genworth Financial Inc                                    | Genworth Financial Inc                                                                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      5350 | NS      | $47615.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| World Kinect Corp                                         | World Kinect Corp                                                                                          | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       308 | NS      | $7992.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CareTrust REIT Inc                                        | CareTrust REIT Inc                                                                                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |      1601 | NS      | $55522.68     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                                                | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     11610 | NS      | $283166.48    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Westpac Banking Corp.                                     | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | AU        |         1 | NC      | $177.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                  | Clear Channel Outdoor Holdings Inc                                                                         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9981.82      | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                  | Hilton Domestic Operating Co Inc                                                                           | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45600.75     | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Anglogold Ashanti Plc                                     | Anglogold Ashanti Plc                                                                                      | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |      1454 | NS      | $102169.81    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                   | Teva Pharmaceutical Finance Netherlands III BV                                                             | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201062.59    | 0.09%             | 2029-05-09      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                  | Westinghouse Air Brake Technologies Corp                                                                   | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       632 | NS      | $126697.04    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ZOETIS INC                                                | Zoetis Inc                                                                                                 | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77293.14     | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $-633.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Q2 Holdings Inc                                           | Q2 Holdings Inc                                                                                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       200 | NS      | $14478.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co                                                                                              | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       916 | NS      | $129549.88    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Financial Institutions Inc                                | Financial Institutions Inc                                                                                 | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       268 | NS      | $7289.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dana Inc                                                  | Dana Inc                                                                                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      2206 | NS      | $44208.24     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Boise Cascade Co                                          | Boise Cascade Co                                                                                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       313 | NS      | $24201.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                               | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49666.58     | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                    | Cloud Software Group Inc                                                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20180.41     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Castle Biosciences Inc                                    | Castle Biosciences Inc                                                                                     | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |      1505 | NS      | $34268.85     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HNI Corp                                                  | HNI Corp                                                                                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       172 | NS      | $8058.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $0.22         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions Inc                                                                                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       268 | NS      | $122553.72    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     20000 | PA      | $20419.72     | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| M/I Homes Inc                                             | M/I Homes Inc                                                                                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       280 | NS      | $40443.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fast Retailing Co Ltd                                     | Fast Retailing Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      1000 | NS      | $304560.98    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2020-C57                                                             | CUSIP: 95002XBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44000 | PA      | $40055.53     | 0.02%             | 2053-08-15      | Variable      | 4.16%                 | No            | 2                  | On Loan: No      |
| Corcept Therapeutics Inc                                  | Corcept Therapeutics Inc                                                                                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      1673 | NS      | $139043.03    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hudson Technologies Inc                                   | Hudson Technologies Inc                                                                                    | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1306 | NS      | $12968.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The                      | Bank of NT Butterfield & Son Ltd/The                                                                       | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |       435 | NS      | $18670.20     | 0.01%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Alarm.com Holdings Inc                                    | Alarm.com Holdings Inc                                                                                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       138 | NS      | $7325.04      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Graco Inc                                                 | Graco Inc                                                                                                  | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      1449 | NS      | $123107.04    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26936.19     | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories Inc                                                                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       195 | NS      | $124583.55    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 30711XGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14746 | PA      | $14927.19     | 0.01%             | 2029-09-25      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      1156 | NS      | $17815.11     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                   | Walt Disney Co/The                                                                                         | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18524.41     | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Hologic Inc                                               | Hologic Inc                                                                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1945 | NS      | $131268.05    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Republic International Corp                           | Old Republic International Corp                                                                            | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      3106 | NS      | $131911.82    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                                                  | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21643.90     | 0.01%             | 2027-11-02      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| TTM TECHNOLOGIES INC                                      | TTM Technologies Inc                                                                                       | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33650.08     | 0.02%             | 2029-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                                              | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     25000 | PA      | $25618.58     | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                  | Builders FirstSource Inc                                                                                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10441.33     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |         1 | NC      | $-50.66       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $-16.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     20353 | NS      | $917920.30    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| JUMBO SA                                                  | JUMBO SA                                                                                                   | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |      1473 | NS      | $50532.39     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Home                                                   | KB Home                                                                                                    | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       128 | NS      | $8145.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Invitation Homes Inc                                      | Invitation Homes Inc                                                                                       | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |      4038 | NS      | $118434.54    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                                                | CUSIP: 61762XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12034 | PA      | $11432.04     | 0.01%             | 2046-10-15      | Variable      | 4.86%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                                        | Ally Financial Inc                                                                                         | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     46000 | PA      | $52438.60     | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $33.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                  | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                       | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $37672.10     | 0.02%             | 2031-02-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| American Express Co                                       | American Express Co                                                                                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       386 | NS      | $128213.76    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingevity Corp                                             | Ingevity Corp                                                                                              | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       153 | NS      | $8444.07      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Argan Inc                                                 | Argan Inc                                                                                                  | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       194 | NS      | $52389.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                    | AS Mileage Plan IP Ltd                                                                                     | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     45000 | PA      | $45023.51     | 0.02%             | 2029-10-20      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| Heidrick & Struggles International Inc                    | Heidrick & Struggles International Inc                                                                     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       223 | NS      | $11098.71     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanover Insurance Group Inc/The                           | Hanover Insurance Group Inc/The                                                                            | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       358 | NS      | $65023.54     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| REGAL REXNORD CORP                                        | Regal Rexnord Corp                                                                                         | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87926.73     | 0.04%             | 2028-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26000 | PA      | $26361.66     | 0.01%             | 2041-12-25      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| Otter Tail Corp                                           | Otter Tail Corp                                                                                            | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $5000.17      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2015-LC21 Mortgage Trust                                                                              | CUSIP: 12593FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5212 | PA      | $5159.54      | 0.00%             | 2048-07-10      | Variable      | 4.44%                 | No            | 2                  | On Loan: No      |
| National Fuel Gas Co                                      | National Fuel Gas Co                                                                                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1374 | NS      | $126916.38    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                                                                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       552 | NS      | $117344.16    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                                                 | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35530.96     | 0.02%             | 2030-04-10      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |         1 | NC      | $157.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Public Service Enterprise Group Inc                       | Public Service Enterprise Group Inc                                                                        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1516 | NS      | $126525.36    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| American International Group Inc                          | American International Group Inc                                                                           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      1548 | NS      | $121579.92    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Qantas Airways Ltd                                        | Qantas Airways Ltd                                                                                         | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     38349 | NS      | $277100.80    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                              | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25013.51     | 0.01%             | 2031-09-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                                              | Tapestry Inc                                                                                               | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7265.05      | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                                    | VICI Properties LP / VICI Note Co Inc                                                                      | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     33000 | PA      | $32932.05     | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Investor AB                                               | Investor AB                                                                                                | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     11672 | NS      | $364564.03    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                            | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19219.65     | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| MakeMyTrip Ltd                                            | MakeMyTrip Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | MU        |       454 | NS      | $42494.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BOMBARDIER INC                                            | Bombardier Inc                                                                                             | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $21567.84     | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                                                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     13394 | NS      | $256950.33    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2023-HE3                                                                          | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |     32941 | PA      | $33085.71     | 0.02%             | 2054-05-20      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-HQA3                                                                    | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |      5177 | PA      | $5207.77      | 0.00%             | 2043-11-25      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| PHH ESCROW ISS LCC/PHH C                                  | PHH Escrow Issuer LLC/PHH Corp                                                                             | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50681.25     | 0.02%             | 2029-11-01      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       330 | NS      | $123502.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Corp                                           | Mitsubishi Corp                                                                                            | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      8100 | NS      | $193400.95    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     21000 | PA      | $23422.14     | 0.01%             | 2033-10-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5980 | PA      | $6048.84      | 0.00%             | 2028-09-25      | Floating      | 10.47%                | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                                                  | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $46877.98     | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                 | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     29000 | PA      | $32798.78     | 0.02%             | 2031-10-30      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                          | Berry Global Inc                                                                                           | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4112.64      | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1356 | NS      | $128264.04    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                  | Concentra Health Services Inc                                                                              | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25959.55     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     44767 | NS      | $629164.35    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| TEREX CORP                                                | Terex Corp                                                                                                 | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14772.07     | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Brinker International Inc                                 | Brinker International Inc                                                                                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       375 | NS      | $47505.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2025-10-17

**Name of Applicant:** SEASONS SERIES TRUST

**Signature:** Donna McManus

**Name of Signer:** Donna McManus

**Title:** Assistant Treasurer