# EDGAR Filing Document

**Accession Number:** 0000914209
**File Stem:** 0002071691-25-006503
**Filing Date:** 2025-11
**Character Count:** 1002280
**Document Hash:** 02f23ea6b75e31b2606ee11e3fb6f485
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-006503.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0002071691-25-006503

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07121
- **FILM NUMBER:** 251511889

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

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

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

## Series and Classes Contracts Data

### Putnam Dynamic Asset Allocation Balanced Fund (Series ID: S000000778)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000002307 | Class A shares | PABAX           |
| C000002309 | Class C shares | AABCX           |
| C000002311 | Class R shares | PAARX           |
| C000002312 | Class Y shares | PABYX           |
| C000117945 | Class R5       |  |
| C000117946 | Class R6       |  |
| C000174661 | Class P Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

- **a. Name of Series:** Putnam Dynamic Asset Allocation Balanced Fund

- **b. EDGAR series identifier (if any):** S000000778

- **c. LEI of Series:** 549300QO7FH593DLXC23

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

- **a. Date of fiscal year-end:** 2025-09-30

- **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:** $2500131447.29

**Total Liabilities:** $163307432.01

**Net Assets:** $2336824015.28

**Amount of Assets Invested in Other Investment Companies:** $8612366.31

**Delayed Delivery Securities:** $142002919.42

**Cash Not Reported:** $33.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1291.34000000 | **1-Year:** -12523.31000000 | **5-Year:** -36160.42000000 | **10-Year:** -50050.10000000 | **30-Year:** -61977.74000000

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

- **3-Month:** -31.27000000 | **1-Year:** -21400.46000000 | **5-Year:** -92391.97000000 | **10-Year:** -84375.09000000 | **30-Year:** -84562.28000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000174661 | 0.59%                | 2.21%                | 2.57%                |
| Class ID C000002311 | 0.53%                | 2.18%                | 2.49%                |
| Class ID C000002309 | 0.50%                | 2.13%                | 2.45%                |
| Class ID C000117945 | 0.58%                | 2.26%                | 2.56%                |
| Class ID C000002307 | 0.56%                | 2.22%                | 2.52%                |
| Class ID C000002312 | 0.58%                | 2.27%                | 2.51%                |
| Class ID C000117946 | 0.59%                | 2.27%                | 2.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10576251.18             | $8461273.84                                |
| Month 2  | $7579637.58              | $43005741.01                               |
| Month 3  | $10523844.15             | $49920544.77                               |

**Designated Index Information**

- **Index Name:** 50%R3000 35%USAgg 10%EAFE 5%IBofAHYDev

- **Index Identifier:** IDX01291

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1267461.11   | 0.05%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CBRE Group, Inc.                                                                 | CBRE Group, Inc., Class A                                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     27730 | NS      | $4369138.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                      | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31838.47     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                            | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52804.85     | 0.00%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Third Coast Bancshares, Inc.                                                     | Third Coast Bancshares, Inc.                                                          | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2185 | NS      | $82964.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      4397 | NS      | $740806.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC STACR Debt Notes                                                           | FHLMC STACR Debt Notes, Series 2015-DNA3, Class M3                                    | CUSIP: 3137G0GW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180373 | PA      | $180891.69    | 0.01%             | 2028-04-25      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                              | CUSIP: 28504DAF0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    130000 | PA      | $135108.00    | 0.01%             | 2035-01-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                              | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96037.01     | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3634.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2013-CR13, Class D                                        | CUSIP: 12630BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    537000 | PA      | $303405.00    | 0.01%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                      | Toll Brothers Finance Corp.                                                           | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $221707.23    | 0.01%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1885193.68   | 0.08%             | 2055-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3684000 | PA      | $3430316.00   | 0.15%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CVS Pass Through Trust                                                           | CVS Pass-Through Trust                                                                | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12857 | PA      | $13126.88     | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                          | Sensata Technologies BV                                                               | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $227162.48    | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                                          | COPT Defense Properties                                                               | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      2581 | NS      | $75003.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                                                        | PVH Corp.                                                                             | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168163.39    | 0.01%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     16886 | NS      | $4749018.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $9301859.46   | 0.40%             | 2055-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139408.31    | 0.01%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                               | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1130000 | PA      | $970684.49    | 0.04%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C04, Class 1M2                  | CUSIP: 30711XDA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    407285 | PA      | $415373.85    | 0.02%             | 2029-01-25      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    389000 | PA      | $396816.60    | 0.02%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                                  | Eaton Corp. plc                                                                       | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      1994 | NS      | $746254.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                                  | Fidelis Insurance Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 549300CDMGCAGJQ7DX03       | Long             | EC               | CORP              | BM        |      5037 | NS      | $91421.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    305000 | PA      | $292626.03    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| InterDigital, Inc.                                                               | InterDigital, Inc.                                                                    | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1902 | NS      | $656627.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                                                      | Sonos, Inc.                                                                           | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     28978 | NS      | $457852.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                                                           | Monster Beverage Corp.                                                                | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     13461 | NS      | $906059.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                | Chase Home Lending Mortgage Trust, Series 2025-7, Class A11                           | CUSIP: 16160AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140809 | PA      | $141260.21    | 0.01%             | 2056-05-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC                                                           | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    205000 | PA      | $247304.55    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23594 | PA      | $24519.72     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     10150 | NS      | $721157.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trestles CLO IV Ltd.                                                             | Trestles CLO IV Ltd., Series 2021-4A, Class A                                         | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500774.90    | 0.02%             | 2034-07-21      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231241 | PA      | $231645.65    | 0.01%             | 2045-02-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                  | PRA Group, Inc.                                                                       | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    490000 | PA      | $506262.12    | 0.02%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                     | Cadence Design Systems, Inc.                                                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     18022 | NS      | $6330407.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                                                       | Anywhere Real Estate, Inc.                                                            | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     19753 | NS      | $209184.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                    | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     17928 | NS      | $2400559.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-796.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                                                                | Mitsui & Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |     87100 | NS      | $2162798.80   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Carter's, Inc.                                                                   | Carter's, Inc.                                                                        | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      9917 | NS      | $279857.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-55.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | Federation des Caisses Desjardins du Quebec                                           | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $533133.81    | 0.02%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                                            | Gulfport Energy Corp.                                                                 | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       444 | NS      | $80355.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                                                      | Abu Dhabi Islamic Bank PJSC                                                           | CUSIP: N/A<br>LEI: 5493006DOLY8O98XHD74       | Long             | EC               | CORP              | AE        |    311677 | NS      | $1850188.90   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5KL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46569 | PA      | $47256.91     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                        | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    815000 | PA      | $696845.76    | 0.03%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                            | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     12615 | NS      | $753620.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7, Inc.                                                                     | Rapid7, Inc.                                                                          | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     20450 | NS      | $383437.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                               | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212069.40    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                                 | JPMorgan Prime Money Market Fund                                                      | CUSIP: N/A<br>LEI: 549300YD7H8SEEU7VG41       | Long             | STIV             | RF                | US        |   7702669 | NS      | $7702668.73   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                                      | Euronext NV                                                                           | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |     16391 | NS      | $2453920.03   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp.                                                            | Hancock Whitney Corp.                                                                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      8235 | NS      | $515593.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                   | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    545000 | PA      | $550734.57    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                           | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1430000 | PA      | $1457627.21   | 0.06%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                                  | BlackRock, Inc.                                                                       | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      3171 | NS      | $3696973.77   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                              | Bausch + Lomb Corp.                                                                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $140864.06    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                            | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    310000 | PA      | $247672.95    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    670000 | PA      | $689932.54    | 0.03%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2019-GC38, Class XA                              | CUSIP: 36252SAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7622104 | PA      | $217425.08    | 0.01%             | 2052-02-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40342 | PA      | $40480.50     | 0.00%             | 2043-07-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     73944 | NS      | $8337186.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                  | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     10947 | NS      | $3367516.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                                                          | Louisiana-Pacific Corp.                                                               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      7977 | NS      | $708676.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc., Class A                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    172504 | NS      | $41935722.40  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                                                      | Brinker International, Inc.                                                           | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      3860 | NS      | $488984.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                        | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      2332 | NS      | $163892.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Pass Through Trust                                                           | CVS Pass-Through Trust, Series 2013                                                   | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214868 | PA      | $205796.14    | 0.01%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                                | Hanesbrands, Inc.                                                                     | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    345000 | PA      | $365630.31    | 0.02%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                      | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    245000 | PA      | $206184.43    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-131.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                                                     | Experian plc                                                                          | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |     12647 | NS      | $635223.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Expeditors International of Washington, Inc.                                     | Expeditors International of Washington, Inc.                                          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      6034 | NS      | $739708.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Canadian Gaming Corp.                                                      | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                             | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     27754 | PA      | $26834.86     | 0.00%             | 2029-11-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                  | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $177728.20    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    168378 | NS      | $17353036.68  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                                 | Zions Bancorp NA                                                                      | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     13095 | NS      | $740915.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                       | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     18461 | NS      | $4987977.59   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                                                  | Ingredion, Inc.                                                                       | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      5780 | NS      | $705795.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    609000 | PA      | $606638.98    | 0.03%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                    | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23657.73     | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-482.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617K4U70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26195 | PA      | $25426.09     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     24210 | NS      | $4121994.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                                          | CRH plc                                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |     40791 | NS      | $4890840.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                                              | Clean Harbors, Inc.                                                                   | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133236.87    | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                           | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311944.20    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                         | Dresdner Funding Trust I                                                              | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $138168.63    | 0.01%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    105533 | NS      | $7077042.98   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225520.04    | 0.01%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Resideo Technologies, Inc.                                                       | Resideo Technologies, Inc.                                                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      5099 | NS      | $220174.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                       | Crowdstrike Holdings, Inc., Class A                                                   | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      1719 | NS      | $842963.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3506 | NS      | $774229.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RMF Proprietary Issuance Trust                                                   | RMF Proprietary Issuance Trust, Series 2022-3, Class A                                | CUSIP: 74970FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210359 | PA      | $205463.38    | 0.01%             | 2062-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                               | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B2                | CUSIP: N8232NAM9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     93346 | PA      | $93536.35     | 0.00%             | 2028-04-03      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                  | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |     13300 | NS      | $1678201.31   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-IV Ltd.                                                        | CIFC Funding Ltd., Series 2021-4A, Class AR                                           | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $551650.00    | 0.02%             | 2037-07-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                          | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338833.21    | 0.01%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    478000 | PA      | $490660.26    | 0.02%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                   | K. Hovnanian Enterprises, Inc.                                                        | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102606.82    | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Intrepid Potash, Inc.                                                            | Intrepid Potash, Inc.                                                                 | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      2631 | NS      | $80455.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $574348.50    | 0.02%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government Bond                                                                | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    580000 | PA      | $516722.00    | 0.02%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                                          | Robinhood Markets, Inc., Class A                                                      | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      3325 | NS      | $476073.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1                  | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5138 | PA      | $5136.89      | 0.00%             | 2044-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1                  | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33874 | PA      | $34676.68     | 0.00%             | 2042-12-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| OneSpan, Inc.                                                                    | OneSpan, Inc.                                                                         | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |      4953 | NS      | $78703.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics, Inc.                                                         | Tango Therapeutics, Inc.                                                              | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11253 | NS      | $94525.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                                                            | Cal-Maine Foods, Inc.                                                                 | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      4893 | NS      | $460431.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                                                     | AMETEK, Inc.                                                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3918 | NS      | $736584.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO XVII Ltd.                                                   | Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class AR3                            | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501622.73    | 0.02%             | 2038-07-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    340000 | PA      | $352434.66    | 0.02%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                    | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    591000 | PA      | $585000.26    | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                  | JH North America Holdings, Inc.                                                       | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128143.00    | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                                       | Chubb Ltd.                                                                            | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      2690 | NS      | $759252.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander Funding Trust II                                                       | Alexander Funding Trust II                                                            | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $192541.44    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                                    | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                             | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      1834 | NS      | $1170961.73   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                              | Starwood Mortgage Residential Trust, Series 2020-3, Class A3                          | CUSIP: 85573MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    757000 | PA      | $687926.17    | 0.03%             | 2065-04-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                           | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    512000 | PA      | $447571.79    | 0.02%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Balchem Corp.                                                                    | Balchem Corp.                                                                         | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       496 | NS      | $74429.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R08, Class 1M1                  | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150430 | PA      | $154342.59    | 0.01%             | 2042-07-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1R                               | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300599.37    | 0.01%             | 2035-04-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140LV6S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3416017 | PA      | $2881592.33   | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                               | Under Armour, Inc.                                                                    | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160202.24    | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Polaris, Inc.                                                                    | Polaris, Inc.                                                                         | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      8133 | NS      | $472771.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $700.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stoke Therapeutics, Inc.                                                         | Stoke Therapeutics, Inc.                                                              | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |     12899 | NS      | $303126.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                                               | CoStar Group, Inc.                                                                    | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     26618 | NS      | $2245760.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                   | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    435000 | PA      | $400541.98    | 0.02%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    595746 | NS      | $111154288.68 | 4.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-59, Class 1A1                                     | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141996 | PA      | $137785.12    | 0.01%             | 2035-11-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45892 | PA      | $41155.39     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M1                  | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31328 | PA      | $31316.68     | 0.00%             | 2044-09-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bills                                                                   | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2400000 | PA      | $2383390.39   | 0.10%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     48646 | NS      | $733581.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    259636 | NS      | $57008276.52  | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    210000 | PA      | $228763.12    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                  | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    442000 | PA      | $444501.31    | 0.02%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10199.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2014-GC24, Class XA                              | CUSIP: 36253GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604181 | PA      | $7.55         | 0.00%             | 2047-09-10      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                           | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    405000 | PA      | $410697.34    | 0.02%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JUUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34934 | PA      | $36505.95     | 0.00%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                              | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $445375.81    | 0.02%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                         | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    385000 | PA      | $403857.30    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                                  | KKR CLO 54 Ltd., Series 2024-54A, Class A                                             | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    364000 | PA      | $365794.42    | 0.02%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                 | ServiceNow, Inc.                                                                      | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    674000 | PA      | $590419.28    | 0.03%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-140.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Paraguay Government Bond                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    245000 | PA      | $247432.85    | 0.01%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                        | CNO Financial Group, Inc.                                                             | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213737.58    | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sage Therapeutics, Inc.                                                          | Sage Therapeutics, Inc., CVR                                                          | CUSIP: 786CVR019<br>LEI: 5493000JX4BJS9W6CN35 | Long             |  | CORP              | US        |     27419 | NS      | $4935.42      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    760000 | PA      | $602484.85    | 0.03%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25256 | PA      | $22634.73     | 0.00%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                                               | Bloom Energy Corp., Class A                                                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      1198 | NS      | $101314.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                                | Equity LifeStyle Properties, Inc.                                                     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     12131 | NS      | $736351.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                                       | New Jersey Resources Corp.                                                            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      8835 | NS      | $425405.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                        | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     13550 | NS      | $786035.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                        | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    458000 | PA      | $453809.25    | 0.02%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-605.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                            | Wrangler Holdco Corp.                                                                 | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104360.40    | 0.00%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                    | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    515000 | PA      | $449961.90    | 0.02%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                        | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    328000 | PA      | $309943.37    | 0.01%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OPENLANE, Inc.                                                                   | OPENLANE, Inc.                                                                        | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      2916 | NS      | $83922.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1802069 | PA      | $1621302.59   | 0.07%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                               | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    510000 | PA      | $498230.39    | 0.02%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                           | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      3573 | NS      | $775948.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                                | Solstice Advanced Materials, Inc., First Lien, CME Term Loan, B                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75630 | PA      | $75819.80     | 0.00%             | 2032-09-17      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                   | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    188000 | PA      | $186426.06    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                       | National Bank of Greece SA                                                            | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |    112139 | NS      | $1632905.52   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                            | Interpublic Group of Cos., Inc. (The)                                                 | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1285543.65   | 0.06%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd.                                              | Credo Technology Group Holding Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6645 | NS      | $967578.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0224A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18000000 | PA      | $16934473.26  | 0.72%             | 2040-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                                              | Ajinomoto Co., Inc.                                                                   | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |     15500 | NS      | $444372.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercantile Bank Corp.                                                            | Mercantile Bank Corp.                                                                 | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1620 | NS      | $72900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class AS                         | CUSIP: 29429EAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    798000 | PA      | $775058.46    | 0.03%             | 2049-07-10      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140L4G45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1588492 | PA      | $1368259.16   | 0.06%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ubiquiti, Inc.                                                                   | Ubiquiti, Inc.                                                                        | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1265 | NS      | $835633.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                  | WFRBS Commercial Mortgage Trust, Series 2013-C14, Class XA                            | CUSIP: 92890PAL8<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |    179161 | PA      | $1.54         | 0.00%             | 2046-06-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                               | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B1                | CUSIP: N8232NAL1<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    256184 | PA      | $256931.93    | 0.01%             | 2028-04-03      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278039.58    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                                | RingCentral, Inc., Class A                                                            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     25198 | NS      | $714111.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                                  | Hilton Worldwide Holdings, Inc.                                                       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     24321 | NS      | $6309840.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $257.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                          | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    829000 | PA      | $861680.46    | 0.04%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings plc                                                             | Ryanair Holdings plc                                                                  | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |     55300 | NS      | $1615999.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5036, Class IK                                                          | CUSIP: 3137F6TK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3778698 | PA      | $780923.18    | 0.03%             | 2050-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2302564 | PA      | $2082282.67   | 0.09%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $343.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                               | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    775000 | PA      | $821785.14    | 0.04%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BankUnited Trust                                                                 | BankUnited Trust, Series 2005-1, Class 1A1                                            | CUSIP: 06652DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53052 | PA      | $50360.64     | 0.00%             | 2045-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co.                                                    | Northwest Natural Holding Co.                                                         | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      2029 | NS      | $91162.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                                                       | Northwest Bancshares, Inc.                                                            | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6596 | NS      | $81724.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                                                   | Doximity, Inc., Class A                                                               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10770 | NS      | $787825.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133672.89    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                  | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    298000 | PA      | $277560.98    | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4849570.85   | 0.21%             | 2055-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      8791 | NS      | $5356532.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                                           | RWE AG                                                                                | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      7468 | NS      | $332167.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       796 | NS      | $858565.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                                             | Curtiss-Wright Corp.                                                                  | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1503 | NS      | $816038.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                         | IPALCO Enterprises, Inc.                                                              | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $259689.23    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Resecuritization Trust                                            | Morgan Stanley Resecuritization Trust, Series 2015-R4, Class CB1                      | CUSIP: 61690WAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31435 | PA      | $31439.85     | 0.00%             | 2047-08-26      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                             | ENEOS Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |    185800 | NS      | $1176709.82   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    900000 | PA      | $892167.70    | 0.04%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    680000 | PA      | $694728.56    | 0.03%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                          | Mid-America Apartment Communities, Inc.                                               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      5195 | NS      | $725897.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                              | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    350000 | PA      | $341445.64    | 0.01%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                         | Option Care Health, Inc.                                                              | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      7033 | NS      | $195236.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp.                                                                     | Subaru Corp.                                                                          | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     26500 | NS      | $540051.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                                               | BJ's Wholesale Club Holdings, Inc.                                                    | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     23110 | NS      | $2155007.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions, Inc.                                                     | Financial Institutions, Inc.                                                          | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2692 | NS      | $73222.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                         | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    265000 | PA      | $250334.41    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp.                                          | Big River Steel LLC / BRS Finance Corp.                                               | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $222266.62    | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                                 | Sony Group Corp.                                                                      | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     82200 | NS      | $2362978.91   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    124186 | NS      | $5600788.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                          | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250490.50    | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2016-H16, Class LI                                                       | CUSIP: 38376RWN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2866214 | PA      | $143906.87    | 0.01%             | 2066-07-20      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE6, Class M1                   | CUSIP: 61744CFB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116646 | PA      | $114463.86    | 0.00%             | 2034-08-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| TechnipFMC plc                                                                   | TechnipFMC plc                                                                        | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |    103318 | NS      | $4075895.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                            | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |     49900 | NS      | $1115969.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilltop Holdings, Inc.                                                           | Hilltop Holdings, Inc.                                                                | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      9385 | NS      | $313646.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                       | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    261000 | PA      | $243605.96    | 0.01%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     17818 | NS      | $13595134.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                            | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    474000 | PA      | $453814.30    | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.                                     | American Axle & Manufacturing Holdings, Inc.                                          | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     44056 | NS      | $264776.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0426A6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -6000000 | PA      | $-5820553.32  | -0.25%            | 2055-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275724.63    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Proto Labs, Inc.                                                                 | Proto Labs, Inc.                                                                      | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      2613 | NS      | $130728.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                   | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    396000 | PA      | $396797.35    | 0.02%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Netherlands BV and Bausch & Lomb, Inc.                             | Bausch + Lomb Netherlands BV and Bausch & Lomb, Inc.                                  | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $119200.83    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2021-28, Class NI                                                        | CUSIP: 3136BHKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5760118 | PA      | $581836.43    | 0.02%             | 2041-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                  | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    724000 | PA      | $660934.76    | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107378.83    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                       | United Natural Foods, Inc.                                                            | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      3127 | NS      | $117637.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First-Citizens Bank & Trust Co.                                                  | First-Citizens Bank & Trust Co.                                                       | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1180816.90   | 0.05%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-15905.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA7, Class 1A2                                    | CUSIP: 02146BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319097 | PA      | $314861.34    | 0.01%             | 2046-06-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2019-3A, Class AR                                               | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    277149 | PA      | $277472.08    | 0.01%             | 2032-10-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617K54B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19344 | PA      | $18888.91     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |  86986433 | PA      | $-402027.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                             | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407426.89    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Grindr, Inc.                                                                     | Grindr, Inc.                                                                          | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |      7656 | NS      | $114993.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    189000 | PA      | $108016.18    | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                      | Crocs, Inc.                                                                           | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153559.20    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc., Class C                                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     45784 | NS      | $11150693.20  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                  | WFRBS Commercial Mortgage Trust, Series 2011-C3, Class D                              | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257303 | PA      | $94559.03     | 0.00%             | 2044-03-15      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                            | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196973.46    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mineralys Therapeutics, Inc.                                                     | Mineralys Therapeutics, Inc.                                                          | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5435 | NS      | $206095.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     85000 | PA      | $87069.64     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $163.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                                                      | Informa plc                                                                           | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |     27137 | NS      | $336126.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                           | Aramark Services, Inc.                                                                | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    314000 | PA      | $312892.99    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    608638 | PA      | $575876.54    | 0.02%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                        | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |       711 | NS      | $78518.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                                    | Foundation Building Materials, Inc., First Lien, 2025 Incremental CME Term Loan       | CUSIP: 35039KAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24938 | PA      | $25117.92     | 0.00%             | 2031-01-29      | Variable      | 9.55%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351867.86    | 0.02%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                           | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125032.82    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                        | Shell plc                                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    146018 | NS      | $5237292.23   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                                                   | Nissin Foods Holdings Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               | CORP              | JP        |      9500 | NS      | $178938.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                       | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72041.48     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    182000 | PA      | $182039.73    | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                                     | Neurocrine Biosciences, Inc.                                                          | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     29443 | NS      | $4133208.34   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                         | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1887 | NS      | $797012.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                      | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $272641.37    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     28053 | NS      | $2738814.39   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505885.91    | 0.02%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5KJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82495 | PA      | $83984.80     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                       | News Corp.                                                                            | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118371.99    | 0.01%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1184 | NS      | $808565.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    330000 | PA      | $338273.30    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      5175 | NS      | $732055.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                 | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3012 | NS      | $849865.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers, Inc.                                                            | Scorpio Tankers, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |      7757 | NS      | $434779.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                            | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    645000 | PA      | $653026.06    | 0.03%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                    | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1205235.49   | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DiamondRock Hospitality Co.                                                      | DiamondRock Hospitality Co.                                                           | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      9807 | NS      | $78063.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Bloomberg Commodity Index COMDTY IND NON-EQUITY INDEX 17/DEC/2025 DNZ5                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      3352 | NC      | $-184594.64   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals, Inc.                                                     | Rhythm Pharmaceuticals, Inc.                                                          | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |      5317 | NS      | $536963.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                  | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $210041.60    | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    280000 | PA      | $290522.25    | 0.01%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Urban Outfitters, Inc.                                                           | Urban Outfitters, Inc.                                                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1914 | NS      | $136717.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                               | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1003825.51   | 0.04%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174596.71    | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                         | Penn Entertainment, Inc.                                                              | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $245015.09    | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trustmark Corp.                                                                  | Trustmark Corp.                                                                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      7772 | NS      | $307771.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TMS International Corp.                                                          | TMS International Corp.                                                               | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223232.71    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                            | Chobani Holdco II LLC                                                                 | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93776 | PA      | $99612.71     | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                     | Prysmian SpA                                                                          | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |     18889 | NS      | $1879861.46   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayfin US XIV Ltd.                                                               | Hayfin US XIV Ltd., Series 2021-14A, Class A1                                         | CUSIP: 42088AAA2<br>LEI: 5493000YWK38UXBNS724 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300608.53    | 0.01%             | 2034-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                        | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     11224 | NS      | $758405.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                                                          | Abercrombie & Fitch Co., Class A                                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      4925 | NS      | $421333.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                          | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    210000 | PA      | $220116.57    | 0.01%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class M1                                   | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     54360 | PA      | $54694.90     | 0.00%             | 2043-11-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                        | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    265000 | PA      | $271093.41    | 0.01%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Note                                                                    | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     78600 | PA      | $78600.00     | 0.00%             | 2025-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                   | Long Beach Mortgage Loan Trust, Series 2004-1, Class A2                               | CUSIP: 542514FE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294597 | PA      | $295752.37    | 0.01%             | 2034-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                                  | Snowflake, Inc., Class A                                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      4064 | NS      | $916635.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                                   | BHP Group Ltd.                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      5145 | NS      | $142533.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2019-C17, Class AS                            | CUSIP: 12597BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $387769.10    | 0.02%             | 2052-09-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | Sanofi SA                                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     54545 | NS      | $5165079.04   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200976.47    | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                              | Citigroup Mortgage Loan Trust, Inc., Series 2005-2, Class 1A2A                        | CUSIP: 17307GQZ4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     76158 | PA      | $75211.93     | 0.00%             | 2035-05-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                                 | GE Vernova, Inc.                                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     19625 | NS      | $12067412.50  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Wachovia Bank Commercial Mortgage Trust                                          | Wachovia Bank Commercial Mortgage Trust, Series 2006-C29                              | CUSIP: 92978PAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15837 | PA      | $27.19        | 0.00%             | 2048-11-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BSD74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36513 | PA      | $37177.91     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Next plc                                                                         | Next plc                                                                              | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      2096 | NS      | $349411.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services, Inc.                                                        | Kodiak Gas Services, Inc.                                                             | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2284 | NS      | $84439.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty, Inc.                                                                  | PagerDuty, Inc.                                                                       | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     21104 | NS      | $348638.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-117, Class MI                                                       | CUSIP: 38382WEX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5680713 | PA      | $903310.01    | 0.04%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121211.51    | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                 | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    450000 | PA      | $464742.37    | 0.02%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                               | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $224750.16    | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                                   | Fortescue Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     98122 | NS      | $1215187.02   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    272000 | PA      | $277209.91    | 0.01%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                                          | GSK plc                                                                               | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     32500 | NS      | $697839.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc., Class A                                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      3348 | NS      | $768299.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                                               | Everest Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      2213 | NS      | $775058.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology, Inc.                                                              | Kura Oncology, Inc.                                                                   | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     33264 | NS      | $294386.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                      | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237090.33    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    347527 | NS      | $88490800.01  | 3.79%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  25742000 | PA      | $-387711.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6610148 | PA      | $5934756.41   | 0.25%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJVH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29301 | PA      | $30242.23     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp.                                           | Global Partners LP / GLP Finance Corp.                                                | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $451333.52    | 0.02%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                              | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    179000 | PA      | $161860.23    | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                    | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    809000 | PA      | $802108.11    | 0.03%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Ultra Bonds                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       254 | NC      | $923525.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9590.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE, Class A                                                               | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |     30163 | NS      | $448825.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                                     | British American Tobacco plc                                                          | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     41618 | NS      | $2213549.46   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT, Inc.                                                     | Apple Hospitality REIT, Inc.                                                          | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      6078 | NS      | $72996.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 1M2                  | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    192570 | PA      | $196519.59    | 0.01%             | 2028-08-25      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.                                           | Check Point Software Technologies Ltd.                                                | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |      2300 | NS      | $475893.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     34404 | NS      | $10097574.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                                                 | SiriusPoint Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |      5167 | NS      | $93471.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176226.08    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                       | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                 | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-04-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                        | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    435000 | PA      | $451614.86    | 0.02%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                                   | DoorDash, Inc., Class A                                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     40055 | NS      | $10894559.45  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      5476 | NS      | $706020.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Station Place Securitization Trust                                               | Station Place Securitization Trust, Series 2025-3, Class A                            | CUSIP: 85779TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $963905.28    | 0.04%             | 2026-09-23      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| DexKo Global, Inc.                                                               | DexKo Global, Inc., First Lien, Closing Date Dollar CME Term Loan                     | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153745 | PA      | $151840.95    | 0.01%             | 2028-10-04      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                             | NextEra Energy, Inc.                                                                  | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     75988 | NS      | $5736334.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    805000 | PA      | $776947.11    | 0.03%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                            | GEO Group, Inc. (The)                                                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      3434 | NS      | $70362.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                        | Recruit Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     23300 | NS      | $1252698.31   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                            | Ahead DB Holdings LLC                                                                 | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40055.88     | 0.00%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99329.46     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                                     | Komatsu Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |      5700 | NS      | $198572.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    132565 | NS      | $4230149.15   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5121, Class KI                                                          | CUSIP: 3137H0LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3844595 | PA      | $850236.82    | 0.04%             | 2051-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| adidas AG                                                                        | adidas AG                                                                             | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |      1261 | NS      | $267182.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      3396 | NS      | $732958.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                    | Dornoch Debt Merger Sub, Inc.                                                         | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $241161.26    | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65203 | PA      | $68446.80     | 0.00%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hudson Technologies, Inc.                                                        | Hudson Technologies, Inc.                                                             | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13916 | NS      | $138185.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8766.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                           | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92750.72     | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2021-HQA4, Class M1                                   | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     64187 | PA      | $64230.56     | 0.00%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                                            | Sun Communities, Inc.                                                                 | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      5884 | NS      | $759036.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1787.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M2                                   | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    714000 | PA      | $720311.90    | 0.03%             | 2041-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                                     | Dai-ichi Life Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |     30600 | NS      | $240704.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Gamma Acquisition BV                                                   | Energizer Gamma Acquisition BV                                                        | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |    185000 | PA      | $214389.54    | 0.01%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FDJ United                                                                       | FDJ United                                                                            | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |      2766 | NS      | $92749.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                                          | Ryohin Keikaku Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |     32800 | NS      | $652626.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                           | Birch Grove CLO 2 Ltd., Series 2021-2A, Class A1R                                     | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501650.64    | 0.02%             | 2037-10-19      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                               | Deutsche Boerse AG                                                                    | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      8443 | NS      | $2260960.58   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                                            | Sonic Healthcare Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |     37564 | NS      | $532052.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Excelerate Energy, Inc.                                                          | Excelerate Energy, Inc., Class A                                                      | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3195 | NS      | $80482.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2025-NQM3, Class A1                                                 | CUSIP: 58004LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206861 | PA      | $207701.20    | 0.01%             | 2070-08-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5024, Class HI                                                          | CUSIP: 3137FWKE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3602303 | PA      | $859975.71    | 0.04%             | 2050-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                                               | SBI Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |     33400 | NS      | $1454151.70   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                                                | Compass Group plc                                                                     | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     80860 | NS      | $2756174.57   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| National Energy Services Reunited Corp.                                          | National Energy Services Reunited Corp.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     10653 | NS      | $109299.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials, Inc.                                                | Rayonier Advanced Materials, Inc.                                                     | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     17164 | NS      | $123924.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                                                    | Dropbox, Inc., Class A                                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     24749 | NS      | $747667.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                               | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    133000 | PA      | $142985.55    | 0.01%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Long Bonds                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       518 | NC      | $1246856.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                                                          | Lantheus Holdings, Inc.                                                               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      6521 | NS      | $334462.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                             | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113969.77    | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114107.20    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2024-98, Class FA                                                        | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523076 | PA      | $525140.50    | 0.02%             | 2053-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     32438 | NS      | $7622281.24   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    547000 | PA      | $539533.78    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                | Ross Stores, Inc.                                                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5026 | NS      | $765912.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                                                 | Virtus Investment Partners, Inc.                                                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      1195 | NS      | $227085.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                                                    | Veralto Corp.                                                                         | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      7050 | NS      | $751600.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McAfee Corp.                                                                     | McAfee Corp.                                                                          | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    315000 | PA      | $292558.27    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                               | Barclays Commercial Mortgage Trust, Series 2019-C5, Class C                           | CUSIP: 05492JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473000 | PA      | $420483.71    | 0.02%             | 2052-11-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                  | National Health Investors, Inc.                                                       | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      1051 | NS      | $83554.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      2352 | NS      | $781240.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series GG                                               | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    795000 | PA      | $737088.57    | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shore Bancshares, Inc.                                                           | Shore Bancshares, Inc.                                                                | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3299 | NS      | $54136.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE Peet's NV                                                                         | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $144386.46    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    615000 | PA      | $624347.44    | 0.03%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                  | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    143000 | PA      | $141630.57    | 0.01%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BQLU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    420430 | PA      | $427164.38    | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                          | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    510000 | PA      | $521663.51    | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      7978 | NS      | $781604.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Partners of America Trust                                                   | Home Partners of America Trust, Series 2021-2, Class C                                | CUSIP: 43732VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420259 | PA      | $407731.62    | 0.02%             | 2026-12-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                   | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $322332.85    | 0.01%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                            | Spotify Technology SA                                                                 | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      5222 | NS      | $3644956.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                      | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1491000 | PA      | $1474037.85   | 0.06%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2024-DNA1, Class A1                                   | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |     89868 | PA      | $90365.03     | 0.00%             | 2044-02-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     25597 | NS      | $5494396.05   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International, Inc.                                                          | NPK International, Inc.                                                               | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      6962 | NS      | $78740.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker, Inc.                                                                 | NEXTracker, Inc., Class A                                                             | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4635 | NS      | $342943.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc      | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    175000 | PA      | $190137.01    | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                               | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $85239.58     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                 | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      6915 | NS      | $738383.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                             | Edison International                                                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    107206 | NS      | $5926347.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA                                    | Banco Latinoamericano de Comercio Exterior SA, Class E                                | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | NUSS              | PA        |      2950 | NS      | $135611.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group plc                                                        | Marks & Spencer Group plc                                                             | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |     14599 | NS      | $71624.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berry Corp.                                                                      | Berry Corp.                                                                           | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25552 | NS      | $96586.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                                                     | Mueller Water Products, Inc., Class A                                                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      3673 | NS      | $93734.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                                                            | MGIC Investment Corp.                                                                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     26856 | NS      | $761904.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                               | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238828.56    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-319.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                  | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    844000 | PA      | $829391.63    | 0.04%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     81998 | NS      | $15204069.16  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                          | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86267.51     | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-104.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173361.27    | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                                               | Tokyo Gas Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     20600 | NS      | $732508.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     37982 | NS      | $3187829.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc., Class A                                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     43439 | NS      | $24708537.59  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                   | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $293074.60    | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Innospec, Inc.                                                                   | Innospec, Inc.                                                                        | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      2317 | NS      | $178779.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    377959 | NS      | $1944722.16   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4906.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                              | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |   1848034 | NS      | $2091207.52   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                        | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      5590 | NS      | $790593.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    175000 | PA      | $178569.39    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    155222 | NS      | $4383469.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2021-HE3, Class A2                            | CUSIP: 10569VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273713 | PA      | $272552.71    | 0.01%             | 2069-08-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                  | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                             | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206000 | PA      | $199987.38    | 0.01%             | 2057-10-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C05, Class 2M2                  | CUSIP: 30711XDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    333683 | PA      | $339150.60    | 0.01%             | 2029-01-25      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    735000 | PA      | $735566.84    | 0.03%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 10X Genomics, Inc.                                                               | 10X Genomics, Inc., Class A                                                           | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     31854 | NS      | $372373.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                                                    | Akzo Nobel NV                                                                         | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |     15077 | NS      | $1076011.06   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    545000 | PA      | $561519.22    | 0.02%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                              | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     85789 | NS      | $4356365.42   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     32048 | NS      | $816583.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     25279 | NS      | $2312088.06   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                                                    | Zscaler, Inc.                                                                         | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      2706 | NS      | $810879.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1                  | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99233 | PA      | $100650.18    | 0.00%             | 2042-09-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                 | Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                      | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $455946.45    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140KKLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2912448 | PA      | $2481908.21   | 0.11%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                    | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    284000 | PA      | $283428.79    | 0.01%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1161.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    994000 | PA      | $843082.22    | 0.04%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                         | Pertamina Hulu Energi PT                                                              | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    295000 | PA      | $301613.99    | 0.01%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                      | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31309.32     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co.                                       | Clarios Global LP / Clarios US Finance Co.                                            | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $209670.93    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                                      | Taiwan Semiconductor Manufacturing Co. Ltd.                                           | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     38000 | NS      | $1650637.43   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Udemy, Inc.                                                                      | Udemy, Inc.                                                                           | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |     11750 | NS      | $82367.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                    | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    304000 | PA      | $287787.05    | 0.01%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155040.36    | 0.01%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                         | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    266000 | PA      | $254836.41    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                  | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     18120 | NS      | $710304.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                                                 | McGrath RentCorp                                                                      | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |       913 | NS      | $107094.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                                                             | Teladoc Health, Inc.                                                                  | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     56762 | NS      | $438770.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinitas CLO XVIII Ltd.                                                          | Trinitas CLO XVIII Ltd., Series 2021-18A, Class A1R                                   | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300900.00    | 0.01%             | 2035-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8115000 | PA      | $-202892.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pentair plc                                                                      | Pentair plc                                                                           | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |      7021 | NS      | $777645.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Building Products, Inc.                                                      | QXO Building Products, Inc.                                                           | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    445000 | PA      | $461863.80    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class B                       | CUSIP: 95000LBE2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    596000 | PA      | $590947.35    | 0.03%             | 2059-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Curbline Properties Corp.                                                        | Curbline Properties Corp.                                                             | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      7146 | NS      | $159355.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                 | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    540000 | PA      | $550287.93    | 0.02%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3335.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179XS80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3719698 | PA      | $3342690.78   | 0.14%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164957.02    | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | Spectra Energy Partners LP                                                            | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421926.70    | 0.02%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                                    | Industria de Diseno Textil SA                                                         | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      3764 | NS      | $208314.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                               | Levi Strauss & Co.                                                                    | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    385000 | PA      | $357940.39    | 0.02%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8893.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $670033.18    | 0.03%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                                                       | Taylor Morrison Home Corp., Class A                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      7864 | NS      | $519102.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                             | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    315000 | PA      | $323651.40    | 0.01%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | Cie de Saint-Gobain SA                                                                | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |     31093 | NS      | $3368975.21   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                                  | Ashton Woods USA LLC / Ashton Woods Finance Co.                                       | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $247323.09    | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.                                              | Sun Country Airlines Holdings, Inc.                                                   | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      9259 | NS      | $109348.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DP World Salaam                                                                  | DP World Salaam                                                                       | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | KY        |    620000 | PA      | $621155.53    | 0.03%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                                      | Tesla, Inc.                                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     77555 | NS      | $34490259.60  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3140FXES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2718211 | PA      | $2475149.71   | 0.11%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                       | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199856.40    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133C3TV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    871195 | PA      | $898876.47    | 0.04%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                               | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    340000 | PA      | $307886.72    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    342000 | PA      | $339171.84    | 0.01%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                      | Pandora A/S                                                                           | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |      6858 | NS      | $896665.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amalgamated Financial Corp.                                                      | Amalgamated Financial Corp.                                                           | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5467 | NS      | $148429.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                          | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    180000 | PA      | $161559.27    | 0.01%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $26.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class B          | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    665221 | PA      | $630966.70    | 0.03%             | 2046-07-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health, Inc.                                                         | Hims & Hers Health, Inc.                                                              | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |      9444 | NS      | $535663.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS, Inc.                                                               | Leonardo DRS, Inc.                                                                    | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |     17587 | NS      | $798449.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                        | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199654.85    | 0.01%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | Truist Bank                                                                           | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    540000 | PA      | $544405.71    | 0.02%             | 2029-09-17      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Brazil Government Bond                                                                | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    446000 | PA      | $428494.50    | 0.02%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2014-CR17, Class C                                        | CUSIP: 12631DBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392000 | PA      | $362404.00    | 0.02%             | 2047-05-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79085.18     | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Watts Water Technologies, Inc.                                                   | Watts Water Technologies, Inc., Class A                                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      2094 | NS      | $584812.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                                          | KB Home                                                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1265 | NS      | $80504.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                                                   | Cargurus, Inc., Class A                                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     11453 | NS      | $426395.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class D                              | CUSIP: 12527DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48092 | PA      | $46486.30     | 0.00%             | 2047-12-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                     | Vistra Corp.                                                                          | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97243.24     | 0.00%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica, Inc.                                                        | Lululemon Athletica, Inc.                                                             | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      4034 | NS      | $717769.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                                                           | SPX Technologies, Inc.                                                                | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       478 | NS      | $89280.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                                         | Ipsen SA                                                                              | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |      3023 | NS      | $405917.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, 30 Year                                                                      | CUSIP: 3622ACN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1672892 | PA      | $1714160.82   | 0.07%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2                                   | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     41679 | PA      | $41816.20     | 0.00%             | 2034-01-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2014-UBS6, Class C                                        | CUSIP: 12592PBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205555 | PA      | $203564.08    | 0.01%             | 2047-12-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                            | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123762.72    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Teekay Tankers Ltd.                                                              | Teekay Tankers Ltd., Class A                                                          | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | BM        |      7779 | NS      | $393228.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                    | Mill City Mortgage Loan Trust, Series 2023-NQM2, Class A1                             | CUSIP: 59981CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    456244 | PA      | $457430.75    | 0.02%             | 2067-12-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     21464 | NS      | $4017416.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Filtration Group Corp.                                                           | Filtration Group Corp., First Lien, 2025 Incremental Dollar CME Term Loan, B          | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     94755 | PA      | $95297.46     | 0.00%             | 2028-10-23      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C07, Class 2M2                  | CUSIP: 30711XEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    255909 | PA      | $263103.89    | 0.01%             | 2029-05-25      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 3391                                                                    | CUSIP: 31397P6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1872 | PA      | $1642.46      | 0.00%             | 2037-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                  | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275923.99    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                                                       | Korn Ferry                                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      3545 | NS      | $248079.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                                            | Arista Networks, Inc.                                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     42540 | NS      | $6198503.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                     | Jones Deslauriers Insurance Management, Inc.                                          | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $115656.75    | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                                | Rain Carbon, Inc.                                                                     | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $225144.78    | 0.01%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3140FXDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1086785 | PA      | $991449.14    | 0.04%             | 2056-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C02, Class 1M2                  | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     67413 | PA      | $68197.66     | 0.00%             | 2028-09-25      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXII Ltd.                                                       | Sound Point CLO XXXII Ltd., Series 2021-4A, Class A                                   | CUSIP: 83616AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450861.63    | 0.02%             | 2034-10-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BWHX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58710 | PA      | $59647.09     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                            | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      7064 | NS      | $732819.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    255000 | PA      | $246120.64    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                    | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $147497.01    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyster-Yale, Inc.                                                                | Hyster-Yale, Inc.                                                                     | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2185 | NS      | $80539.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                                                       | OceanFirst Financial Corp.                                                            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6209 | NS      | $109092.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                        | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    510000 | PA      | $519633.09    | 0.02%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2021-RPL4, Class A1                                                | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210271 | PA      | $209576.14    | 0.01%             | 2060-12-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc., First Lien, Initial CME Term Loan                           | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |    206482 | PA      | $207170.09    | 0.01%             | 2032-03-19      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| WaVe Life Sciences Ltd.                                                          | WaVe Life Sciences Ltd.                                                               | CUSIP: N/A<br>LEI: 54930070006GPKFYZ813       | Long             | EC               | CORP              | SG        |     10848 | NS      | $79407.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                                                     | ALLETE, Inc.                                                                          | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      1639 | NS      | $108829.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7649.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc., Class B                                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      9069 | NS      | $757533.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  92887000 | PA      | $-480365.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YKM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1218563 | PA      | $1093556.84   | 0.05%             | 2053-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                        | Thales SA                                                                             | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |     11299 | NS      | $3571775.27   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $124652.77    | 0.01%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. III LLC                                                    | KKR Group Finance Co. III LLC                                                         | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $323060.05    | 0.01%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp.                                                               | SITE Centers Corp.                                                                    | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     31900 | NS      | $287419.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                                           | Cathay General Bancorp                                                                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      9136 | NS      | $438619.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103115.28    | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class XA                 | CUSIP: 46645JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2118084 | PA      | $256.29       | 0.00%             | 2048-12-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |     23896 | NS      | $982449.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3138WH5S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    594304 | PA      | $537447.68    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                              | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29139 | NS      | $2449715.73   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                                                    | Magnite, Inc.                                                                         | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      8646 | NS      | $188309.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 129182000 | PA      | $806968.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                       | Simon Property Group, Inc.                                                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     37468 | NS      | $7031619.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions, Inc.                                                            | Viavi Solutions, Inc.                                                                 | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      7119 | NS      | $90340.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro CLO XII Ltd.                                                             | Allegro CLO XII Ltd., Series 2020-1A, Class A1R                                       | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $371849.57    | 0.02%             | 2037-07-21      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                           | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    920000 | PA      | $920775.34    | 0.04%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140XB2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2413187 | PA      | $2035652.85   | 0.09%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Notes                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -542 | NC      | $65976.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                      | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     18266 | NS      | $771190.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2021-65, Class LI                                                        | CUSIP: 3136BJRV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3365622 | PA      | $582924.38    | 0.02%             | 2051-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                          | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    590000 | PA      | $594271.61    | 0.03%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                        | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $142519.23    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                    | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    595000 | PA      | $609536.86    | 0.03%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                | Boise Cascade Co.                                                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      3200 | NS      | $247424.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| White Cap Supply Holdings LLC                                                    | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                           | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    221556 | PA      | $221851.40    | 0.01%             | 2029-10-19      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                                    | Wise CLO Ltd., Series 2024-2A, Class A                                                | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501725.00    | 0.02%             | 2037-07-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    380000 | PA      | $399548.32    | 0.02%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan      | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    128804 | PA      | $129190.58    | 0.01%             | 2028-08-23      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2014-CR17, Class D                                        | CUSIP: 12631DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442000 | PA      | $372716.50    | 0.02%             | 2047-05-10      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                               | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     17045 | NS      | $298221.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | Vinci SA                                                                              | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     25566 | NS      | $3552957.18   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $312755.08    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                         | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202371.78    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                          | RR Donnelley & Sons Co.                                                               | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389800.20    | 0.02%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Arlo Technologies, Inc.                                                          | Arlo Technologies, Inc.                                                               | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     15306 | NS      | $259436.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2024-9, Class A1                                     | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |    389836 | PA      | $390003.90    | 0.02%             | 2069-09-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                             | Bulgaria Government Bond                                                              | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    100000 | PA      | $100224.66    | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                    | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     44049 | NS      | $4843187.55   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications, Inc.                                                       | Weave Communications, Inc.                                                            | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10949 | NS      | $73139.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                 | American Builders & Contractors Supply Co., Inc.                                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213682.82    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                      | Apollo Commercial Real Estate Finance, Inc.                                           | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    265000 | PA      | $254880.34    | 0.01%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Interface, Inc.                                                                  | Interface, Inc., Class A                                                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      9664 | NS      | $279676.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                           | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253217.46    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                | Brink's Co. (The)                                                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      4068 | NS      | $475386.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH Moet Hennessy Louis Vuitton SE                                                   | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       226 | NS      | $139076.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems, Inc.                                                                | Pegasystems, Inc.                                                                     | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     13174 | NS      | $757505.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                                                                 | Globe Life, Inc.                                                                      | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     14021 | NS      | $2004582.37   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                                                | Essent Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      1453 | NS      | $92352.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $50342.24     | 0.00%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                          | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    300000 | PA      | $308936.25    | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                   | Illumina, Inc.                                                                        | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    186000 | PA      | $186915.80    | 0.01%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                             | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    857000 | PA      | $856525.77    | 0.04%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2025-DNA3, Class M1                                   | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |    523000 | PA      | $524634.38    | 0.02%             | 2045-09-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Prudential plc                                                                   | Prudential plc                                                                        | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |    150988 | NS      | $2113789.96   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147105.14    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                            | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    830000 | PA      | $849499.37    | 0.04%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4467.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust                             | WaMu Mortgage Pass-Through Certificates Trust, Series 2007-HY2, Class 1A1             | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281922 | PA      | $256168.00    | 0.01%             | 2036-12-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP / Scientific Games US FinCo, Inc.                   | Scientific Games Holdings LP / Scientific Games US FinCo, Inc.                        | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $218649.42    | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    210000 | PA      | $235427.46    | 0.01%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272113.29    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                 | MPT Operating Partnership LP / MPT Finance Corp.                                      | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $531663.50    | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                | LendingClub Corp.                                                                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     26208 | NS      | $398099.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2960 | NS      | $730972.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                          | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $237222.41    | 0.01%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Co., Inc.                                                      | CommScope Holding Co., Inc.                                                           | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      8438 | NS      | $130620.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                        | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    122000 | PA      | $122059.52    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    835000 | PA      | $839758.80    | 0.04%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BTAG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    210017 | PA      | $214159.49    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $131763.58    | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BLVN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46975 | PA      | $47674.66     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Glencore plc                                                                     | Glencore plc                                                                          | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |    520565 | NS      | $2397528.74   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                           | Brightstar Lottery plc                                                                | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |     24029 | NS      | $414500.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                                                    | Visteon Corp.                                                                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      3883 | NS      | $465416.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                                                          | Paylocity Holding Corp.                                                               | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      4508 | NS      | $717989.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                             | Schindler Holding AG                                                                  | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |      2935 | NS      | $1116110.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2021-7A, Class AR                                           | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |   1124000 | PA      | $1128003.13   | 0.05%             | 2035-01-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                          | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    203000 | PA      | $209360.71    | 0.01%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                             | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      3812 | NS      | $764191.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Guatemala                                                            | Guatemala Government Bond                                                             | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    350000 | PA      | $384918.71    | 0.02%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1370154.69   | 0.06%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140KPNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564063 | PA      | $487983.92    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                           | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35932.79     | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M1                  | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23807 | PA      | $23861.27     | 0.00%             | 2042-04-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA19, Class A1                                    | CUSIP: 12668RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356007 | PA      | $288031.35    | 0.01%             | 2047-02-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1810 | NS      | $733393.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp. Japan                                                                    | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |      3500 | NS      | $357361.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                                         | QBE Insurance Group Ltd.                                                              | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     18090 | NS      | $246173.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    327000 | PA      | $215879.38    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-117.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | Airbus SE                                                                             | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |     21692 | NS      | $5065645.73   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeva Technologies, Inc.                                                          | Aeva Technologies, Inc.                                                               | CUSIP: 00835Q202<br>LEI: 529900EOW3TB2FR95A21 | Long             | EC               | CORP              | US        |      6625 | NS      | $96062.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                       | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    295000 | PA      | $309881.28    | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Arcturus Therapeutics Holdings, Inc.                                             | Arcturus Therapeutics Holdings, Inc.                                                  | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6359 | NS      | $117196.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2758.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA Financial, Inc.                                                              | MFA Financial, Inc.                                                                   | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |      7533 | NS      | $69228.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                                          | Daiichi Sankyo Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |     39400 | NS      | $886508.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                            | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296031.03    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      4129 | NS      | $198006.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $19059.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 3 Ltd.                                                       | Warwick Capital CLO 3 Ltd., Series 2024-3A, Class A1                                  | CUSIP: 93655PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    350000 | PA      | $352100.00    | 0.02%             | 2037-04-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | Kinetik Holdings LP                                                                   | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    485000 | PA      | $488184.51    | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2015197.06   | 0.09%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  51320000 | PA      | $93942.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1B                                  | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |     24000 | PA      | $25238.30     | 0.00%             | 2042-09-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                                                   | Exelixis, Inc.                                                                        | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     81247 | NS      | $3355501.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp.                                                                  | Blue Bird Corp.                                                                       | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      4574 | NS      | $263233.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                 | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80286.12     | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                  | Residential Mortgage Loan Trust, Series 2020-2, Class A2                              | CUSIP: 76123MAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354295 | PA      | $352013.34    | 0.02%             | 2060-05-25      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Cinemark Holdings, Inc.                                                          | Cinemark Holdings, Inc.                                                               | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      5408 | NS      | $151532.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    545000 | PA      | $478202.93    | 0.02%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Vnom Sub, Inc.                                                                   | Vnom Sub, Inc.                                                                        | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70056.00     | 0.00%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | Schneider Electric SE                                                                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      8133 | NS      | $2289212.76   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2650899.21   | 0.11%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| California Water Service Group                                                   | California Water Service Group                                                        | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      1837 | NS      | $84299.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    199000 | PA      | $195331.24    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                            | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     21912 | NS      | $702279.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                            | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1058085.56   | 0.05%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Prothena Corp. plc                                                               | Prothena Corp. plc                                                                    | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |      7404 | NS      | $72263.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                       | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    252000 | PA      | $235779.12    | 0.01%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1                  | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249841 | PA      | $250782.44    | 0.01%             | 2044-09-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Gentherm, Inc.                                                                   | Gentherm, Inc.                                                                        | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      2401 | NS      | $81778.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wind River CLO Ltd.                                                              | Wind River CLO Ltd., Series 2021-4A, Class AR                                         | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $361233.18    | 0.02%             | 2035-01-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                                    | Popular, Inc.                                                                         | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      6196 | NS      | $786953.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                                                               | Telstra Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |    285299 | NS      | $909568.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                  | Sinclair Television Group, Inc.                                                       | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    580000 | PA      | $595703.48    | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                          | Bank Leumi Le-Israel BM                                                               | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |     87222 | NS      | $1718499.57   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    115000 | PA      | $115667.09    | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Maplebear, Inc.                                                                  | Maplebear, Inc.                                                                       | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16501 | NS      | $606576.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                    | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                         | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $186765.17    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                       | Evergy Missouri West, Inc.                                                            | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    680000 | PA      | $692718.08    | 0.03%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                               | Cerdia Finanz GmbH                                                                    | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    225000 | PA      | $238781.25    | 0.01%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                         | Skyworks Solutions, Inc.                                                              | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      4775 | NS      | $367579.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines, Inc.                                                            | United Airlines, Inc.                                                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266069.81    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LifeMD, Inc.                                                                     | LifeMD, Inc.                                                                          | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14044 | NS      | $95358.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                                                           | Trane Technologies plc                                                                | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      8343 | NS      | $3520412.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0526A5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -7000000 | PA      | $-7058759.54  | -0.30%            | 2055-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     12605 | NS      | $798526.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                      | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $171810.00    | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                  | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $459354.29    | 0.02%             | 2042-01-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    310000 | PA      | $355040.36    | 0.02%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ2S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49761 | PA      | $51991.35     | 0.00%             | 2049-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Replimune Group, Inc.                                                            | Replimune Group, Inc.                                                                 | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |     15198 | NS      | $63679.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                      | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $199733.77    | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $71866.28     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                         | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125514.10    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                           | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    965000 | PA      | $957317.92    | 0.04%             | 2031-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M1                  | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19688 | PA      | $19784.30     | 0.00%             | 2043-09-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-140.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                               | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $458348.88    | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    297000 | PA      | $251329.00    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                       | Scout24 SE                                                                            | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |      2391 | NS      | $299968.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp.             | Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $202640.29    | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                   | VeriSign, Inc.                                                                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      2684 | NS      | $750365.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                                                    | Hologic, Inc.                                                                         | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     11869 | NS      | $801038.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax, Inc.                                                                   | Icosavax, Inc., CVR                                                                   | CUSIP: 451CVR021<br>LEI: N/A                  | Long             |  | CORP              | US        |      4444 | NS      | $1333.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novocure Ltd.                                                                    | Novocure Ltd.                                                                         | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |     33644 | NS      | $434680.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BXMT Ltd.                                                                        | BXMT Ltd., Series 2021-FL4, Class A                                                   | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    501223 | PA      | $497471.59    | 0.02%             | 2038-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                                 | Old Republic International Corp.                                                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     19205 | NS      | $815636.35    | 0.03%             |  |  |  | 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        |     26394 | NS      | $5303346.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                         | Hermes International SCA                                                              | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       540 | NS      | $1327881.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     30722 | NS      | $761598.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Building Materials                                                    | Foundation Building Materials, Inc., First Lien, CME Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    242544 | PA      | $243260.55    | 0.01%             | 2031-01-29      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                         | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    320000 | PA      | $271255.64    | 0.01%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                  | Telefonaktiebolaget LM Ericsson, Class B                                              | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     92277 | NS      | $764607.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REV Group, Inc.                                                                  | REV Group, Inc.                                                                       | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      5179 | NS      | $293493.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences, Inc.                                                         | Castle Biosciences, Inc.                                                              | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |     15628 | NS      | $355849.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                                        | Forvia SE                                                                             | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $243644.14    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114833.03    | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                        | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324891.72    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3452.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnetite XXXVII Ltd.                                                            | Magnetite XXXVII Ltd., Series 2023-37A, Class A                                       | CUSIP: 55952AAA7<br>LEI: 529900QDM2RO966NLE49 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400725.08    | 0.02%             | 2036-10-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140J5JS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    711940 | PA      | $649331.04    | 0.03%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                               | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    107000 | PA      | $110379.34    | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    289129 | NS      | $3034211.84   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1270439.07   | 0.05%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    225000 | PA      | $238256.33    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                          | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101627.35    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2660 | NS      | $742725.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                         | Enel SpA                                                                              | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    177655 | NS      | $1683554.86   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                               | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $244312.50    | 0.01%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                       | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243148.40    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                      | Endo Finance Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan               | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    252450 | PA      | $253265.41    | 0.01%             | 2031-04-23      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| HealthStream, Inc.                                                               | HealthStream, Inc.                                                                    | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      3131 | NS      | $88419.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                           | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    305000 | PA      | $320058.07    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2021-RPL7, Class A1                                                | CUSIP: 12598JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190056 | PA      | $189320.86    | 0.01%             | 2061-07-27      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                              | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    675000 | PA      | $703574.35    | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2015-C04, Class 1M2                  | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    537990 | PA      | $540018.80    | 0.02%             | 2028-04-25      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2024-NQM2, Class A1                                                | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1151293 | PA      | $1178024.91   | 0.05%             | 2069-06-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                   | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405693.01    | 0.02%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                              | Rithm Capital Corp.                                                                   | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     59469 | NS      | $677351.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     32626 | NS      | $11508821.50  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                                 | Novo Nordisk A/S, Class B                                                             | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     54382 | NS      | $3028080.42   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                   | Air Liquide SA                                                                        | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      5091 | NS      | $1060743.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Therapeutics, Inc.                                                           | PTC Therapeutics, Inc.                                                                | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      7684 | NS      | $471567.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class XA                     | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9261529 | PA      | $55987.80     | 0.00%             | 2059-12-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Northwestern Energy Group, Inc.                                                  | Northwestern Energy Group, Inc.                                                       | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      1455 | NS      | $85277.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185579.61    | 0.01%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                                              | Imperial Brands plc                                                                   | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     41440 | NS      | $1760431.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nassau Ltd.                                                                      | Nassau Ltd., Series 2020-1A, Class A1R                                                | CUSIP: 631715AW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    248192 | PA      | $249207.51    | 0.01%             | 2035-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3138WG5Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401021 | PA      | $361967.87    | 0.02%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $578556.83    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                      | Terex Corp.                                                                           | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147852.68    | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                           | Smithfield Foods, Inc.                                                                | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |     31313 | NS      | $735229.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                                                                  | NewMarket Corp.                                                                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      2175 | NS      | $1801356.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP, First Lien, 2028 Refinancing CME Term Loan                       | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    122091 | PA      | $122212.19    | 0.01%             | 2028-10-23      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                         | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      9178 | NS      | $865503.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1                  | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67790 | PA      | $69052.67     | 0.00%             | 2043-01-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                             | Sprint Capital Corp.                                                                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    455000 | PA      | $489508.85    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2023-HE2, Class A1                                 | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195189 | PA      | $196370.40    | 0.01%             | 2054-03-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                 | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    382000 | PA      | $499339.81    | 0.02%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34672 | PA      | $31003.90     | 0.00%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                                                              | Veeva Systems, Inc., Class A                                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     22969 | NS      | $6842694.79   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2025-1, Class A11                                  | CUSIP: 46658UAY7<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |    227754 | PA      | $227616.10    | 0.01%             | 2055-06-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                              | Vertiv Holdings Co., Class A                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     18155 | NS      | $2738863.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                                                               | Hope Bancorp, Inc.                                                                    | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     11221 | NS      | $120850.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Software, Inc.                                                            | Rocket Software, Inc., First Lien, CME Term Loan                                      | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    181248 | PA      | $181852.53    | 0.01%             | 2028-11-28      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | Banco de Sabadell SA                                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |     95368 | NS      | $372241.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class A1                                | CUSIP: 46658DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277829 | PA      | $280941.30    | 0.01%             | 2064-11-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| H2O America                                                                      | H2O America                                                                           | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1776 | NS      | $86491.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                                                     | ROBLOX Corp., Class A                                                                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34015 | NS      | $4711757.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                     | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    805000 | PA      | $646573.92    | 0.03%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Workiva, Inc.                                                                    | Workiva, Inc., Class A                                                                | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      1019 | NS      | $87715.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                          | Aristocrat Leisure Ltd.                                                               | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     35532 | NS      | $1644899.80   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                    | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1274684.08   | 0.05%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                      | Kedrion SpA                                                                           | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    450000 | PA      | $444685.52    | 0.02%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2014-2RA, Class AR                                          | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401159.22    | 0.02%             | 2037-10-24      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                 | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     78000 | PA      | $77192.70     | 0.00%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      5112 | NS      | $1743192.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corp.                                                               | Imola Merger Corp.                                                                    | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $233639.90    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                  | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      7327 | NS      | $757245.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA, Inc.                                                                       | CEVA, Inc.                                                                            | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      1534 | NS      | $40512.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                   | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147070.90    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                           | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    393000 | PA      | $396706.13    | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                        | Chobani LLC / Chobani Finance Corp., Inc.                                             | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $250559.28    | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                            | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96434.51     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                                     | GEA Group AG                                                                          | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     10675 | NS      | $789225.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3140HUDV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366011 | PA      | $348087.06    | 0.01%             | 2029-09-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257862.70    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                      | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261557.58    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HNI Corp.                                                                        | HNI Corp.                                                                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1749 | NS      | $81940.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                                                   | Autodesk, Inc.                                                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     20230 | NS      | $6426464.10   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                      | EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $123029.78    | 0.01%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AtriCure, Inc.                                                                   | AtriCure, Inc.                                                                        | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |      2186 | NS      | $77056.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                                           | Independent Bank Corp.                                                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2456 | NS      | $76074.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                                                     | Plexus Corp.                                                                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       571 | NS      | $82617.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope, Inc.                                                                  | CommScope, Inc., First Lien, Initial CME Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    290000 | PA      | $293922.25    | 0.01%             | 2029-12-18      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1625 | NS      | $743047.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PK Alift Loan Funding 7 LP                                                       | PK Alift Loan Funding 7 LP, Series 2025-2, Class A                                    | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250658.75    | 0.01%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                                            | TransDigm Group, Inc.                                                                 | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1611 | NS      | $2123330.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                           | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218293.22    | 0.01%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                  | Universal Health Services, Inc., Class B                                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      3991 | NS      | $815920.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2015-H26, Class EI                                                       | CUSIP: 38376RJY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    699244 | PA      | $22138.77     | 0.00%             | 2065-10-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                                       | Lyft, Inc., Class A                                                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     41085 | NS      | $904280.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions, Inc.                                                        | Perimeter Solutions, Inc.                                                             | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21562 | NS      | $482773.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp.                                                                  | Astronics Corp.                                                                       | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      4524 | NS      | $206339.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                      | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188744.14    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                         | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    540000 | PA      | $536508.35    | 0.02%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA5, Class M1A                                  | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    353505 | PA      | $360632.81    | 0.02%             | 2042-06-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                 | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180509.40    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418513.60    | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    731000 | PA      | $685269.42    | 0.03%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                        | Tesco plc                                                                             | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    306962 | NS      | $1839835.26   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd.                                                       | Axis Capital Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |      7572 | NS      | $725397.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BSD82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46401 | PA      | $47201.56     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R07, Class 1M1                  | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193114 | PA      | $198185.54    | 0.01%             | 2042-06-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                     | Iberdrola SA                                                                          | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    266108 | NS      | $5037247.61   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                      | Cie Financiere Richemont SA                                                           | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       413 | NS      | $79282.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Rock Resorts, Inc.                                                           | Red Rock Resorts, Inc., Class A                                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1673 | NS      | $102153.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                  | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    805000 | PA      | $850904.09    | 0.04%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 9 Ltd.                                         | GoldenTree Loan Management US CLO 9 Ltd., Series 2021-9A, Class AR                    | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $301066.34    | 0.01%             | 2037-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                                                  | Lincoln Electric Holdings, Inc.                                                       | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      3049 | NS      | $719045.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96709.93     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140XB3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1552691 | PA      | $1342924.70   | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                        | Consolidated Edison, Inc.                                                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      7842 | NS      | $788277.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2                  | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102000 | PA      | $104856.41    | 0.00%             | 2042-03-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1M1                  | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472644 | PA      | $474017.38    | 0.02%             | 2045-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-31.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESCO Technologies, Inc.                                                          | ESCO Technologies, Inc.                                                               | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       545 | NS      | $115054.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    253000 | PA      | $237229.88    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2557547.30   | 0.11%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| NOF Corp.                                                                        | NOF Corp.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     57700 | NS      | $1006784.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                      | BANK5 Trust, Series 2024-5YR7, Class XA                                               | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7538844 | PA      | $324880.47    | 0.01%             | 2057-06-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    370000 | PA      | $354038.31    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp.                                                      | Horace Mann Educators Corp.                                                           | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      4689 | NS      | $211802.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                                                      | Tennant Co.                                                                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       997 | NS      | $80816.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 406, Class F30                                                          | CUSIP: 3133Q3H79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    417164 | PA      | $420138.00    | 0.02%             | 2053-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133C3TT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    928385 | PA      | $950655.61    | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    107079 | NS      | $4199638.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                                                     | Natera, Inc.                                                                          | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4540 | NS      | $730803.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                               | Coca-Cola Europacific Partners plc                                                    | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |     14684 | NS      | $1327580.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2018-C02, Class 2M2                  | CUSIP: 30711XC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     10139 | PA      | $10297.91     | 0.00%             | 2030-08-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                 | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139543.17    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government Bond                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    650000 | PA      | $653536.85    | 0.03%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                | Boise Cascade Co.                                                                     | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |    265000 | PA      | $259785.07    | 0.01%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital 27 Ltd.                                                       | Northwoods Capital 27 Ltd., Series 2021-27A, Class A1R                                | CUSIP: 66860XAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751630.69    | 0.03%             | 2034-10-17      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co. (The)                                                             | EW Scripps Co. (The)                                                                  | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469781.54    | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | Directv Financing LLC                                                                 | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94297.00     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      8594 | NS      | $2975758.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                          | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $627018.95    | 0.03%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                       | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1124000 | PA      | $1139227.45   | 0.05%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                    | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $222148.03    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Beacon Financial Corp.                                                           | Beacon Financial Corp.                                                                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      3878 | NS      | $91947.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    817000 | PA      | $815465.52    | 0.03%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $176.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    236000 | PA      | $217569.05    | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                             | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120506.05    | 0.01%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    234263 | NS      | $23777694.50  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TIAA Real Estate CDO Ltd.                                                        | TIAA Real Estate CDO Ltd., Series 2003-1A, Class E                                    | CUSIP: 88631FAA6<br>LEI: 5493005Y5RSPJ6PO8N21 | Long             | ABS-CBDO         | CORP              | KY        |    417718 | PA      | $39.27        | 0.00%             | 2038-12-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bandwidth, Inc.                                                                  | Bandwidth, Inc., Class A                                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      7035 | NS      | $117273.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                                             | UFP Industries, Inc.                                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      4226 | NS      | $395088.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group plc                                                                     | 3i Group plc                                                                          | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     31857 | NS      | $1756052.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                     | Fortescue Treasury Pty. Ltd.                                                          | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    205000 | PA      | $211992.14    | 0.01%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                    | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    504000 | PA      | $503156.22    | 0.02%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                          | Fast Retailing Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |      4800 | NS      | $1457816.78   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5010, Class IA                                                          | CUSIP: 3137FVPZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2780102 | PA      | $511041.97    | 0.02%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class C          | CUSIP: 61690FAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $460724.94    | 0.02%             | 2048-04-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                           | BP plc                                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    181231 | NS      | $1040565.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Holdings Corp.                                                     | National Bank Holdings Corp., Class A                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2160 | NS      | $83462.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods plc                                                     | Associated British Foods plc                                                          | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |     44557 | NS      | $1231169.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CareDx, Inc.                                                                     | CareDx, Inc.                                                                          | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      5569 | NS      | $80973.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  35569000 | PA      | $554068.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co., Series A                                                          | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179003.96    | 0.01%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                     | Airbnb, Inc., Class A                                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      6029 | NS      | $732041.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                     | Vistra Corp.                                                                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193040.00    | 0.01%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Surmodics, Inc.                                                                  | Surmodics, Inc.                                                                       | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      2399 | NS      | $71706.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings, Inc.                                                         | Microvast Holdings, Inc.                                                              | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |    106923 | NS      | $411653.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                                                               | Seneca Foods Corp., Class A                                                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       764 | NS      | $82466.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnetite XL Ltd.                                                                | Magnetite XL Ltd., Series 2024-40A, Class A1                                          | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |    774000 | PA      | $776490.82    | 0.03%             | 2037-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                                                       | Moog, Inc., Class A                                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       381 | NS      | $79122.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R06, Class 1M1                  | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101017 | PA      | $103410.43    | 0.00%             | 2042-05-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Allient, Inc.                                                                    | Allient, Inc.                                                                         | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      3620 | NS      | $161995.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                                            | Axon Enterprise, Inc.                                                                 | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       461 | NS      | $330832.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO 27 Ltd.                                                              | Elmwood CLO 27 Ltd., Series 2024-3A, Class A                                          | CUSIP: 29003FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    422000 | PA      | $423498.61    | 0.02%             | 2037-04-18      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp. / Broadcom Cayman Finance Ltd.                                    | Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    783000 | PA      | $782731.71    | 0.03%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Universal Insurance Holdings, Inc.                                               | Universal Insurance Holdings, Inc.                                                    | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      4503 | NS      | $118428.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Commercial Mortgage Trust                                          | Credit Suisse Commercial Mortgage Trust, Series 2007-C2, Class AX                     | CUSIP: 22545YBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2897998 | PA      | $645.38       | 0.00%             | 2049-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                     | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77055.92     | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                 | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240635.62    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                                    | Wise CLO Ltd., Series 2023-2A, Class A                                                | CUSIP: 97719TAA2<br>LEI: 2549000Z4RGK1HNAPB35 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250843.24    | 0.01%             | 2037-01-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    131923 | PA      | $154126.31    | 0.01%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87525.49     | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3138WGX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628569 | PA      | $569086.46    | 0.02%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                      | Carvana Co.                                                                           | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    214000 | PA      | $242455.15    | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corp.                                                         | Chimera Investment Corp.                                                              | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      5583 | NS      | $73807.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    565000 | PA      | $580285.23    | 0.02%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                               | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399501.21    | 0.02%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1                  | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48553 | PA      | $48514.18     | 0.00%             | 2041-12-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Avanos Medical, Inc.                                                             | Avanos Medical, Inc.                                                                  | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      6577 | NS      | $76030.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1A1                  | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177062 | PA      | $177345.94    | 0.01%             | 2045-05-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Westamerica BanCorp                                                              | Westamerica BanCorp                                                                   | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |      1668 | NS      | $83383.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                                  | LSTAR Commercial Mortgage Trust, Series 2017-5, Class A5                              | CUSIP: 54910TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846000 | PA      | $831350.16    | 0.04%             | 2050-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                  | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    668000 | PA      | $609740.79    | 0.03%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133APQJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3389112 | PA      | $2858881.82   | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                                                    | Corteva, Inc.                                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     67996 | NS      | $4598569.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                                                      | Terex Corp.                                                                           | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188610.46    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-106.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | Opal Bidco SAS                                                                        | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    610000 | PA      | $625631.86    | 0.03%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                                            | Williams-Sonoma, Inc.                                                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      3660 | NS      | $715347.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                                                                   | UniFirst Corp.                                                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       480 | NS      | $80251.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                                                         | Laureate Education, Inc.                                                              | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     17276 | NS      | $544885.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc., Series J                                           | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1099269.46   | 0.05%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Axos Financial, Inc.                                                             | Axos Financial, Inc.                                                                  | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      5602 | NS      | $474209.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1                  | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56594 | PA      | $56645.78     | 0.00%             | 2044-05-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Park Place Securities, Inc.                                                      | Park Place Securities, Inc., Series 2004-WCW2, Class M3                               | CUSIP: 70069FAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143343 | PA      | $141958.45    | 0.01%             | 2034-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                              | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76084.66     | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Towne Bank                                                                       | Towne Bank                                                                            | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      2321 | NS      | $80236.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115861.06    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                    | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200782.19    | 0.01%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXVI Ltd.                                                        | Sound Point CLO XXVI Ltd., Series 2020-1A, Class AR                                   | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    508000 | PA      | $508688.11    | 0.02%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MSCI EAFE Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $1667.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6519.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                            | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $288935.35    | 0.01%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                                                     | Xenia Hotels & Resorts, Inc.                                                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      2918 | NS      | $40034.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                                    | Brazil Government Bond                                                                | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    630000 | PA      | $583726.50    | 0.02%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                         | SCIH Salt Holdings, Inc.                                                              | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196257.91    | 0.01%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $17.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                       | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1303895.46   | 0.06%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                 | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114444.15    | 0.00%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                    | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243200.44    | 0.01%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co., Series KK                                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    127000 | PA      | $125762.36    | 0.01%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      3774 | NS      | $1836843.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                      | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     91000 | PA      | $85431.41     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    815000 | PA      | $764810.02    | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7327.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class C                  | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700400 | PA      | $673105.48    | 0.03%             | 2047-09-15      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| BioMerieux                                                                       | BioMerieux                                                                            | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |      2543 | NS      | $341317.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Core CLO 31 Ltd.                                                             | AGL Core CLO 31 Ltd., Series 2024-31A, Class A                                        | CUSIP: 00852MAA8<br>LEI: 254900LYT9TA0J0GKX14 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $351133.04    | 0.02%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                      | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    480000 | PA      | $489772.14    | 0.02%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    957000 | PA      | $674692.34    | 0.03%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133C32D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221483 | PA      | $229213.34    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                       | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     50003 | NS      | $3836230.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics, Inc.                                                          | Qnity Electronics, Inc.                                                               | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97131.42     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Apogee Enterprises, Inc.                                                         | Apogee Enterprises, Inc.                                                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      4275 | NS      | $186261.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                          | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     30382 | NS      | $2687287.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       182 | NS      | $780823.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                           | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    630000 | PA      | $648516.33    | 0.03%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                            | Jane Street Group LLC, First Lien, Extended CME Term Loan                             | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    329136 | PA      | $327182.70    | 0.01%             | 2031-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                          | Jackson Financial, Inc., Class A                                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      6099 | NS      | $617401.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-53.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                          | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128557.88    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Adient plc                                                                       | Adient plc                                                                            | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |      8176 | NS      | $196878.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                                                             | Federal Signal Corp.                                                                  | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       780 | NS      | $92812.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1441000 | PA      | $1456235.94   | 0.06%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                                                    | Fresh Del Monte Produce, Inc.                                                         | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |      6464 | NS      | $224430.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $339598.87    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M2                  | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901000 | PA      | $925532.34    | 0.04%             | 2042-04-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2017-C02, Class 2M2C                 | CUSIP: 30711XGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     87555 | PA      | $88700.37     | 0.00%             | 2029-09-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                      | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $8039.98      | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                      | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172083.12    | 0.01%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140XGML0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2200302 | PA      | $2036553.36   | 0.09%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     25806 | NS      | $2359442.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology, Inc.                                                       | GigaCloud Technology, Inc., Class A                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2571 | NS      | $73016.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C06, Class 1M2                  | CUSIP: 30711XDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    172285 | PA      | $174969.51    | 0.01%             | 2029-04-25      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                                | Ziggo Bond Co. BV                                                                     | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $199618.03    | 0.01%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4250.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | S&P 500 E-Mini Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -775 | NC      | $-2296580.75  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy, Inc.                                                               | Vital Energy, Inc.                                                                    | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    245000 | PA      | $237998.46    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                          | AS Mileage Plan IP Ltd.                                                               | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    425000 | PA      | $425411.28    | 0.02%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    641000 | PA      | $641526.88    | 0.03%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America, Inc.                                             | Klockner Pentaplast of America, Inc., First Lien, USD CME Term Loan, B                | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148816 | PA      | $74361.83     | 0.00%             | 2026-02-12      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2015-CR22, Class B                                        | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295744 | PA      | $284805.46    | 0.01%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                                  | ICG US CLO Ltd., Series 2017-1A, Class ARR                                            | CUSIP: 449259AJ9<br>LEI: 254900T2ODAPJRGAZY53 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $551082.69    | 0.02%             | 2034-07-28      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $92301.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     23400 | NS      | $1993904.69   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                       | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $616802.17    | 0.03%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJZ25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42855 | PA      | $45034.91     | 0.00%             | 2048-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B22, Class XA                                   | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2586495 | PA      | $161958.30    | 0.01%             | 2054-01-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  39000000 | PA      | $32863431.90  | 1.41%             | 2055-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                                       | Hoya Corp.                                                                            | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |     33800 | NS      | $4673538.17   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                        | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    235000 | PA      | $250629.15    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2024-H4, Class A1                                        | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163127 | PA      | $165344.11    | 0.01%             | 2069-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                                                       | ANZ New Zealand Int'l Ltd.                                                            | CUSIP: 00182EBF5<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $197920.78    | 0.01%             | 2027-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                        | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    105000 | PA      | $123248.49    | 0.01%             | 2028-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     11443 | NS      | $1869786.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                                                | Bunker Hill Loan Depositary Trust, Series 2020-1, Class A2                            | CUSIP: 12062RAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $489589.35    | 0.02%             | 2055-02-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  69901452 | PA      | $-108157.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    100490 | NS      | $33152655.90  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91168.47     | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      9671 | NS      | $7471234.34   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                                                        | ADT, Inc.                                                                             | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86659 | NS      | $754799.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2112000 | PA      | $1973913.07   | 0.08%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13962.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                                  | Gap, Inc. (The)                                                                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     33406 | NS      | $714554.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C03, Class 2M2                  | CUSIP: 30711XCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     27383 | PA      | $27801.60     | 0.00%             | 2028-10-25      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                            | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $223474.08    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                            | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185314.94    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                  | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $209414.83    | 0.01%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    431000 | PA      | $426158.88    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                         | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |    725000 | PA      | $887882.04    | 0.04%             | 2029-11-15      | Fixed         | 3.88%                 | 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        |      1550 | NS      | $38471.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                                        | CNO Financial Group, Inc.                                                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     10483 | NS      | $414602.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    210000 | PA      | $234441.27    | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Cathedral Lake VIII Ltd.                                                         | Cathedral Lake VIII Ltd., Series 2021-8A, Class A1                                    | CUSIP: 14919GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    690000 | PA      | $692592.79    | 0.03%             | 2035-01-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                         | ABB Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     35092 | NS      | $2539373.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185715.56    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oklo, Inc.                                                                       | Oklo, Inc., Class A                                                                   | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2033 | NS      | $226943.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group plc                                                  | London Stock Exchange Group plc                                                       | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |      4076 | NS      | $467448.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                                          | Froneri Lux FinCo SARL                                                                | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $200481.88    | 0.01%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $246.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1696367.08   | 0.07%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Venture XV CLO Ltd.                                                              | Venture XV CLO Ltd., Series 2013-15A, Class AR3                                       | CUSIP: 92328XBD0<br>LEI: 549300UYHZCJPN3LMT03 | Long             | ABS-CBDO         | CORP              | KY        |    192164 | PA      | $192209.67    | 0.01%             | 2032-07-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                 | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213931.30    | 0.01%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                     | Northern Star Resources Ltd.                                                          | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |     12701 | NS      | $198330.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                                      | Investor AB, Class B                                                                  | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |     59686 | NS      | $1868430.68   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                        | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1600884.50   | 0.07%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      5434 | NS      | $727829.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                   | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    166000 | PA      | $186667.00    | 0.01%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp. / Broadcom Cayman Finance Ltd.                                    | Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1987174.82   | 0.09%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc., Class A                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     57155 | NS      | $41973488.90  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                        | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $336261.93    | 0.01%             | 2035-08-12      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $401128.59    | 0.02%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $157086.40    | 0.01%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $443.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                                                    | Medtronic plc                                                                         | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     30208 | NS      | $2877009.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                      | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    169000 | PA      | $165591.55    | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | Koninklijke Ahold Delhaize NV                                                         | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     33243 | NS      | $1345161.45   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                   | United Airlines Holdings, Inc.                                                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      7178 | NS      | $692677.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                           | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     46153 | NS      | $9811204.74   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       790 | NS      | $731247.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                             | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    435000 | PA      | $512872.62    | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust, Series 2025-HE1, Class A1A                                 | CUSIP: 89183LAA3<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-O            | CORP              | US        |    155442 | PA      | $155592.27    | 0.01%             | 2065-07-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                            | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    705000 | PA      | $717042.11    | 0.03%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Hanmi Financial Corp.                                                            | Hanmi Financial Corp.                                                                 | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      5260 | NS      | $129869.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                           | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $257555.13    | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-319.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2328000 | PA      | $2281756.14   | 0.10%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24522.75     | 0.00%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Nexxen International Ltd.                                                        | Nexxen International Ltd.                                                             | CUSIP: N/A<br>LEI: 213800ZNSR7AIJZ2J557       | Long             | EC               | CORP              | IL        |     12221 | NS      | $113044.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $277.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class D           | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    316000 | PA      | $289402.25    | 0.01%             | 2046-05-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2025-41, Class FA                                                        | CUSIP: 3136BV4Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365189 | PA      | $366653.92    | 0.02%             | 2054-06-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2007-AR7, Class 1A1            | CUSIP: 86364KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435699 | PA      | $357511.87    | 0.02%             | 2047-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                                           | Generac Holdings, Inc.                                                                | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      4148 | NS      | $694375.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                                             | Peabody Energy Corp.                                                                  | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     23193 | NS      | $615078.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2014-UBS3, Class AM                                       | CUSIP: 12591YBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51968 | PA      | $51084.72     | 0.00%             | 2047-06-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $185990.35    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44546 | PA      | $44845.60     | 0.00%             | 2045-03-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Kazakhstan Government Bond                                                            | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    370000 | PA      | $368374.14    | 0.02%             | 2035-04-09      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                       | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $40984.95     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                             | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $323877.70    | 0.01%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                           | TTM Technologies, Inc.                                                                | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    355000 | PA      | $341733.97    | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co., Series B                                                          | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44404.35     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FB Financial Corp.                                                               | FB Financial Corp.                                                                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      1467 | NS      | $81770.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                      | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    123000 | PA      | $120369.51    | 0.01%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                              | White Cap Buyer LLC                                                                   | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $429113.99    | 0.02%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HubSpot, Inc.                                                                    | HubSpot, Inc.                                                                         | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      4044 | NS      | $1891783.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    345000 | PA      | $350943.65    | 0.02%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | South Africa Government Bond                                                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $303923.35    | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 8 Ltd.                                                           | Birch Grove CLO 8 Ltd., Series 2024-8A, Class A1                                      | CUSIP: 09077TAA3<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |    450000 | PA      | $452184.79    | 0.02%             | 2037-04-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $140.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    776000 | PA      | $779361.15    | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML Holding NV                                                                       | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      7640 | NS      | $7450429.19   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    140000 | PA      | $140870.58    | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC                                                           | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324348.60    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IDT Corp.                                                                        | IDT Corp., Class B                                                                    | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      3229 | NS      | $168908.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust, Series 2016-5, Class M2                                    | CUSIP: 89173CAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282000 | PA      | $268366.43    | 0.01%             | 2056-10-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      4423 | NS      | $773671.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp.                                          | MIWD Holdco II LLC / MIWD Finance Corp.                                               | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $258802.54    | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     93247 | NS      | $15124663.40  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1740.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LivaNova plc                                                                     | LivaNova plc                                                                          | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      5302 | NS      | $277718.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360, Inc.                                                                    | Life360, Inc.                                                                         | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |      1170 | NS      | $124371.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                                              | Qantas Airways Ltd.                                                                   | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |    195025 | NS      | $1409212.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA Holdings LLC                                              | SCIL IV LLC / SCIL USA Holdings LLC                                                   | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200004.68    | 0.01%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $27930.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class M2                                   | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    261929 | PA      | $262719.05    | 0.01%             | 2041-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II, Inc.                                          | GLP Capital LP / GLP Financing II, Inc.                                               | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336000 | PA      | $302565.28    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | 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        |      2917 | NS      | $80509.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                    | Alnylam Pharmaceuticals, Inc.                                                         | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      1663 | NS      | $758328.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                             | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57500 | PA      | $57574.23     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                                            | Associated Banc-Corp.                                                                 | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      3246 | NS      | $83454.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC               | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $337930.13    | 0.01%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA10, Class 4A1                                   | CUSIP: 02146QAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    678689 | PA      | $589123.03    | 0.03%             | 2046-08-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Inhibrx Biosciences, Inc.                                                        | Inhibrx Biosciences, Inc.                                                             | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3241 | NS      | $109156.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners, Inc.                                                          | Farmland Partners, Inc.                                                               | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |      6951 | NS      | $75626.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $100571.30    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                                      | Reckitt Benckiser Group plc                                                           | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     11447 | NS      | $881442.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Coeur Mining, Inc.                                                               | Coeur Mining, Inc.                                                                    | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      6215 | NS      | $116593.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banijay Entertainment SAS                                                        | Banijay Entertainment SAS                                                             | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    590000 | PA      | $613274.91    | 0.03%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                 | Murphy Oil Corp.                                                                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     11668 | NS      | $331487.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                                                      | Palantir Technologies, Inc., Class A                                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     13403 | NS      | $2444975.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-60.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                                        | Avolta AG                                                                             | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |      3816 | NS      | $208367.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-34.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     28093 | NS      | $716652.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paraguay Government International Bond                                           | Paraguay Government Bond                                                              | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $187520.00    | 0.01%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                         | RB Global Holdings, Inc.                                                              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162308.72    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Paysafe Ltd.                                                                     | Paysafe Ltd.                                                                          | CUSIP: N/A<br>LEI: 2138003K6PVDCI5TBN11       | Long             | EC               | CORP              | BM        |      5592 | NS      | $72248.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                      | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    290000 | PA      | $218045.94    | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                | Boyd Gaming Corp.                                                                     | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    410000 | PA      | $395582.80    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Domo, Inc.                                                                       | Domo, Inc., Class B                                                                   | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     17410 | NS      | $275774.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                        | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57650.56     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 12-A                                | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    255000 | PA      | $223070.44    | 0.01%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    804000 | PA      | $684942.66    | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Keros Therapeutics, Inc.                                                         | Keros Therapeutics, Inc.                                                              | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11364 | NS      | $179778.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3400.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                   | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    169217 | NS      | $1120077.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                                           | Invitation Homes, Inc.                                                                | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24363 | NS      | $714566.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                 | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238684.34    | 0.01%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                    | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $533718.14    | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Onity Loan Investment Trust                                                      | Onity Loan Investment Trust, Series 2025-HB1, Class A                                 | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65361 | PA      | $63863.58     | 0.00%             | 2038-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SkyWest, Inc.                                                                    | SkyWest, Inc.                                                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      4999 | NS      | $502999.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp., Class A                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     64641 | NS      | $2031020.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                                            | First Merchants Corp.                                                                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      1001 | NS      | $37737.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4272.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy, Inc.                                                                    | GoDaddy, Inc., Class A                                                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      5273 | NS      | $721504.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                   | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    485000 | PA      | $491826.38    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avista Corp.                                                                     | Avista Corp.                                                                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      8662 | NS      | $327510.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                                                             | Ladder Capital Corp., Class A                                                         | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |      6909 | NS      | $75377.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                                                | Standard Building Solutions, Inc.                                                     | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287572.89    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                                   | Fortinet, Inc.                                                                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      9809 | NS      | $824740.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    731000 | PA      | $679980.33    | 0.03%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                                   | BHP Group Ltd.                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     85477 | NS      | $2387819.04   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                | Time Warner Cable Enterprises LLC                                                     | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $292223.75    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14000000 | PA      | $12792577.84  | 0.55%             | 2055-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                 | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     64200 | NS      | $1806130.57   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                                | Hanesbrands, Inc.                                                                     | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     14604 | NS      | $96240.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8199.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                   | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171714.73    | 0.01%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1610 | NS      | $736236.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Funding Luxco SARL                                                         | Eagle Funding Luxco SARL                                                              | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    330000 | PA      | $335217.30    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                               | Elevation CLO Ltd., Series 2021-13A, Class A1R                                        | CUSIP: 28622EAS7<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |    615000 | PA      | $616151.51    | 0.03%             | 2034-07-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A                                  | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |    122482 | PA      | $124270.14    | 0.01%             | 2043-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                                              | Hong Kong Exchanges & Clearing Ltd.                                                   | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |      5400 | NS      | $306561.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                     | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan       | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113848 | PA      | $113040.64    | 0.00%             | 2029-04-04      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                     | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      6172 | NS      | $380133.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                   | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    410000 | PA      | $419370.25    | 0.02%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                            | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145367.80    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                                        | PRMI Securitization Trust, Series 2024-CMG1, Class A1                                 | CUSIP: 74275VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    489172 | PA      | $490711.35    | 0.02%             | 2054-07-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                              | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     94507 | NS      | $578382.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                                        | Kellanova, Series B                                                                   | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     99000 | PA      | $113481.24    | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                        | Connect Finco SARL / Connect US Finco LLC                                             | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $600013.25    | 0.03%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                            | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    402000 | PA      | $396051.28    | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                            | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51033.19     | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                              | Bausch + Lomb Corp., First Lien, Third Amendment CME Term Loan                        | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    207388 | PA      | $207777.01    | 0.01%             | 2031-01-15      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                    | Smyrna Ready Mix Concrete LLC                                                         | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    225000 | PA      | $237809.87    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                                | Nintendo Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |     25300 | NS      | $2188937.05   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140QRSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2357085 | PA      | $2452826.41   | 0.10%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                                | Ulta Beauty, Inc.                                                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1465 | NS      | $800988.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                          | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145549.46    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $209305.00    | 0.01%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      5024 | NS      | $788567.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Building Materials, Inc.                                              | Foundation Building Materials, Inc.                                                   | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283986.16    | 0.01%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                        | Millrose Properties, Inc.                                                             | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $564856.80    | 0.02%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                          | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    233000 | PA      | $232761.17    | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      9251 | NS      | $772088.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Directv Financing LLC                                                            | Directv Financing LLC                                                                 | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $207683.98    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $25.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Extreme Networks, Inc.                                                           | Extreme Networks, Inc.                                                                | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     21869 | NS      | $451594.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                           | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    556000 | PA      | $474782.92    | 0.02%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 4 Ltd.                                                           | HalseyPoint CLO 4 Ltd., Series 2021-4A, Class A                                       | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250490.31    | 0.01%             | 2034-04-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| fuboTV, Inc.                                                                     | fuboTV, Inc.                                                                          | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88446 | NS      | $367050.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239579.14    | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                                                                                | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      6501 | NS      | $1740754.77   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    275000 | PA      | $249399.51    | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                          | Qnity Electronics, Inc.                                                               | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161420.28    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                  | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214237.63    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ADMA Biologics, Inc.                                                             | ADMA Biologics, Inc.                                                                  | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4959 | NS      | $72698.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                           | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    740000 | PA      | $757387.09    | 0.03%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Seaways, Inc.                                                      | International Seaways, Inc.                                                           | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |      1825 | NS      | $84096.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $228923.60    | 0.01%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     19535 | NS      | $23420902.20  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                                                         | Dole plc                                                                              | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |     19883 | NS      | $267227.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                    | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $54557.61     | 0.00%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Calix, Inc.                                                                      | Calix, Inc.                                                                           | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      5068 | NS      | $311023.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                      | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $507939.49    | 0.02%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series L                                                       | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    555000 | PA      | $555334.69    | 0.02%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Hoshizaki Corp.                                                                  | Hoshizaki Corp.                                                                       | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |      4000 | NS      | $150093.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $268513.75    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Rubrik, Inc.                                                                     | Rubrik, Inc., Class A                                                                 | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |     11295 | NS      | $929013.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp.                                                                        | NEC Corp.                                                                             | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |     17500 | NS      | $560159.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     15570 | NS      | $752498.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                                                        | PPL Corp.                                                                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     85991 | NS      | $3195425.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      3968 | NS      | $805662.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp., CVR                                                   | Blueprint Medicines Corp., CVR                                                        | CUSIP: 096CVR048<br>LEI: 5299004CC60O9T5HVM83 | Long             |  | CORP              | US        |      2540 | NS      | $1168.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Olympus Corp.                                                                    | Olympus Corp.                                                                         | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |     92000 | NS      | $1163157.79   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                         | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    565000 | PA      | $544076.93    | 0.02%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                                     | Dexcom, Inc.                                                                          | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     10036 | NS      | $675322.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14830.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     11899 | NS      | $997374.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                       | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46995.29     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      2143 | NS      | $749042.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                                                           | Veritex Holdings, Inc.                                                                | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     11120 | NS      | $372853.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                                        | American States Water Co.                                                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1065 | NS      | $78085.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                                            | Urban Edge Properties                                                                 | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18998 | NS      | $388889.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-45.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Steel Corp.                                                        | United States Steel Corp.                                                             | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114085.84    | 0.00%             | 2037-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| LY Corp.                                                                         | LY Corp.                                                                              | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |    290000 | NS      | $930902.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                       | Dana, Inc.                                                                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     22656 | NS      | $454026.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                          | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     63000 | PA      | $66182.02     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $153324.67    | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                     | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    806000 | PA      | $833303.35    | 0.04%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alexander & Baldwin, Inc.                                                        | Alexander & Baldwin, Inc.                                                             | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7490 | NS      | $136243.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                       | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390835.91    | 0.02%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                        | Talanx AG                                                                             | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |      6029 | NS      | $803830.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 3 Ltd.                                                           | HalseyPoint CLO 3 Ltd., Series 2020-3A, Class A1R                                     | CUSIP: 40638UAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    274000 | PA      | $274878.91    | 0.01%             | 2037-07-30      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc      | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $185264.33    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $142949.40    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KKR CLO 43 Ltd.                                                                  | KKR CLO 43 Ltd., Series 2022-43A, Class A1R                                           | CUSIP: 48255UAJ3<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |    300000 | PA      | $301074.30    | 0.01%             | 2036-01-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| First Bancorp                                                                    | First Bancorp                                                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     21877 | NS      | $482387.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Ivory Coast Government Bond                                                           | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    310000 | PA      | $298369.58    | 0.01%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    113442 | NS      | $7761701.64   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                                                           | Antero Midstream Corp.                                                                | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39571 | NS      | $769260.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |    259700 | NS      | $4189319.02   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                             | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    446000 | PA      | $378633.36    | 0.02%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                  | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    788000 | PA      | $780641.54    | 0.03%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                     | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    555000 | PA      | $574426.85    | 0.02%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government Bond                                                                 | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $210630.00    | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GeneDx Holdings Corp.                                                            | GeneDx Holdings Corp., Class A                                                        | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       975 | NS      | $105046.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     80000 | PA      | $82898.81     | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                           | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1669800.67   | 0.07%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1046453.24   | 0.04%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     26280 | NS      | $2223288.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2042963.70   | 0.09%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | Stellantis NV                                                                         | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |     29439 | NS      | $273239.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2024-78, Class QF                                                        | CUSIP: 38384NV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    728184 | PA      | $730412.43    | 0.03%             | 2054-05-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $144.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                         | Stonex Escrow Issuer LLC                                                              | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $190571.54    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    917000 | PA      | $942060.97    | 0.04%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $41267.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 7 Ltd.                                                      | Diameter Capital CLO 7 Ltd., Series 2024-7A, Class A1A                                | CUSIP: 25255WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401290.30    | 0.02%             | 2037-07-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                        | Sekisui Chemical Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     22400 | NS      | $417013.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZipRecruiter, Inc.                                                               | ZipRecruiter, Inc., Class A                                                           | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     19073 | NS      | $80488.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      5390 | NS      | $756971.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                                     | Arcosa, Inc.                                                                          | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114984.98    | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings, Inc.                                                      | Bandai Namco Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |     19800 | NS      | $658775.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    415000 | PA      | $437863.18    | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hovnanian Enterprises, Inc.                                                      | Hovnanian Enterprises, Inc., Class A                                                  | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       672 | NS      | $86345.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                                          | CRH plc                                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |     19418 | NS      | $2342753.41   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                 | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    515000 | PA      | $520365.10    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                                     | Coca-Cola Consolidated, Inc.                                                          | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      6374 | NS      | $746777.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp.                                                                      | Asics Corp.                                                                           | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |     22800 | NS      | $596618.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VZS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140725 | PA      | $126152.62    | 0.01%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2020-I Ltd.                                                         | CIFC Funding Ltd., Series 2020-1A, Class A1R                                          | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    690000 | PA      | $691373.11    | 0.03%             | 2036-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                                | Galderma Group AG                                                                     | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |      9079 | NS      | $1605169.94   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212266.78    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                                | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82297.84     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                       | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146721.98    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                 | Bank Hapoalim BM                                                                      | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |     56176 | NS      | $1141900.39   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                               | Connect Finco SARL, First Lien, Amendment No. 4 CME Term Loan                         | CUSIP: L2000DAH7<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    137900 | PA      | $136425.16    | 0.01%             | 2029-09-13      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     15996 | NS      | $5045618.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas, Inc.                                                                    | Arvinas, Inc.                                                                         | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40680 | NS      | $346593.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises, Inc.                                                    | Worthington Enterprises, Inc.                                                         | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      1704 | NS      | $94554.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHH Escrow Issuer LLC                                                            | PHH Escrow Issuer LLC / PHH Corp.                                                     | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $537679.70    | 0.02%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd.                                                           | Black Diamond CLO Ltd., Series 2021-1A, Class A1AR                                    | CUSIP: 09204WAF1<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-CBDO         | CORP              | KY        |    454000 | PA      | $454989.76    | 0.02%             | 2034-11-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                             | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295816.27    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95266 | PA      | $100334.57    | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media, Inc.                                                             | Outfront Media, Inc.                                                                  | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     23012 | NS      | $421579.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                                                     | Chefs' Warehouse, Inc. (The)                                                          | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |    125000 | PA      | $181000.00    | 0.01%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                      | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     41000 | NS      | $977415.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Steelcase, Inc.                                                                  | Steelcase, Inc., Class A                                                              | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      6741 | NS      | $115945.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164899.93    | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Paraguay Government Bond                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    205000 | PA      | $207669.10    | 0.01%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | Erste Group Bank AG                                                                   | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |     13589 | NS      | $1335833.26   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5142, Class AI                                                          | CUSIP: 3137H2CD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4054108 | PA      | $768349.54    | 0.03%             | 2051-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. | JBS USA Holding Lux SARL / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co.      | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1037162.53   | 0.04%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                              | Hanover Insurance Group, Inc. (The)                                                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      2160 | NS      | $392320.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75744.71     | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                                                   | Catalyst Pharmaceuticals, Inc.                                                        | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      4831 | NS      | $95170.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services, Inc.                                                 | JB Hunt Transport Services, Inc.                                                      | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      5233 | NS      | $702111.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                         | Berkshire Hathaway, Inc., Class B                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      4648 | NS      | $2336735.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                                             | Mativ Holdings, Inc.                                                                  | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      7141 | NS      | $80764.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC     | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $143236.66    | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      5220 | NS      | $829771.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital CLO Ltd.                                                            | Bain Capital CLO Ltd., Series 2024-1A, Class A1                                       | CUSIP: 056920AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    339000 | PA      | $340662.14    | 0.01%             | 2037-04-16      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                                                     | Unilever plc                                                                          | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     48253 | NS      | $2852169.63   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                    | Fortress Intermediate 3, Inc., First Lien, CME Term Loan, B                           | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    163762 | PA      | $164786.02    | 0.01%             | 2031-06-27      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                             | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    230000 | PA      | $243056.87    | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                             | PPG Industries, Inc.                                                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     22715 | NS      | $2387573.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                            | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120218.99    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                    | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $246303.47    | 0.01%             | 2033-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                                | T-Mobile US, Inc.                                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     20203 | NS      | $4836194.14   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ2R6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42925 | PA      | $45265.22     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                 | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298029.36    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  35000000 | PA      | $34716203.55  | 1.49%             | 2055-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bills                                                                   | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  24300000 | PA      | $24297289.09  | 1.04%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                               | Elevation CLO Ltd., Series 2018-10A, Class AR                                         | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |    242098 | PA      | $242379.17    | 0.01%             | 2031-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                                                     | ACADIA Pharmaceuticals, Inc.                                                          | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     19671 | NS      | $419779.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                                                      | Axalta Coating Systems Ltd.                                                           | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     24543 | NS      | $702420.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                          | Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $122483.17    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                                  | Norsk Hydro ASA                                                                       | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |     38639 | NS      | $262711.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     26559 | NS      | $3539517.93   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2024-DNA2, Class A1                                   | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |     94076 | PA      | $94602.33     | 0.00%             | 2044-05-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                                                       | Constellation Energy Corp.                                                            | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      6096 | NS      | $2006010.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Chile                                                                | Chile Government Bond                                                                 | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    210000 | PA      | $215124.00    | 0.01%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1.39        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                            | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     29542 | NS      | $1489507.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                                                      | Ciena Corp.                                                                           | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      5827 | NS      | $848819.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Capital Trust IV                                                         | MetLife Capital Trust IV                                                              | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $336039.30    | 0.01%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    138000 | PA      | $139984.65    | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                     | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120593.41    | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                    | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    273000 | PA      | $264554.81    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                                        | Holcim AG                                                                             | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |     18996 | NS      | $1620825.41   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2007-14, Class KO                                                        | CUSIP: 31396PG62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4470 | PA      | $3801.45      | 0.00%             | 2037-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                   | Weatherford International Ltd.                                                        | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    345000 | PA      | $352919.82    | 0.02%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1759000 | PA      | $1364137.45   | 0.06%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                                                    | Sanmina Corp.                                                                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       949 | NS      | $109239.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                                     | Vertex Pharmaceuticals, Inc.                                                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1990 | NS      | $779363.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                                                  | Primerica, Inc.                                                                       | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      2829 | NS      | $785302.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp, Inc.                                                            | Horizon Bancorp, Inc.                                                                 | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      4942 | NS      | $79121.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers, Inc.                                                               | Safe Bulkers, Inc.                                                                    | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |     12992 | NS      | $57684.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                                                  | Hub Group, Inc., Class A                                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5412 | NS      | $186389.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co. Ltd.                                             | SITC International Holdings Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |    159000 | NS      | $612139.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1                  | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11925 | PA      | $11926.06     | 0.00%             | 2044-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1463.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2305.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coursera, Inc.                                                                   | Coursera, Inc.                                                                        | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     39938 | NS      | $467673.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                          | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    480000 | PA      | $488139.43    | 0.02%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                        | CBAM Ltd., Series 2017-2A, Class AR                                                   | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | KY        |    309000 | PA      | $309423.31    | 0.01%             | 2034-07-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Uruguay Government Bond                                                               | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    675000 | PA      | $810675.00    | 0.03%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    107473 | NS      | $8591391.62   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                      | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    470000 | PA      | $470361.26    | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4326, Class GS                                                          | CUSIP: 3137BABH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4058907 | PA      | $429467.63    | 0.02%             | 2044-04-15      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      4558 | NS      | $933204.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arroyo Mortgage Trust                                                            | Arroyo Mortgage Trust, Series 2019-1, Class A3                                        | CUSIP: 042859AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46811 | PA      | $45948.48     | 0.00%             | 2049-01-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                      | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $161945.30    | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.                                                   | BioCryst Pharmaceuticals, Inc.                                                        | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     50222 | NS      | $381184.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                                   | Ameris Bancorp                                                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1131 | NS      | $82913.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                        | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $149101.63    | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2014-CR20, Class C                                        | CUSIP: 12592LBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    692375 | PA      | $668115.74    | 0.03%             | 2047-11-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                 | Roche Holding AG                                                                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      8221 | NS      | $2737457.90   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                            | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      5312 | NS      | $2234900.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever Indonesia Tbk. PT                                                       | Unilever Indonesia Tbk. PT                                                            | CUSIP: N/A<br>LEI: 549300MUHUFNRRI19O72       | Long             | EC               | CORP              | ID        |   5060100 | NS      | $540472.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class XA                      | CUSIP: 95003VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8881409 | PA      | $302996.36    | 0.01%             | 2057-07-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $312.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT, Inc.                                                     | Sabra Health Care REIT, Inc.                                                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      4743 | NS      | $88409.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp, Inc.                                                           | Northrim BanCorp, Inc.                                                                | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      3792 | NS      | $82134.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                  | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385144.81    | 0.02%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd.                                                         | Sembcorp Industries Ltd.                                                              | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |     48600 | NS      | $227069.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates, Inc.                                                       | Manhattan Associates, Inc.                                                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      3546 | NS      | $726859.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 2 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       635 | NC      | $-89260.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Ltd.                                                   | Weatherford International Ltd.                                                        | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    255000 | PA      | $255336.76    | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                       | Mercer International, Inc.                                                            | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    190000 | PA      | $140215.31    | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4863.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust                                                     | Imperial Fund Mortgage Trust, Series 2022-NQM5, Class A1                              | CUSIP: 45276QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128172 | PA      | $127827.77    | 0.01%             | 2067-08-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WSFS Financial Corp.                                                             | WSFS Financial Corp.                                                                  | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      1474 | NS      | $79492.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                      | Endo Finance Holdings, Inc.                                                           | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $128894.28    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $372246.57    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                              | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $192540.40    | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1709995.77   | 0.07%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                               | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84700.00     | 0.00%             | 2029-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                 | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70182.11     | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     17635 | NS      | $793751.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                                                      | Sally Beauty Holdings, Inc.                                                           | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      8132 | NS      | $132388.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                        | Weekley Homes LLC / Weekley Finance Corp.                                             | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196007.28    | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    512000 | PA      | $430390.16    | 0.02%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2014-UBS5, Class AM                                       | CUSIP: 12592KBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150020 | PA      | $148201.14    | 0.01%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10773000 | PA      | $52033.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                       | KDDI Corp.                                                                            | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     80300 | NS      | $1280666.82   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132AATC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98775 | PA      | $95606.44     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                    | Chevron Corp.                                                                         | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4707 | NS      | $730950.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                 | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    275000 | PA      | $295383.00    | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                    | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $178935.59    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315202.59    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $624.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TXNM Energy, Inc.                                                                | TXNM Energy, Inc.                                                                     | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      1403 | NS      | $79339.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $40.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2527 | NS      | $728407.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp.                                                               | World Kinect Corp.                                                                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      3117 | NS      | $80886.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                          | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225023.39    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                            | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139292.46    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                | Chase Home Lending Mortgage Trust, Series 2025-10, Class A11                          | CUSIP: 16160BBD8<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |    153200 | PA      | $153583.72    | 0.01%             | 2056-07-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TOPPAN Holdings, Inc.                                                            | TOPPAN Holdings, Inc.                                                                 | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     30500 | NS      | $781472.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ouster, Inc.                                                                     | Ouster, Inc.                                                                          | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8042 | NS      | $217536.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Point CLO 10 Ltd.                                                          | Crown Point CLO 10 Ltd., Series 2021-10A, Class A                                     | CUSIP: 22846FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350695.25    | 0.02%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    351000 | PA      | $361333.10    | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    242000 | PA      | $239968.29    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     20422 | NS      | $402437.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| F5, Inc.                                                                         | F5, Inc.                                                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      2389 | NS      | $772100.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-HQA2, Class M1A                                  | CUSIP: 35564KB24<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | CORP              | US        |    501768 | PA      | $512099.65    | 0.02%             | 2042-07-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| A10 Networks, Inc.                                                               | A10 Networks, Inc.                                                                    | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      4482 | NS      | $81348.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                                                  | Atlassian Corp., Class A                                                              | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      4375 | NS      | $698687.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                                                            | First Financial Corp.                                                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1508 | NS      | $85111.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Canadian Gaming Corp. / Raptor LLC                                         | Great Canadian Gaming Corp. / Raptor LLC                                              | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $242448.62    | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ebara Corp.                                                                      | Ebara Corp.                                                                           | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |     40500 | NS      | $923179.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    415000 | PA      | $369003.74    | 0.02%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                                                  | Seagate Technology Holdings plc                                                       | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     28691 | NS      | $6772797.46   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                                                                    | Oshkosh Corp.                                                                         | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    263000 | PA      | $265284.82    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands, Inc.                                                       | Turning Point Brands, Inc.                                                            | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      4193 | NS      | $414519.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    687000 | PA      | $695678.62    | 0.03%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-678.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                           | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254500.35    | 0.01%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2018-4A, Class A1M                        | CUSIP: 64828FCS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125837 | PA      | $124043.82    | 0.01%             | 2048-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.                                                  | Arrowhead Pharmaceuticals, Inc.                                                       | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      2876 | NS      | $99193.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                                                     | Banner Corp.                                                                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1221 | NS      | $79975.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark USA, Inc.                                                               | Cinemark USA, Inc.                                                                    | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184140.05    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Origin Bancorp, Inc.                                                             | Origin Bancorp, Inc.                                                                  | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      2278 | NS      | $78636.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    365000 | PA      | $383091.96    | 0.02%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                          | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     26798 | NS      | $2403780.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2015-C1, Class C                              | CUSIP: 126281BF0<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    538000 | PA      | $491091.62    | 0.02%             | 2050-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| NMI Holdings, Inc.                                                               | NMI Holdings, Inc., Class A                                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      7014 | NS      | $268916.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1                  | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215034 | PA      | $215234.76    | 0.01%             | 2045-01-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                       | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     34920 | NS      | $859032.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                             | Colombia Government Bond                                                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    310000 | PA      | $269839.50    | 0.01%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                                    | Insulet Corp.                                                                         | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      2265 | NS      | $699273.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     12778 | NS      | $725151.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                   | CUSIP: 09261BAA8<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    270000 | PA      | $234074.66    | 0.01%             | 2031-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                            | Arroyo Mortgage Trust, Series 2019-3, Class A3                                        | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79077 | PA      | $76179.07     | 0.00%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     39164 | NS      | $3704522.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co., Series W                                                        | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    368000 | PA      | $323060.92    | 0.01%             | 2047-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                      | Itron, Inc.                                                                           | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      3899 | NS      | $485659.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1702339.57   | 0.07%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      6607 | NS      | $743287.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2016-C7, Class AS                             | CUSIP: 12637UBA6<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    399000 | PA      | $392019.77    | 0.02%             | 2049-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    387000 | PA      | $384180.93    | 0.02%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                       | Prime Security Services Borrower LLC / Prime Finance, Inc.                            | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $290162.20    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSAIL                                                                            | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class B                              | CUSIP: 12634NAY4<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    303760 | PA      | $293783.60    | 0.01%             | 2057-06-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class D                      | CUSIP: 94988QAU5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    312000 | PA      | $179400.00    | 0.01%             | 2046-07-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125645.23    | 0.01%             | 2026-09-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      1485 | NS      | $85060.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                      | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    188000 | PA      | $163861.36    | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Zymeworks, Inc.                                                                  | Zymeworks, Inc.                                                                       | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |      5662 | NS      | $96706.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                  | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    807000 | PA      | $920344.73    | 0.04%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284509.63    | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                        | Viper Energy Partners LLC                                                             | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211731.79    | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                                                                               | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     58794 | NS      | $1107412.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EverQuote, Inc.                                                                  | EverQuote, Inc., Class A                                                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12718 | NS      | $290860.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                             | Broadridge Financial Solutions, Inc.                                                  | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      3035 | NS      | $722845.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $140.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontdoor, Inc.                                                                  | Frontdoor, Inc.                                                                       | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      7955 | NS      | $535291.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938102.67    | 0.04%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 2M2                  | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    137956 | PA      | $140785.70    | 0.01%             | 2028-08-25      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     65891 | NS      | $6290613.77   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                                   | Chugai Pharmaceutical Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |     15400 | NS      | $682751.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2020-BN26, Class XA                                                      | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2596646 | PA      | $102289.40    | 0.00%             | 2063-03-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                            | Southern Copper Corp.                                                                 | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      7105 | NS      | $862262.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4428.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                                                         | Accor SA                                                                              | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |     25989 | NS      | $1234747.63   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229360 | PA      | $229626.97    | 0.01%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                        | Shell plc                                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     14495 | NS      | $516616.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                 | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163244.46    | 0.01%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                    | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21003.50     | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bond                                                                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    147000 | PA      | $147000.00    | 0.01%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                  | M/I Homes, Inc.                                                                       | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      2860 | NS      | $413098.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0306A1<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -4000000 | PA      | $-3514054.68  | -0.15%            | 2055-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                               | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1404865.27   | 0.06%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BQKD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113553 | PA      | $115511.81    | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                               | Barclays Commercial Mortgage Trust, Series 2019-C4, Class XA                          | CUSIP: 07335CAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9866974 | PA      | $440186.41    | 0.02%             | 2052-08-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                      | FIGRE Trust, Series 2025-FL1, Class A1                                                | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169498 | PA      | $170149.16    | 0.01%             | 2055-07-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                     | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $386739.51    | 0.02%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                    | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    262000 | PA      | $267043.50    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H0306A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13000000 | PA      | $11607552.71  | 0.50%             | 2055-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                         | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     82840 | NS      | $755230.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                      | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $144279.10    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                      | Carvana Co.                                                                           | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    193369 | PA      | $197719.80    | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc., Class A                                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     13876 | NS      | $753466.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                       | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    562000 | PA      | $576727.12    | 0.02%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Compass Diversified Holdings                                                     | Compass Diversified Holdings                                                          | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     14264 | NS      | $94427.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BXBL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34430 | PA      | $35172.49     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132A5H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7379798 | PA      | $6653001.87   | 0.28%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                                       | Edwards Lifesciences Corp.                                                            | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      9313 | NS      | $724272.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                     | Vistra Corp.                                                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      3673 | NS      | $719614.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                         | SCIH Salt Holdings, Inc.                                                              | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $249392.09    | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1130.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                              | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    258000 | PA      | $253398.95    | 0.01%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                             | Owens-Brockway Glass Container, Inc., First Lien, CME Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    163205 | PA      | $163102.76    | 0.01%             | 2032-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2006-84, Class OT                                                        | CUSIP: 31396K2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       633 | PA      | $533.80       | 0.00%             | 2036-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    401000 | PA      | $410021.28    | 0.02%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  17235000 | PA      | $130608.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                                      | Aisin Corp.                                                                           | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |     66300 | NS      | $1145010.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NexPoint Residential Trust, Inc.                                                 | NexPoint Residential Trust, Inc.                                                      | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      2530 | NS      | $81516.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YPB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1278674 | PA      | $1148296.23   | 0.05%             | 2054-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tanger, Inc.                                                                     | Tanger, Inc.                                                                          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      2313 | NS      | $78271.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                  | Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $213823.64    | 0.01%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LTC Properties, Inc.                                                             | LTC Properties, Inc.                                                                  | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      1159 | NS      | $42720.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                                                          | Primoris Services Corp.                                                               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      4748 | NS      | $652042.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF 2015-K51 Mortgage Trust                                                    | FREMF Mortgage Trust, Series 2015-K51, Class B                                        | CUSIP: 30293XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41923 | PA      | $41793.94     | 0.00%             | 2048-10-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                              | Benin Government Bond                                                                 | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    360000 | PA      | $389703.47    | 0.02%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp., Series A                                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      2928 | NS      | $115304.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M2                  | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212000 | PA      | $215043.01    | 0.01%             | 2041-12-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| IBEX Holdings Ltd.                                                               | IBEX Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: 5493000GRFLPVYU2CX17       | Long             | EC               | CORP              | BM        |      3382 | NS      | $137038.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                             | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    325000 | PA      | $334319.38    | 0.01%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CBL & Associates Properties, Inc.                                                | CBL & Associates Properties, Inc.                                                     | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |      2711 | NS      | $82902.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5MP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98460 | PA      | $100031.27    | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     68493 | NS      | $1319835.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellington CLO III Ltd.                                                           | Ellington CLO III Ltd., Series 2018-3A, Class B                                       | CUSIP: 28852LAG8<br>LEI: 254900V20GCNJI0I7591 | Long             | ABS-CBDO         | CORP              | KY        |    126342 | PA      | $126607.86    | 0.01%             | 2030-07-20      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140XNRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2631755 | PA      | $2325937.80   | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-13397.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp.                        | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp.                             | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165800 | PA      | $167923.47    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                    | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $600536.78    | 0.03%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $748.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc., Class A                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      2753 | NS      | $692407.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B74D7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38710 | PA      | $39533.47     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73800.52     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vir Biotechnology, Inc.                                                          | Vir Biotechnology, Inc.                                                               | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39548 | NS      | $225819.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                      | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99157.77     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DCC plc                                                                          | DCC plc                                                                               | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      5120 | NS      | $329584.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo, Inc.                                                                   | Duolingo, Inc., Class A                                                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2484 | NS      | $799450.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     38753 | NS      | $3201772.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics, Inc.                                                         | Akero Therapeutics, Inc.                                                              | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      8919 | NS      | $423474.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                     | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $397412.56    | 0.02%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                     | Allegion plc                                                                          | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      4457 | NS      | $790448.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                                                         | IDEXX Laboratories, Inc.                                                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      3728 | NS      | $2381781.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    244963 | PA      | $219237.88    | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                       | California Resources Corp.                                                            | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1425 | NS      | $75781.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2016-BNK2, Class C                             | CUSIP: 61690YBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148000 | PA      | $131666.35    | 0.01%             | 2049-11-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    658000 | PA      | $663666.32    | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 33 Ltd.                                                              | Elmwood CLO 33 Ltd., Series 2024-9RA, Class AR                                        | CUSIP: 29001EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $351000.22    | 0.02%             | 2037-10-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                                         | Guidewire Software, Inc.                                                              | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      3025 | NS      | $695326.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $692.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                 | California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                      | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    265000 | PA      | $271797.52    | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-427.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                    | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |     17800 | NS      | $341875.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    116291 | NS      | $7712419.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4974267.80   | 0.21%             | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                               | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88438.14     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.                                                   | Supernus Pharmaceuticals, Inc.                                                        | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     10368 | NS      | $495486.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd.                                                   | Jardine Matheson Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |     15700 | NS      | $990782.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                          | DuPont de Nemours, Inc.                                                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     40489 | NS      | $3154093.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      3533 | NS      | $1685770.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle US CLO Ltd.                                                              | Carlyle US CLO Ltd., Series 2020-2A, Class A1R2                                       | CUSIP: 14315GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1120000 | PA      | $1120005.65   | 0.05%             | 2035-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    307000 | PA      | $236956.54    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield plc                                                          | Cushman & Wakefield plc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     30485 | NS      | $485321.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                       | Genmab A/S                                                                            | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |      2406 | NS      | $742367.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AeroVironment, Inc.                                                              | AeroVironment, Inc.                                                                   | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       588 | NS      | $185155.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                                                         | Zebra Technologies Corp., Class A                                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      2309 | NS      | $686142.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd.                                                                    | WH Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   1484500 | NS      | $1607640.85   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                | Standard Building Solutions, Inc.                                                     | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273862.40    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                      | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87635.04     | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                        | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    255000 | PA      | $259826.64    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     75595 | NS      | $10926501.30  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DBUBS Mortgage Trust                                                             | DBUBS Mortgage Trust, Series 2011-LC3A, Class D                                       | CUSIP: 23305YAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    842582 | PA      | $815697.41    | 0.03%             | 2044-08-10      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                    | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    170000 | PA      | $198087.87    | 0.01%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Dorman Products, Inc.                                                            | Dorman Products, Inc.                                                                 | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |       514 | NS      | $80122.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                                                       | Encore Capital Group, Inc.                                                            | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211282.00    | 0.01%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-L1, Class A3                              | CUSIP: 61691QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $333856.31    | 0.01%             | 2051-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp., Class A                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      8849 | NS      | $6358360.46   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                                                         | Guidewire Software, Inc.                                                              | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    239000 | PA      | $278560.00    | 0.01%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M2                  | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104000 | PA      | $107357.11    | 0.00%             | 2042-03-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                  | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     30378 | NS      | $718439.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                                                     | Impinj, Inc.                                                                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      2804 | NS      | $506823.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                                                 | ServiceNow, Inc.                                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      6907 | NS      | $6356373.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                                                      | Spire, Inc.                                                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      1085 | NS      | $88449.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                               | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134154 | PA      | $135320.60    | 0.01%             | 2054-06-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    323000 | PA      | $331802.72    | 0.01%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203009.24    | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2784 | NS      | $836341.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                                                        | Buzzi SpA                                                                             | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |     18353 | NS      | $1011340.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1445 | NS      | $709856.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp.                                                                        | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    340000 | PA      | $374323.00    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    360000 | PA      | $367222.88    | 0.02%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Precigen, Inc.                                                                   | Precigen, Inc.                                                                        | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |    111870 | NS      | $368052.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                   | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    580000 | PA      | $674803.00    | 0.03%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-162.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TCI Communications, Inc.                                                         | TCI Communications, Inc.                                                              | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $349775.30    | 0.01%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       810 | NC      | $-96031.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Health Services, Inc.                                                  | Concentra Health Services, Inc.                                                       | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223520.88    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                                            | VICI Properties, Inc., Class A                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     23069 | NS      | $752280.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albaugh LLC                                                                      | Albaugh LLC, First Lien, Initial CME Term Loan                                        | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199483 | PA      | $199878.18    | 0.01%             | 2029-04-06      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    377000 | PA      | $402532.29    | 0.02%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Monarch Casino & Resort, Inc.                                                    | Monarch Casino & Resort, Inc.                                                         | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       880 | NS      | $93139.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rand Parent LLC                                                                  | Rand Parent LLC, First Lien, CME Term Loan, B                                         | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179466 | PA      | $178952.85    | 0.01%             | 2030-03-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                        | UKG, Inc.                                                                             | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    295000 | PA      | $304614.05    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                    | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    378000 | PA      | $385813.74    | 0.02%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Scholar Rock Holding Corp.                                                       | Scholar Rock Holding Corp.                                                            | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      2374 | NS      | $88407.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                                        | Zurich Insurance Group AG                                                             | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      1214 | NS      | $867746.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rigel Pharmaceuticals, Inc.                                                      | Rigel Pharmaceuticals, Inc.                                                           | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      2136 | NS      | $60512.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                                                    | Insulet Corp.                                                                         | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46823.94     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                       | Mercer International, Inc.                                                            | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113913.28    | 0.00%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| Calavo Growers, Inc.                                                             | Calavo Growers, Inc.                                                                  | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2853 | NS      | $73436.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree CLO Ltd.                                                                 | Oaktree CLO Ltd., Series 2021-1A, Class A1R                                           | CUSIP: 67402JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    272000 | PA      | $273196.17    | 0.01%             | 2038-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     39601 | NS      | $6084693.65   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                                                      | Aena SME SA                                                                           | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |     30646 | NS      | $837840.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     25715 | NS      | $1956785.75   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    513000 | PA      | $519091.38    | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    119000 | PA      | $116724.35    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                    | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385142.25    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Costamare, Inc.                                                                  | Costamare, Inc.                                                                       | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |      6242 | NS      | $74342.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                                                   | Protagonist Therapeutics, Inc.                                                        | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7590 | NS      | $504203.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                         | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    962000 | PA      | $845913.60    | 0.04%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      2010 | NS      | $248998.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                                                              | ACI Worldwide, Inc.                                                                   | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      4566 | NS      | $240947.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                                       | Grifols SA                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    620000 | PA      | $714923.78    | 0.03%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cerence, Inc.                                                                    | Cerence, Inc.                                                                         | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      8082 | NS      | $100701.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen, Inc.                                                                     | Axogen, Inc.                                                                          | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8718 | NS      | $155529.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2017-C8, Class B                              | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169000 | PA      | $162849.50    | 0.01%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                   | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351497.59    | 0.02%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                           | Chart Industries, Inc.                                                                | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91141.85     | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1377662.94   | 0.06%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                    | Fortress Intermediate 3, Inc.                                                         | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209658.20    | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aris Water Holdings LLC                                                          | Aris Water Holdings LLC                                                               | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $290543.98    | 0.01%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                    | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $324408.96    | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56695.71     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                                  | 1261229 BC Ltd.                                                                       | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205168.41    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2907.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Putnam Funds Trust                                                               | Putnam Short Term Investment Fund, Class P                                            | CUSIP: 74676P664<br>LEI: 549300S9JYWEMKQCLW53 | Long             |  | RF                | US        |  80815740 | NS      | $80815740.01  | 3.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                             | Colombia Government Bond                                                              | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    360000 | PA      | $379170.00    | 0.02%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-152, Class FB                                                       | CUSIP: 38384DZX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    612343 | PA      | $622181.27    | 0.03%             | 2051-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                  | CUSIP: 771196BH4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1031528.76   | 0.04%             | 2044-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Travere Therapeutics, Inc.                                                       | Travere Therapeutics, Inc.                                                            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4645 | NS      | $111015.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allfunds Group plc                                                               | Allfunds Group plc                                                                    | CUSIP: N/A<br>LEI: 9598005U8TZQ8Q64SC71       | Long             | EC               | CORP              | GB        |     71243 | NS      | $531770.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                     | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    416000 | PA      | $409506.12    | 0.02%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                        | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    193000 | PA      | $189395.08    | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                 | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    905000 | PA      | $850163.11    | 0.04%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2013-CR13, Class C                                        | CUSIP: 12630BBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124954 | PA      | $123219.72    | 0.01%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Corcept Therapeutics, Inc.                                                       | Corcept Therapeutics, Inc.                                                            | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     10092 | NS      | $838746.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com, Inc.                                                              | Legalzoom.com, Inc.                                                                   | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     37607 | NS      | $390360.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                                                | CNH Industrial NV                                                                     | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |     34867 | NS      | $378306.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1A                                  | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |     41621 | PA      | $41813.11     | 0.00%             | 2043-06-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co., Inc. (The)                                                      | Boston Beer Co., Inc. (The), Class A                                                  | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      3356 | NS      | $709525.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    427000 | PA      | $422203.30    | 0.02%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 5 Ltd.                                                           | Signal Peak CLO 5 Ltd., Series 2018-5A, Class A1R                                     | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250315.37    | 0.01%             | 2037-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                        | Seagate Data Storage Technology Pte. Ltd.                                             | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    270000 | PA      | $275377.32    | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2014-C18, Class B                  | CUSIP: 46641JBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463572 | PA      | $451713.63    | 0.02%             | 2047-02-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                                  | 1261229 BC Ltd., First Lien, Initial CME Term Loan                                    | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    149625 | PA      | $147801.07    | 0.01%             | 2030-10-08      | Variable      | 10.41%                | No            |                  2 | On Loan: No      |
| Ambarella, Inc.                                                                  | Ambarella, Inc.                                                                       | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |      6039 | NS      | $498338.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                                         | Universal Music Group NV                                                              | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     51251 | NS      | $1481023.78   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class C                  | CUSIP: 46639NAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272838 | PA      | $262884.77    | 0.01%             | 2045-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     77494 | NS      | $6383180.78   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                                                              | PROG Holdings, Inc.                                                                   | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      8347 | NS      | $270108.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M1A                                  | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |      9137 | PA      | $9180.31      | 0.00%             | 2042-03-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                  | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $165021.62    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                              | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $232044.60    | 0.01%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1182.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IonQ, Inc.                                                                       | IonQ, Inc.                                                                            | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |     13328 | NS      | $819672.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2020-96, Class JI                                                        | CUSIP: 3136BDKM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6496991 | PA      | $1092391.05   | 0.05%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RR 29 Ltd.                                                                       | RR 29 Ltd., Series 2024-29RA, Class A1R                                               | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $351222.76    | 0.02%             | 2039-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                     | DaVita, Inc.                                                                          | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46441.71     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                             | Osaic Holdings, Inc.                                                                  | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243753.05    | 0.01%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                      | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      8391 | NS      | $302713.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3140NUCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294000 | PA      | $303832.77    | 0.01%             | 2028-12-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                             | Bulgaria Government Bond                                                              | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    140000 | PA      | $169535.65    | 0.01%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                             | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81579.42     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                 | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297712.55    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                             | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    225000 | PA      | $236360.25    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Adeia, Inc.                                                                      | Adeia, Inc.                                                                           | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5810 | NS      | $97608.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                                       | Siemens AG                                                                            | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      4597 | NS      | $1241089.01   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NuScale Power Corp.                                                              | NuScale Power Corp., Class A                                                          | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3374 | NS      | $121464.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON Funding Co. LLC                                                            | AEGON Funding Co. LLC                                                                 | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    410000 | PA      | $417421.16    | 0.02%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     16447 | NS      | $722845.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                       | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317079.55    | 0.01%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                               | Poste Italiane SpA                                                                    | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      7203 | NS      | $171222.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     21443 | NS      | $17076133.05  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global, Inc.                                                            | Payoneer Global, Inc.                                                                 | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |     12630 | NS      | $76411.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    280000 | PA      | $248487.00    | 0.01%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  13114000 | PA      | $431371.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                          | Kite Realty Group Trust                                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8627 | NS      | $192382.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                                                   | Preferred Bank                                                                        | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      2319 | NS      | $209614.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower LLC, First Lien, 2025 Incremental CME Term Loan, B2  | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    330000 | PA      | $327396.30    | 0.01%             | 2032-03-08      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                         | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135053.12    | 0.01%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Univest Financial Corp.                                                          | Univest Financial Corp.                                                               | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      3164 | NS      | $94983.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                         | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301287.68    | 0.01%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc.                                                                   | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146530.85    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $73406.66     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp.                      | Neuberger Berman Group LLC / Neuberger Berman Finance Corp.                           | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $267830.62    | 0.01%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                               | Elmwood CLO I Ltd., Series 2019-1A, Class A1RR                                        | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    425000 | PA      | $426529.81    | 0.02%             | 2037-04-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    672000 | PA      | $622120.43    | 0.03%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                                   | ACS Actividades de Construccion y Servicios SA                                        | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |      2042 | NS      | $163682.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                        | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    130000 | PA      | $133336.58    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OFG Bancorp                                                                      | OFG Bancorp                                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      5896 | NS      | $256417.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                  | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $27645.26     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                       | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     15837 | NS      | $2426246.07   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                     | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    370000 | PA      | $366310.72    | 0.02%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                                   | SK Hynix, Inc.                                                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      6239 | NS      | $1546635.54   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $87693.00     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hamilton Insurance Group Ltd.                                                    | Hamilton Insurance Group Ltd., Class B                                                | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |     16271 | NS      | $403520.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust, Series 2023-NQM4, Class A1                                        | CUSIP: 00002MAA7<br>LEI: 9845002EOD0CFAFA4F48 | Long             | ABS-MBS          | CORP              | US        |    231128 | PA      | $235605.77    | 0.01%             | 2068-09-25      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Franklin Electric Co., Inc.                                                      | Franklin Electric Co., Inc.                                                           | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       854 | NS      | $81300.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                               | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    497000 | PA      | $488716.82    | 0.02%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2767 | NS      | $780847.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Aquila Ltd.                                                           | Transocean Aquila Ltd.                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     48923 | PA      | $50360.24     | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Smiths Group plc                                                                 | Smiths Group plc                                                                      | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     15171 | NS      | $480998.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                                         | Otsuka Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13000 | NS      | $693299.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    171000 | PA      | $165369.45    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    180149 | NS      | $93308174.55  | 3.99%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                              | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19032.18     | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5134, Class IB                                                          | CUSIP: 3137H1X50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4431174 | PA      | $888619.22    | 0.04%             | 2051-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                        | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    275000 | PA      | $281980.33    | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    660000 | PA      | $672787.22    | 0.03%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                    | Magnera Corp.                                                                         | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93050.27     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                   | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    183000 | PA      | $175530.98    | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2015-LC19, Class C                                        | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    731000 | PA      | $703035.60    | 0.03%             | 2048-02-10      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                                        | Renesas Electronics Corp.                                                             | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |     66200 | NS      | $761643.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                       | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    560000 | PA      | $579520.48    | 0.02%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc., First Lien, 2023 Incremental CME Term Loan, B            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    328991 | PA      | $328903.64    | 0.01%             | 2030-02-06      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                            | Rocket Software, Inc.                                                                 | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    215000 | PA      | $209642.07    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-65CB, Class 2A1                                   | CUSIP: 12668AY90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    712538 | PA      | $439736.43    | 0.02%             | 2035-12-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| nLight, Inc.                                                                     | nLight, Inc.                                                                          | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5084 | NS      | $150638.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275948 | PA      | $247569.23    | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                              | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290870.01    | 0.01%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| O-I Glass, Inc.                                                                  | O-I Glass, Inc.                                                                       | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6086 | NS      | $78935.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                           | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1225549.31   | 0.05%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Matson, Inc.                                                                     | Matson, Inc.                                                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      4111 | NS      | $405303.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                 | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    360000 | PA      | $371346.00    | 0.02%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                   | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199787.31    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                                                   | Nexon Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |     25000 | NS      | $548639.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $727803.25    | 0.03%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC                                                                       | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117225.06    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    192284 | NS      | $9919931.56   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                                                     | CF Industries Holdings, Inc.                                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     47348 | NS      | $4247115.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group, Inc.                                                              | Upbound Group, Inc.                                                                   | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      2874 | NS      | $67912.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                   | Public Storage                                                                        | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      2590 | NS      | $748121.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                           | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229629.41    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                                      | Inpex Corp.                                                                           | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |    101000 | NS      | $1818573.43   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1156.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-24CB, Class A19                                   | CUSIP: 02146TAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340924 | PA      | $137036.04    | 0.01%             | 2036-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Air Water, Inc.                                                                  | Air Water, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     28700 | NS      | $492993.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1417253.25   | 0.06%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                         | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $78970.20     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                                   | Prologis, Inc.                                                                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     25831 | NS      | $2958166.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                                    | Rio Tinto plc                                                                         | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     17194 | NS      | $1133126.73   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                  | CoreCivic, Inc.                                                                       | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      6275 | NS      | $127696.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M1                  | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82254 | PA      | $82234.23     | 0.00%             | 2042-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                  | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     16004 | NS      | $1989937.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                                               | Ryman Hospitality Properties, Inc.                                                    | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      3953 | NS      | $354149.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-122.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Otter Tail Corp.                                                                 | Otter Tail Corp.                                                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       506 | NS      | $41476.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $669.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graco, Inc.                                                                      | Graco, Inc.                                                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      8739 | NS      | $742465.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danby Park CLO Ltd.                                                              | Danby Park CLO Ltd., Series 2022-1A, Class AR                                         | CUSIP: 236057AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    670000 | PA      | $671925.48    | 0.03%             | 2037-10-21      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                      | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347654.42    | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                 | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $139543.59    | 0.01%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                           | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     59363 | NS      | $1447633.17   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                         | VICI Properties LP / VICI Note Co., Inc.                                              | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $260208.14    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12764.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                           | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    169000 | PA      | $171433.38    | 0.01%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cimpress plc                                                                     | Cimpress plc                                                                          | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |      1520 | NS      | $95820.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd. (The)                                          | Bank of NT Butterfield & Son Ltd. (The)                                               | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |      4140 | NS      | $177688.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     91000 | PA      | $85713.49     | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Empire State Realty Trust, Inc.                                                  | Empire State Realty Trust, Inc., Class A                                              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      9717 | NS      | $74432.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                    | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    449000 | PA      | $438477.05    | 0.02%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nice Ltd.                                                                        | Nice Ltd.                                                                             | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |      2093 | NS      | $303200.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                             | Kleopatra Finco SARL, First Lien, USD CME Term Loan, B                                | CUSIP: L5841WAC2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     15160 | PA      | $13517.27     | 0.00%             | 2025-10-27      | Variable      | 14.16%                | No            |                  3 | On Loan: No      |
| PROS Holdings, Inc.                                                              | PROS Holdings, Inc.                                                                   | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      5571 | NS      | $127631.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      7607 | NS      | $828858.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BDS Ltd.                                                                         | BDS Ltd., Series 2021-FL10, Class A                                                   | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    410901 | PA      | $411451.36    | 0.02%             | 2036-12-16      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Rational AG                                                                      | Rational AG                                                                           | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |       236 | NS      | $180346.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                            | DIRECTV Financing LLC, First Lien, 2024 Refinancing CME Term Loan, B                  | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    263771 | PA      | $264554.32    | 0.01%             | 2029-08-02      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                             | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21050.76     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                               | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100242.63    | 0.00%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                 | American Builders & Contractors Supply Co., Inc.                                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152026.71    | 0.01%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B3PK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44553 | PA      | $45253.09     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                                      | Minerals Technologies, Inc.                                                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      5340 | NS      | $331720.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                  | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338549.31    | 0.01%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc., First Lien, CME Term Loan, K                                         | CUSIP: 89364MCF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210000 | PA      | $210030.45    | 0.01%             | 2030-03-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Heidrick & Struggles International, Inc.                                         | Heidrick & Struggles International, Inc.                                              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      2249 | NS      | $111932.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                               | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     11814 | NS      | $2076901.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp.                                                          | Heritage Commerce Corp.                                                               | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      7691 | NS      | $76371.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                                                              | First Horizon Corp.                                                                   | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     33712 | NS      | $762228.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JSE28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23759 | PA      | $24615.84     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                    | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46833.21     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government Bond                                                                | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $550300.00    | 0.02%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                        | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186431.35    | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Select Medical Holdings Corp.                                                    | Select Medical Holdings Corp.                                                         | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11743 | NS      | $150780.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                                                     | DaVita, Inc.                                                                          | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    580000 | PA      | $599619.08    | 0.03%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                      | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72265.90     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2025-J2, Class AF                                                   | CUSIP: 67122EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219789 | PA      | $219918.12    | 0.01%             | 2055-09-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                   | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    545000 | PA      | $535845.18    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                      | Apollo Commercial Real Estate Finance, Inc., First Lien, Initial CME Term Loan        | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |     31920 | PA      | $32169.45     | 0.00%             | 2030-06-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                          | Fresenius SE & Co. KGaA                                                               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |      2529 | NS      | $141334.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2023-INV2, Class A1                                                 | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127096 | PA      | $128592.52    | 0.01%             | 2058-10-25      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                        | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    396200 | NS      | $3797167.20   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Financial Services Corp.                                              | Enterprise Financial Services Corp.                                                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      4270 | NS      | $247574.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                            | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154369.51    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      4760 | NS      | $738656.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                  | Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $255723.66    | 0.01%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                    | Carlsberg A/S, Class B                                                                | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |      1702 | NS      | $198109.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                   | Tapestry, Inc.                                                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      7185 | NS      | $813485.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                         | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     21100 | NS      | $4441550.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                              | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208992.48    | 0.01%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Auto1 Group SE                                                                   | Auto1 Group SE                                                                        | CUSIP: N/A<br>LEI: 391200S2LPXG5ZD5G304       | Long             | EC               | CORP              | DE        |     16975 | NS      | $580703.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                    | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $251212.32    | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TotalEnergies SE                                                                      | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     37565 | NS      | $2288032.87   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                            | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $603513.96    | 0.03%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                           | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77761.09     | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104222.16    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                      | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $353660.64    | 0.02%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154603.31    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     74853 | NS      | $1609079.79   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                   | Lonza Group AG                                                                        | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |      3606 | NS      | $2411109.88   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Albany International Corp.                                                       | Albany International Corp., Class A                                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1417 | NS      | $75526.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                      | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $449592.49    | 0.02%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                        | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44809.86     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                      | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    154000 | PA      | $178117.40    | 0.01%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                               | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487971.14    | 0.02%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                                   | TGNR Intermediate Holdings LLC                                                        | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318278.84    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B2ZP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37648 | PA      | $38239.58     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                                    | Maximus, Inc.                                                                         | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1030 | NS      | $94111.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                                        | Nestle SA                                                                             | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      4939 | NS      | $453574.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC, First Lien, Initial CME Term Loan, B                      | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    296175 | PA      | $296082.72    | 0.01%             | 2029-01-29      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| ScanSource, Inc.                                                                 | ScanSource, Inc.                                                                      | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      1845 | NS      | $81161.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                        | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                             | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $256969.50    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                   | K. Hovnanian Enterprises, Inc.                                                        | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153881.54    | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    230000 | PA      | $253609.50    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                                 | Coles Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |      5876 | NS      | $90448.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powell Industries, Inc.                                                          | Powell Industries, Inc.                                                               | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       270 | NS      | $82298.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     10026 | NS      | $760472.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSky Flight LLC                                                                | OneSky Flight LLC                                                                     | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263128.25    | 0.01%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                         | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    305000 | PA      | $308376.56    | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NetScout Systems, Inc.                                                           | NetScout Systems, Inc.                                                                | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      3472 | NS      | $89681.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                                                    | Glaukos Corp.                                                                         | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      2794 | NS      | $227850.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                                      | Philippines Government Bond                                                           | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    450000 | PA      | $479383.03    | 0.02%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     50000 | PA      | $51634.72     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Maya SAS                                                                         | Maya SAS                                                                              | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204210.80    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    557000 | PA      | $389712.71    | 0.02%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                                       | Graham Packaging Co., Inc.                                                            | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250875.50    | 0.01%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                        | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    215000 | PA      | $225776.88    | 0.01%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      5386 | NS      | $374704.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140KLMT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3567057 | PA      | $3038995.38   | 0.13%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment, Inc.                                                       | Golden Entertainment, Inc.                                                            | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      3260 | NS      | $76870.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                            | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    236000 | PA      | $265221.52    | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2017-C06, Class 2M2C                 | CUSIP: 30711XSV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     84467 | PA      | $85924.42     | 0.00%             | 2030-02-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M1                  | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1421 | PA      | $1420.53      | 0.00%             | 2041-12-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                 | Coca-Cola HBC AG                                                                      | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     17977 | NS      | $848130.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                           | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $207191.28    | 0.01%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                                                | Flash Charm, Inc., First Lien, CME Term Loan, B2                                      | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183147 | PA      | $161169.46    | 0.01%             | 2028-03-02      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC, First Lien, Amendment No. 3 Incremental CME Term Loan            | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108346 | PA      | $105938.80    | 0.00%             | 2031-06-06      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP, Series B                                                          | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1374263.00   | 0.06%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     39994 | NS      | $6692196.02   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-197.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                     | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    781000 | PA      | $629483.49    | 0.03%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Power Solutions International, Inc.                                              | Power Solutions International, Inc.                                                   | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |      4302 | NS      | $422542.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                                                         | Unipol Assicurazioni SpA                                                              | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      5848 | NS      | $125717.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5KH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38616 | PA      | $39353.60     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peru Government Bond                                                                  | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    750000 | PA      | $693037.50    | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Waystar Holding Corp.                                                            | Waystar Holding Corp.                                                                 | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4977 | NS      | $188727.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1861.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genworth Financial, Inc.                                                         | Genworth Financial, Inc., Class A                                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     55422 | NS      | $493255.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    155000 | PA      | $167538.57    | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                      | Dick's Sporting Goods, Inc.                                                           | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    430000 | PA      | $394095.42    | 0.02%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     10516 | NS      | $817934.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      2647 | NS      | $724907.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    360000 | PA      | $343431.92    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC / SBP Finance Corp.                     | Specialty Building Products Holdings LLC / SBP Finance Corp.                          | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $122008.56    | 0.01%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings, Inc.                                                         | Alarm.com Holdings, Inc.                                                              | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      1376 | NS      | $73038.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                                               | Equity Residential                                                                    | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     11545 | NS      | $747307.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                       | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133A8F85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    319669 | PA      | $276325.31    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2014-GC22, Class XA                              | CUSIP: 36253BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797238 | PA      | $4611.94      | 0.00%             | 2047-06-10      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                         | Intuitive Surgical, Inc.                                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      7485 | NS      | $3347516.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     85387 | NS      | $9905745.87   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA I, Single-family, 30 Year                                                        | CUSIP: 3617AHTE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250328 | PA      | $245618.04    | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1203310.94   | 0.05%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd.                                                              | Elmwood CLO IV Ltd., Series 2020-1A, Class AR                                         | CUSIP: 29002GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250780.53    | 0.01%             | 2037-04-18      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                   | CUSIP: N/A<br>LEI: SO75N4VY5NXGQSK8YQ65       | Long             | DBT              | CORP              | US        |    150000 | PA      | $171099.65    | 0.01%             | 2029-02-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                           | Cogent Communications Group LLC / Cogent Finance, Inc.                                | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $520413.49    | 0.02%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                     | Cadence Design Systems, Inc.                                                          | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    505000 | PA      | $508425.08    | 0.02%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2014-C25, Class XA                 | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1203898 | PA      | $14.45        | 0.00%             | 2047-11-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc., Class A                                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     11801 | NS      | $737208.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                  | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      5613 | NS      | $755509.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     49498 | NS      | $11460766.92  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1                  | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    608030 | PA      | $608403.54    | 0.03%             | 2045-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    397000 | PA      | $388826.02    | 0.02%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                                             | Vornado Realty Trust                                                                  | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70908 | NS      | $2873901.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                             | CrossCountry Intermediate HoldCo LLC                                                  | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $286404.96    | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                         | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    878000 | PA      | $919009.38    | 0.04%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1021743.92   | 0.04%             | 2055-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                                      | BOC Hong Kong Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     42000 | NS      | $196760.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116702.69    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152220.60    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                                       | Etsy, Inc.                                                                            | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     12979 | NS      | $861675.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     95000 | PA      | $97760.38     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  15304000 | PA      | $238444.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                  | Oceaneering International, Inc.                                                       | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     14730 | NS      | $365009.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2023-NQM5, Class A1                           | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149739 | PA      | $151038.35    | 0.01%             | 2063-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LiveRamp Holdings, Inc.                                                          | LiveRamp Holdings, Inc.                                                               | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     11307 | NS      | $306871.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     38087 | NS      | $9002624.19   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                                                                               | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |      7453 | NS      | $729467.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Argan, Inc.                                                                      | Argan, Inc.                                                                           | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      1936 | NS      | $522816.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                                                | Dollar Tree, Inc.                                                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      7850 | NS      | $740804.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                      | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    215000 | PA      | $235031.77    | 0.01%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Sterling Infrastructure, Inc.                                                    | Sterling Infrastructure, Inc.                                                         | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      2082 | NS      | $707213.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                    | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3913 | NS      | $751804.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Note                                                                    | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    121000 | PA      | $121000.00    | 0.01%             | 2026-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4244 | NS      | $817988.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118571.90    | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-214, Class AI                                                       | CUSIP: 38383FDA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2945776 | PA      | $586569.33    | 0.03%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NETGEAR, Inc.                                                                    | NETGEAR, Inc.                                                                         | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     13613 | NS      | $440925.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify, Inc.                                                                    | Shopify, Inc., Class A                                                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     13714 | NS      | $2038037.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust                             | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR9, Class A1C3            | CUSIP: 92922FU89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117486 | PA      | $115254.02    | 0.00%             | 2045-07-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Relay Therapeutics, Inc.                                                         | Relay Therapeutics, Inc.                                                              | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56009 | NS      | $292366.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl plc                                                                        | Bunzl plc                                                                             | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      5271 | NS      | $166601.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    107000 | PA      | $91352.77     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2821234.26   | 0.12%             | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class XA                            | CUSIP: 12597NAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10301592 | PA      | $373211.23    | 0.02%             | 2053-03-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                               | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    375000 | PA      | $349526.24    | 0.01%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                                   | Ingevity Corp.                                                                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      1561 | NS      | $86151.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                  | Regeneron Pharmaceuticals, Inc.                                                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      9416 | NS      | $5294334.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings plc                                                             | Ryanair Holdings plc                                                                  | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     19698 | NS      | $1186213.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Peer Holding III BV                                                              | Peer Holding III BV, First Lien, CME Term Loan, B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    150882 | PA      | $151212.18    | 0.01%             | 2032-09-27      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140NKNK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126761 | PA      | $131827.38    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       405 | NS      | $2186704.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                              | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527040.20    | 0.02%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Central Pacific Financial Corp.                                                  | Central Pacific Financial Corp.                                                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      4892 | NS      | $148423.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corp.                                                                    | Magnera Corp.                                                                         | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23543.50     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      6169 | NS      | $730779.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                          | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    455000 | PA      | $470184.78    | 0.02%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192130.85    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118270.18    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                         | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1540128.32   | 0.07%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                             | United Rentals, Inc.                                                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      4009 | NS      | $3827231.94   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5155921 | PA      | $4626974.73   | 0.20%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings, Inc.                                              | Allison Transmission Holdings, Inc.                                                   | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      8318 | NS      | $706031.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp. plc                                                               | Prothena Corp. plc                                                                    | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |      4123 | NS      | $40240.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                          | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    242000 | PA      | $237815.48    | 0.01%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137231 | PA      | $122940.60    | 0.01%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Astera Labs, Inc.                                                                | Astera Labs, Inc.                                                                     | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |      4667 | NS      | $913798.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma, Inc.                                                              | CinCor Pharma, Inc., CVR                                                              | CUSIP: 172CVR011<br>LEI: N/A                  | Long             |  | CORP              | US        |      2325 | NS      | $7114.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                  | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $238159.80    | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2021-C9, Class XA                                        | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2669780 | PA      | $172744.93    | 0.01%             | 2054-02-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-396.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadstone Net Lease, Inc.                                                       | Broadstone Net Lease, Inc.                                                            | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      4855 | NS      | $86758.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | Boost Newco Borrower LLC                                                              | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    230000 | PA      | $244176.97    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                  | Camelot Return Merger Sub, Inc.                                                       | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $217900.17    | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sylvamo Corp.                                                                    | Sylvamo Corp.                                                                         | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      5050 | NS      | $223311.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd.                                                                     | Fujitsu Ltd.                                                                          | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      7700 | NS      | $180629.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133AAZB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173775 | PA      | $150338.30    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4885.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart, Inc.                                                                     | Copart, Inc.                                                                          | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     45091 | NS      | $2027742.27   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                       | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1026961.83   | 0.04%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     52322 | NS      | $4109369.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                      | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $177000.00    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                          | Heidelberg Materials AG                                                               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |      2717 | NS      | $614166.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                    | CommScope LLC                                                                         | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150678.75    | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2024-89, Class FA                                                        | CUSIP: 3136BTGT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744609 | PA      | $748360.91    | 0.03%             | 2054-12-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Sony Financial Group, Inc.                                                       | Sony Financial Group, Inc.                                                            | CUSIP: N/A<br>LEI: 353800O7BDSU41WOZA60       | Long             | EC               | CORP              | JP        |     82200 | NS      | $91157.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      6272 | NS      | $776160.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Poseidon Ltd.                                                         | Transocean Poseidon Ltd.                                                              | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     96750 | PA      | $96944.35     | 0.00%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                           | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366940.44    | 0.02%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116243.20    | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-93.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5MQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76985 | PA      | $78132.09     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zoom Communications, Inc.                                                        | Zoom Communications, Inc., Class A                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      9110 | NS      | $751575.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                                                                   | DocuSign, Inc., Class A                                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     10546 | NS      | $760261.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                                          | EnerSys                                                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      4277 | NS      | $483129.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC / New Red Finance, Inc.                                           | 1011778 BC ULC / New Red Finance, Inc.                                                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $235867.10    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blend Labs, Inc.                                                                 | Blend Labs, Inc., Class A                                                             | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92857 | NS      | $338928.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                           | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    781000 | PA      | $668782.59    | 0.03%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104902.52    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251600.18    | 0.01%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     15655 | NS      | $5405671.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304202.05    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3475623 | PA      | $3107698.92   | 0.13%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    102538 | NS      | $6251741.86   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                      | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    812000 | PA      | $533298.91    | 0.02%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Pathward Financial, Inc.                                                         | Pathward Financial, Inc.                                                              | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      4627 | NS      | $342444.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat, Inc.                                                                     | Viasat, Inc.                                                                          | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211421.21    | 0.01%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     12075 | NS      | $5856616.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | S&P Midcap 400 E-Mini Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $-4554.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                               | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43831.43     | 0.00%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                        | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    295000 | PA      | $301388.52    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                    | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    320000 | PA      | $342064.00    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Guardant Health, Inc.                                                            | Guardant Health, Inc.                                                                 | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     10666 | NS      | $666411.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3149.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Puma Biotechnology, Inc.                                                         | Puma Biotechnology, Inc.                                                              | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17310 | NS      | $91916.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                       | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113329.59    | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                            | Beacon Mobility Corp.                                                                 | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176868.68    | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Battalion CLO 18 Ltd.                                                            | Battalion CLO 18 Ltd., Series 2020-18A, Class ARR                                     | CUSIP: 07134QAY2<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |    515000 | PA      | $516243.98    | 0.02%             | 2036-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | Deutsche Telekom AG                                                                   | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     16625 | NS      | $566404.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                        | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    525000 | PA      | $552091.52    | 0.02%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                               | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220910.91    | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                           | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     20807 | NS      | $4906498.67   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                                        | Enova International, Inc.                                                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      3781 | NS      | $435155.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $188.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133A8Q59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94478 | PA      | $81734.19     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals, Inc.                                                            | Hudbay Minerals, Inc.                                                                 | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $216929.95    | 0.01%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                      | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $73250.31     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                                                            | Hexion Holdings Corp., Second Lien, Initial CME Term Loan                             | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183529 | PA      | $181785.88    | 0.01%             | 2030-03-15      | Variable      | 11.70%                | No            |                  2 | On Loan: No      |
| Commvault Systems, Inc.                                                          | Commvault Systems, Inc.                                                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      3086 | NS      | $582575.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                      | Novartis AG                                                                           | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     41703 | NS      | $5362104.67   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture 41 CLO Ltd.                                                              | Venture 41 CLO Ltd., Series 2021-41A, Class A1RR                                      | CUSIP: 92326JAW2<br>LEI: 549300Q6VG2813TG2830 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1100404.56   | 0.05%             | 2034-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                             | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     34268 | NS      | $2423263.44   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DNOW, Inc.                                                                       | DNOW, Inc.                                                                            | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     19116 | NS      | $291519.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1A                                  | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    187529 | PA      | $190395.54    | 0.01%             | 2042-08-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                 | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133581.51    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    397000 | PA      | $406702.06    | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                      | Brighthouse Financial, Inc.                                                           | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     15616 | NS      | $828897.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $19277.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp.                                                                     | Incyte Corp.                                                                          | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     54313 | NS      | $4606285.53   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                                                      | Vicor Corp.                                                                           | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      1560 | NS      | $77563.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                                               | AerCap Holdings NV                                                                    | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |      3800 | NS      | $459800.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    335000 | PA      | $368849.74    | 0.02%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc., Class A                                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     19847 | NS      | $6775368.86   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Russell 2000 E-Mini Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -221 | NC      | $-328692.27   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M1A                                  | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    100144 | PA      | $100159.38    | 0.00%             | 2042-02-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                            | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $457797.56    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1014 | NS      | $768764.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BSD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75352 | PA      | $76558.68     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd.                                                             | BlueScope Steel Ltd.                                                                  | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |     22702 | NS      | $341004.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2                  | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $235178.26    | 0.01%             | 2041-12-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric and Gas Co.                                                   | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165307.32    | 0.01%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                                             | Crown Holdings, Inc.                                                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      7935 | NS      | $766441.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc., First Lien, Initial Dollar CME Term Loan, B               | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     18195 | PA      | $18271.34     | 0.00%             | 2032-08-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                               | Station Place Securitization Trust, Series 2025-1, Class A                            | CUSIP: 85772UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    967000 | PA      | $981317.40    | 0.04%             | 2026-07-23      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Q2 Holdings, Inc.                                                                | Q2 Holdings, Inc.                                                                     | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      1986 | NS      | $143766.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                                                                | Alamo Group, Inc.                                                                     | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       419 | NS      | $79987.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                   | Bread Financial Holdings, Inc.                                                        | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      7583 | NS      | $422903.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electric Power Co. Holdings, Inc.                                          | Tokyo Electric Power Co. Holdings, Inc.                                               | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |    150400 | NS      | $704498.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    131000 | PA      | $132514.10    | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2015-C1, Class AS                             | CUSIP: 126281BD5<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    653167 | PA      | $649392.64    | 0.03%             | 2050-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc.                                                        | BrightSpire Capital, Inc., Class A                                                    | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     21845 | NS      | $118618.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                     | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    250000 | PA      | $267187.50    | 0.01%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.                                              | Alpha Metallurgical Resources, Inc.                                                   | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      1610 | NS      | $264184.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                  | WFRBS Commercial Mortgage Trust, Series 2013-C15, Class D                             | CUSIP: 92938CAL1<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    299515 | PA      | $172221.07    | 0.01%             | 2046-08-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140X7Y29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3975628 | PA      | $3387500.40   | 0.14%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                         | MF1 Ltd., Series 2021-FL6, Class A                                                    | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     75977 | PA      | $76093.05     | 0.00%             | 2036-07-16      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust                             | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR11, Class A1B3           | CUSIP: 92922F2K3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89106 | PA      | $87960.32     | 0.00%             | 2045-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                     | Samsung Electronics Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |     43900 | NS      | $2083538.53   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                       | Southern Gas Corridor CJSC                                                            | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | NUSS              | AZ        |    320000 | PA      | $323998.60    | 0.01%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3749.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140EXBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    530603 | PA      | $480391.71    | 0.02%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    140000 | PA      | $149145.92    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                     | GE Aerospace                                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     21485 | NS      | $6463117.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                                               | Cirrus Logic, Inc.                                                                    | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      6551 | NS      | $820774.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                  | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class XA                            | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2298312 | PA      | $376.23       | 0.00%             | 2057-09-15      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                                             | Kontoor Brands, Inc.                                                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       923 | NS      | $73627.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     27737 | NS      | $785234.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.            | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                 | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $328687.74    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT, Inc.                                                   | American Healthcare REIT, Inc.                                                        | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |      2722 | NS      | $114351.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                                                      | Aflac, Inc.                                                                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      7049 | NS      | $787373.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                          | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $352092.45    | 0.02%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Simmons First National Corp.                                                     | Simmons First National Corp., Class A                                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     10209 | NS      | $195706.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                                         | G-III Apparel Group Ltd.                                                              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      3960 | NS      | $105375.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                                                                | Rocket Cos., Inc.                                                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $310009.20    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| StoneCo Ltd.                                                                     | StoneCo Ltd., Class A                                                                 | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |      4853 | NS      | $91770.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co.                                                                 | Hecla Mining Co.                                                                      | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     28444 | NS      | $344172.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $605.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                           | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1403180.08   | 0.06%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                            | Leidos Holdings, Inc.                                                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      4161 | NS      | $786262.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Loan Funding Ltd.                                                            | OHA Loan Funding Ltd., Series 2016-1A, Class A1R2                                     | CUSIP: 67110UAW9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |    526000 | PA      | $527691.26    | 0.02%             | 2037-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1A                                  | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |     30428 | PA      | $30602.87     | 0.00%             | 2042-09-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2.47        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Portland General Electric Co.                                                    | Portland General Electric Co.                                                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      2666 | NS      | $117304.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC     | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $220535.87    | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5079, Class BI                                                          | CUSIP: 3137F9DD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2375321 | PA      | $412764.23    | 0.02%             | 2051-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                          | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92876.85     | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                         | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |    420000 | PA      | $506803.33    | 0.02%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                               | Aretec Group, Inc.                                                                    | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     85000 | PA      | $92714.01     | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2021-45, Class MI                                                        | CUSIP: 3136BHW70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5926924 | PA      | $749276.36    | 0.03%             | 2049-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rigetti Computing, Inc.                                                          | Rigetti Computing, Inc.                                                               | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |      5278 | NS      | $157231.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaic Holdings, Inc.                                                             | Osaic Holdings, Inc.                                                                  | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155048.40    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Guatemala Government Bond                                                             | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    460000 | PA      | $487461.24    | 0.02%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                           | TTM Technologies, Inc.                                                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     10844 | NS      | $624614.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8, Inc.                                                                        | 8x8, Inc.                                                                             | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     29486 | NS      | $62510.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                                                     | Charter Communications, Inc., Class A                                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      7691 | NS      | $2115832.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.                                                  | American Eagle Outfitters, Inc.                                                       | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      7234 | NS      | $123773.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                                    | Accenture plc, Class A                                                                | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |     17616 | NS      | $4344105.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617HXVC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14148 | PA      | $13809.67     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                               | Zegona Finance plc                                                                    | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $357220.55    | 0.02%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                | Siemens Energy AG                                                                     | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |      1796 | NS      | $211172.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56620.25     | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PubMatic, Inc.                                                                   | PubMatic, Inc., Class A                                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10020 | NS      | $82965.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                         | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45625.91     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                  | Transocean Titan Financing Ltd.                                                       | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    109286 | PA      | $112269.44    | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    418000 | PA      | $383918.38    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                   | 7-Eleven, Inc.                                                                        | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    715000 | PA      | $668687.83    | 0.03%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                       | Encore Capital Group, Inc.                                                            | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    240000 | PA      | $255071.04    | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                   | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133570.08    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                             | Elmwood CLO III Ltd., Series 2019-3A, Class A1RR                                      | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501383.54    | 0.02%             | 2037-07-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1083275.10   | 0.05%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                 | PulteGroup, Inc.                                                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49904 | NS      | $6593815.52   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |  90427403 | PA      | $1514833.62   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                      | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    176000 | PA      | $158904.58    | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                       | Froneri International Ltd., First Lien, CME Term Loan                                 | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    296722 | PA      | $296450.50    | 0.01%             | 2032-07-16      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Teekay Corp. Ltd.                                                                | Teekay Corp. Ltd.                                                                     | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | BM        |     25455 | NS      | $208221.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                             | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    321000 | PA      | $333314.30    | 0.01%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                            | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $286695.75    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                 | BorgWarner, Inc.                                                                      | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     17505 | NS      | $769519.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                         | South Africa Government Bond                                                          | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    287000 | PA      | $289180.10    | 0.01%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp.                                                               | Tutor Perini Corp.                                                                    | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      7610 | NS      | $499139.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                          | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    143000 | PA      | $136027.47    | 0.01%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    340000 | PA      | $330186.19    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    174000 | PA      | $179101.87    | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $2595676.19   | 0.11%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                            | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    677000 | PA      | $646442.41    | 0.03%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York Times Co. (The)                                                         | New York Times Co. (The), Class A                                                     | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     13291 | NS      | $762903.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                  | WFRBS Commercial Mortgage Trust, Series 2013-C11, Class C                             | CUSIP: 92937EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1149000 | PA      | $1107262.58   | 0.05%             | 2045-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                      | Vibrantz Technologies, Inc.                                                           | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    300000 | PA      | $169768.50    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                        | Viper Energy Partners LLC                                                             | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    222000 | PA      | $225850.59    | 0.01%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                         | AthenaHealth Group, Inc.                                                              | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    355000 | PA      | $352398.90    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                    | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    385000 | PA      | $375505.50    | 0.02%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                           | Playtika Holding Corp., First Lien, CME Term Loan, B1                                 | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    330000 | PA      | $325399.80    | 0.01%             | 2028-03-13      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    465000 | PA      | $467889.01    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                              | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    835000 | PA      | $871288.76    | 0.04%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $23737.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                               | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102738.13    | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ Secured Financing BV                                                               | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    510000 | PA      | $461760.73    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                                                          | Webster Financial Corp.                                                               | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     12598 | NS      | $748825.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verde Purchaser LLC                                                              | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                     | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |    179814 | PA      | $178252.91    | 0.01%             | 2030-11-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Liberty Energy, Inc.                                                             | Liberty Energy, Inc., Class A                                                         | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7197 | NS      | $88810.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     83544 | NS      | $13898379.84  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                      | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    690000 | PA      | $791479.87    | 0.03%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                                         | SCREEN Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |      5800 | NS      | $525550.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                    | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    425000 | PA      | $442101.77    | 0.02%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Joby Aviation, Inc.                                                              | Joby Aviation, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     22181 | NS      | $358001.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1245000 | PA      | $1147209.62   | 0.05%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                    | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    187000 | PA      | $186266.75    | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    228935 | NS      | $3230987.18   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5MN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67639 | PA      | $68825.25     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $33409.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies, Inc.                                              | Atmus Filtration Technologies, Inc.                                                   | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10712 | NS      | $483004.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy, Inc.                                                        | NANO Nuclear Energy, Inc.                                                             | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7382 | NS      | $284649.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2021-C20, Class XA                            | CUSIP: 22945EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3844154 | PA      | $153586.65    | 0.01%             | 2054-03-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                       | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197035.70    | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2015-LC21, Class B                                        | CUSIP: 12593FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20354 | PA      | $20206.60     | 0.00%             | 2048-07-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                                      | Shin-Etsu Chemical Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |     50800 | NS      | $1663371.61   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -1000000 | PA      | $-1017169.82  | -0.04%            | 2055-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Ultra Notes                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -10 | NC      | $-10482.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd.                                                                  | MakeMyTrip Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |      4788 | NS      | $448156.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                                                     | Rambus, Inc.                                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      7329 | NS      | $763681.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                                | Solstice Advanced Materials, Inc.                                                     | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    415000 | PA      | $416630.48    | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                         | CACI International, Inc.                                                              | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351152.22    | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Phreesia, Inc.                                                                   | Phreesia, Inc.                                                                        | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     10320 | NS      | $242726.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     45011 | NS      | $7289531.45   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources, Inc.                                                     | Core Natural Resources, Inc.                                                          | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      1583 | NS      | $132148.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                             | Watco Cos. LLC / Watco Finance Corp.                                                  | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $388468.16    | 0.02%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                                                            | Auto Trader Group plc                                                                 | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |     22498 | NS      | $239002.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V10, Class XA                                   | CUSIP: 08163UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5153661 | PA      | $231535.95    | 0.01%             | 2057-09-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     22817 | NS      | $791293.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                          | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99298.53     | 0.00%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd.                                                    | Madison Park Funding XXX Ltd., Series 2018-30A, Class A1R                             | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $381444.00    | 0.02%             | 2037-07-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                          | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    395000 | PA      | $391086.61    | 0.02%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     26341 | NS      | $5065901.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                                              | Clean Harbors, Inc., First Lien, CME Term Loan                                        | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    329536 | PA      | $331183.55    | 0.01%             | 2032-09-24      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                          | American Home Mortgage Investment Trust, Series 2007-1, Class GA1C                    | CUSIP: 026932AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1032341 | PA      | $608689.59    | 0.03%             | 2047-05-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                  | JH North America Holdings, Inc.                                                       | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30486.14     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2599000 | PA      | $2576754.38   | 0.11%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2559 | NS      | $799764.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2025-2, Class A11                                  | CUSIP: 46593NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355383 | PA      | $355176.68    | 0.02%             | 2055-07-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    905000 | PA      | $921412.53    | 0.04%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      3424 | NS      | $112820.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.                                                   | Oil States International, Inc.                                                        | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     17471 | NS      | $105874.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                       | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258050.57    | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dorian LPG Ltd.                                                                  | Dorian LPG Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |      3272 | NS      | $97505.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                                          | Valley National Bancorp                                                               | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      7542 | NS      | $79945.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings, Inc.                                                | Heritage Insurance Holdings, Inc.                                                     | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     12209 | NS      | $307422.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     21820 | NS      | $10892762.20  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                                                       | Gibraltar Industries, Inc.                                                            | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1259 | NS      | $79065.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156991.02    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                 | Novo Nordisk A/S                                                                      | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     55506 | NS      | $3080027.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                                                                  | MaxLinear, Inc., Class A                                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      6112 | NS      | $98280.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                                                               | Buckle, Inc. (The)                                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      1807 | NS      | $105998.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     14763 | NS      | $784801.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143853.51    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Reddit, Inc.                                                                     | Reddit, Inc., Class A                                                                 | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |      3386 | NS      | $778746.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                      | Vibrantz Technologies, Inc., First Lien, Initial CME Term Loan                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    102151 | PA      | $82793.68     | 0.00%             | 2029-04-23      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                     | Kohl's Corp.                                                                          | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $152432.14    | 0.01%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                             | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49244.96     | 0.00%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    412000 | PA      | $330152.06    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC, First Lien, CME Term Loan, B5                                         | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    329167 | PA      | $328480.35    | 0.01%             | 2030-09-20      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                  | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28490 | PA      | $28506.79     | 0.00%             | 2044-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  69826929 | PA      | $121069.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BTAF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39801 | PA      | $40586.08     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                            | Veritiv Operating Co.                                                                 | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107447.80    | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    340000 | PA      | $333195.06    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                  | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     20369 | NS      | $1284265.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                                      | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class XA                | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5068642 | PA      | $172378.44    | 0.01%             | 2053-05-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group, Inc.                                                     | Brixmor Property Group, Inc.                                                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     27331 | NS      | $756522.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                                               | StoneX Group, Inc.                                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      4755 | NS      | $479874.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3140EVH91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240201 | PA      | $217968.31    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1868295.79   | 0.08%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | Icon Investments Six DAC                                                              | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    310000 | PA      | $316449.23    | 0.01%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                            | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      3556 | NS      | $774959.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                                       | Boliden AB                                                                            | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |      4230 | NS      | $172661.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                             | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $231052.34    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    220000 | PA      | $233084.06    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                        | Hilcorp Energy I LP / Hilcorp Finance Co.                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $252231.12    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                               | Station Place Securitization Trust, Series 2024-10, Class A                           | CUSIP: 85779PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $950411.45    | 0.04%             | 2025-10-27      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                               | Pinewood Finco plc                                                                    | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    135000 | PA      | $183039.52    | 0.01%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3092.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                    | Calpine Corp.                                                                         | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154643.86    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                     | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    220908 | NS      | $1560351.29   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                        | Repsol SA                                                                             | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |     21299 | NS      | $378743.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                              | Station Casinos LLC                                                                   | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179892.83    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class A1                                   | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     78898 | PA      | $79828.84     | 0.00%             | 2043-11-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank Holding Corp.                                                  | Metropolitan Bank Holding Corp.                                                       | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1158 | NS      | $86641.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                                           | Tri Pointe Homes, Inc.                                                                | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13447 | NS      | $456794.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                                                        | V2X, Inc.                                                                             | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2974 | NS      | $172759.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                              | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      3463 | NS      | $86194.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2465000 | PA      | $7933.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-64.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5337.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49680 | PA      | $51731.66     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                                        | KREF Ltd., Series 2022-FL3, Class A                                                   | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |    188008 | PA      | $188365.99    | 0.01%             | 2039-02-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000319.00   | 0.04%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                         | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142380.08    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                        | Seagate Data Storage Technology Pte. Ltd.                                             | CUSIP: 81180LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     90000 | PA      | $78268.40     | 0.00%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $914.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3034 | NS      | $719058.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group plc                                                | InterContinental Hotels Group plc                                                     | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      3323 | NS      | $401785.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                        | SLM Corp.                                                                             | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27194 | NS      | $752729.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444875.81    | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                    | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $414807.57    | 0.02%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chewy, Inc.                                                                      | Chewy, Inc., Class A                                                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     22071 | NS      | $892771.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                       | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155621.99    | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                                        | Mitsubishi Electric Corp.                                                             | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |     76300 | NS      | $1959669.31   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                                      | Garmin Ltd.                                                                           | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      3141 | NS      | $773377.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                                          | Customers Bancorp, Inc.                                                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      6249 | NS      | $408497.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                 | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234949.10    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                          | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                   | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    541379 | PA      | $541980.79    | 0.02%             | 2034-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-630.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maze Therapeutics, Inc.                                                          | Maze Therapeutics, Inc.                                                               | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3454 | NS      | $89562.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $933801.86    | 0.04%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                    | Workday, Inc., Class A                                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      3286 | NS      | $791038.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colossus Acquireco LLC                                                           | Colossus Acquireco LLC, First Lien, Initial CME Term Loan                             | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    330000 | PA      | $328350.00    | 0.01%             | 2032-07-30      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| MiMedx Group, Inc.                                                               | MiMedx Group, Inc.                                                                    | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11349 | NS      | $79216.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Transmission Systems, Inc.                                              | American Transmission Systems, Inc.                                                   | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $162482.30    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alkermes plc                                                                     | Alkermes plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     16966 | NS      | $508980.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                                                          | Victoria's Secret & Co.                                                               | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     11671 | NS      | $316750.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH Europe Finance II SARL                                                             | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    333000 | PA      | $245793.25    | 0.01%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp.                                                      | CDW LLC / CDW Finance Corp.                                                           | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $249073.62    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ3Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66835 | PA      | $70619.25     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                 | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      8429 | NS      | $778586.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                       | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139157.33    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                               | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $73336.95     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 3117, Class AF                                                          | CUSIP: 31396HU72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3131 | PA      | $2760.29      | 0.00%             | 2036-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374842.99    | 0.02%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 3408, Class EK                                                          | CUSIP: 31397PUB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23357 | PA      | $27932.68     | 0.00%             | 2037-04-15      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC, First Lien, CME Term Loan, B1                            | CUSIP: 07337FAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12637 | PA      | $12713.29     | 0.00%             | 2032-09-13      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                             | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     22330 | NS      | $792938.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                               | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241051.25    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    755000 | PA      | $728579.40    | 0.03%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA Connecticut Avenue Securities Trust, Series 2017-C06, Class 2M2                  | CUSIP: 30711XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    153354 | PA      | $156000.87    | 0.01%             | 2030-02-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                            | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194141.78    | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118362.88    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                  | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    312000 | PA      | $291684.46    | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                             | SunCoke Energy, Inc.                                                                  | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     11036 | NS      | $90053.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                  | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    413000 | PA      | $389428.53    | 0.02%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class B                  | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322000 | PA      | $312725.95    | 0.01%             | 2047-09-15      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Upwork, Inc.                                                                     | Upwork, Inc.                                                                          | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     26851 | NS      | $498623.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, 30 Year                                                                         | CUSIP: 3138WH6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288728 | PA      | $261104.90    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                       | Merck KGaA                                                                            | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |      1522 | NS      | $197471.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                        | UKG, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     29700 | PA      | $29704.01     | 0.00%             | 2031-02-10      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                                  | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |     24000 | PA      | $24704.16     | 0.00%             | 2042-04-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                                             | CareTrust REIT, Inc.                                                                  | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     16396 | NS      | $568613.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                                                      | Cabot Corp.                                                                           | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       954 | NS      | $72551.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3140FXFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    933538 | PA      | $850060.50    | 0.04%             | 2057-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pagseguro Digital Ltd.                                                           | Pagseguro Digital Ltd., Class A                                                       | CUSIP: N/A<br>LEI: 391200VY4YW47I4HGH62       | Long             | EC               | CORP              | KY        |     45313 | NS      | $453130.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Pro USA, Inc.                                                              | Waste Pro USA, Inc.                                                                   | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243999.80    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                   | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    753262 | PA      | $754126.34    | 0.03%             | 2045-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp.                                                             | PotlatchDeltic Corp.                                                                  | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      1939 | NS      | $79014.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |     54648 | NS      | $1935402.11   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                               | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178290.15    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2024-10, Class A11                                 | CUSIP: 46658LAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209840 | PA      | $209569.79    | 0.01%             | 2055-03-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     99000 | PA      | $95187.66     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235624.56    | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC, First Lien, CME Term Loan B5                    | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    329171 | PA      | $329407.86    | 0.01%             | 2031-12-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                                | Canadian Pacific Kansas City Ltd.                                                     | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     37277 | NS      | $2776763.73   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179XXZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3491903 | PA      | $3146657.96   | 0.13%             | 2053-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                            | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    252000 | PA      | $212715.73    | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      9886 | NS      | $899131.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216445.70    | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                                                   | Efesto Bidco SpA Efesto US LLC, Series XR                                             | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    345000 | PA      | $351356.63    | 0.02%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Virtu Financial, Inc.                                                            | Virtu Financial, Inc., Class A                                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     20583 | NS      | $730696.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144126 | PA      | $129518.07    | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                 | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    359000 | PA      | $275007.58    | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                              | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88079.83     | 0.00%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5138, Class YI                                                          | CUSIP: 3137H2MF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5026423 | PA      | $1298642.16   | 0.06%             | 2049-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617KA2E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8475 | PA      | $8310.69      | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                                        | Linde plc                                                                             | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      5887 | NS      | $2796325.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                    | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    421000 | PA      | $413699.88    | 0.02%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    400000 | PA      | $410352.33    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $202758.60    | 0.01%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                   | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    480000 | PA      | $489967.20    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                           | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    424000 | PA      | $416893.29    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                            | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81093.34     | 0.00%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TICP CLO XII Ltd.                                                                | TICP CLO XII Ltd., Series 2018-12A, Class BR                                          | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401036.33    | 0.02%             | 2034-07-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer