# EDGAR Filing Document

**Accession Number:** 0000790166
**File Stem:** 0000790166-26-000144
**Filing Date:** 2026-2
**Character Count:** 1033325
**Document Hash:** ec3bda4cde8419bc67a3af0601fc63ca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000790166-26-000144.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000790166-26-000144

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000790166

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04603
- **FILM NUMBER:** 26680904

**BUSINESS ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211
- **BUSINESS PHONE:** 612-844-7190

**MAIL ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LB SERIES FUND INC
- **DATE OF NAME CHANGE:** 19950428

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LBVIP SERIES FUND INC/
- **DATE OF NAME CHANGE:** 19940824

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LBVIP SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Thrivent Moderately Conservative Allocation Portfolio (Series ID: S000001441)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003848 | Class A      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Thrivent Series Fund, Inc.

- **b. Investment Company Act file number:** 811-04603

- **c. CIK number of Registrant:** 0000790166

- **d. LEI of Registrant:** 549300VNHRP1O3O9AF57

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

  - **Street Address 1:** 901 Marquette Avenue

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55402-3211

  - **Telephone number:** 612-844-5168

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

- **a. Name of Series:** THRIVENT MODERATELY CONSERVATIVE ALLOCATION PORTFOLIO

- **b. EDGAR series identifier (if any):** S000001441

- **c. LEI of Series:** NICPJC1U48LDC5GTHF52

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3442351231.76

**Total Liabilities:** $141878584.79

**Net Assets:** $3300472646.97

**Delayed Delivery Securities:** $8037684.12

**Cash Not Reported:** $1277550.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -671.00000000 | **1-Year:** -12036.00000000 | **5-Year:** -77575.00000000 | **10-Year:** -112154.00000000 | **30-Year:** -320659.00000000

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

- **3-Month:** -148.00000000 | **1-Year:** -4765.00000000 | **5-Year:** -48813.00000000 | **10-Year:** -28983.00000000 | **30-Year:** -20503.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003848 | 1.21%                | 0.58%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2680477.19              | $23811404.81                               |
| Month 2  | $1998659.20              | $11624133.80                               |
| Month 3  | $4314266.13              | $-1771174.35                               |

**Designated Index Information**

- **Index Name:** 10% MSCI All Country World Index ex USA, 48%  Bloomberg US Aggregate Bond Index, 12% Bloomberg US Corporate High Yield Bond Index, 30% S&P 1500 Composite Index

- **Index Identifier:** M1WDU, LBUSTRUU, LF98TRUU, SPR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D MORTGAGE TRUST                                                        | A&D Mortgage Trust 2024-NQM2                                                                   | CUSIP: 00002NAB3<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |   1000950 | PA      | $1012128.11   | 0.03%             | 2069-04-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                       | CME Euro Foreign Exchange Currency                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -259 | NC      | $-315117.53   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                       | CME E-mini S&P 500 Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       905 | NC      | $-3351609.10  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                       | CME E-mini S&P Mid-Cap 400 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         2 | NC      | $-19447.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                       | CME E-mini S&P Mid-Cap 400 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -192 | NC      | $1464222.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                       | CBOT 5-Yr. U.S. Treasury Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       871 | NC      | $-300707.94   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                       | CBOT 2-Yr. U.S. Treasury Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       293 | NC      | $-17939.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                       | CBOT 10-Yr. U.S. Treasury Note                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       235 | NC      | $-156072.21   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                       | CBOT U.S. Long Bond                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       120 | NC      | $-129023.85   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                       | Eurex Euro STOXX 50 Index                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -924 | NC      | $-824509.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                       | CME Ultra Long Term U.S. Treasury Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       113 | NC      | $-216350.36   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL AUTO HOLDINGS PLC                                                  | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                     | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    155000 | PA      | $152287.50    | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS PLC                                                  | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                     | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     99000 | PA      | $95054.74     | 0.00%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS PLC                                                  | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                     | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    126000 | PA      | $131946.48    | 0.00%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ADMA BIOLOGICS INC                                                        | ADMA Biologics, Inc.                                                                           | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12569 | NS      | $229258.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC                                                                   | ADT, Inc.                                                                                      | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97703 | NS      | $788463.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                       | ICE US mini MSCI Emerging Markets Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -18 | NC      | $-10090.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                                               | ICE mini MSCI EAFE Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       194 | NC      | $296371.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                       | CME E-mini Russell 2000 Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        12 | NC      | $-65374.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                       | CME E-mini Russell 2000 Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -331 | NC      | $1912455.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                       | Ultra 10-Yr. U.S. Treasury Note                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       165 | NC      | $-122578.31   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                                                          | AGCO Corporation                                                                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       134 | NS      | $13978.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SECURITY CORP                                                         | ADT Security Corporation                                                                       | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204816.53    | 0.01%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                                      | AGNC Investment Corporation                                                                    | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      9663 | NS      | $103587.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORPORATION (THE)                                                     | AES Corporation                                                                                | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     37064 | NS      | $531497.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORPORATION (THE)                                                     | AES Corporation                                                                                | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1043379.92   | 0.03%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION (THE)                                                     | AES Corporation                                                                                | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    201000 | PA      | $204700.01    | 0.01%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                          | AMC Networks, Inc.                                                                             | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    314000 | PA      | $329264.17    | 0.01%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                                | AMSR Trust 2021-SFR1                                                                           | CUSIP: 00179DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1042432.93   | 0.03%             | 2038-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ANI PHARMACEUTICALS INC                                                   | ANI Pharmaceuticals, Inc.                                                                      | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       397 | NS      | $31339.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ BANK NEW ZEALAND LTD                                                  | ANZ Bank New Zealand, Ltd.                                                                     | CUSIP: 00182YAA3<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    550000 | PA      | $560623.86    | 0.02%             | 2032-08-11      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| API GROUP CORP                                                            | API Group Corporation                                                                          | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      1192 | NS      | $45605.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                                                  | ASGN, Inc.                                                                                     | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      1915 | NS      | $92245.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APLD COMPUTECO LLC                                                        | APLD ComputeCo, LLC                                                                            | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $118688.95    | 0.00%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                  | AT&T, Inc.                                                                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     42373 | NS      | $1052545.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                  | AT&T, Inc.                                                                                     | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    490000 | PA      | $469557.30    | 0.01%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                  | AT&T, Inc.                                                                                     | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $997418.47    | 0.03%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                  | AT&T, Inc.                                                                                     | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    805000 | PA      | $565681.13    | 0.02%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                  | AT&T, Inc.                                                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    579000 | PA      | $387480.82    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AZZ INC                                                                   | AZZ, Inc.                                                                                      | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       150 | NS      | $16077.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                 | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    121000 | PA      | $121172.06    | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                 | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    245647 | PA      | $250151.92    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                | AbbVie, Inc.                                                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     10308 | NS      | $2355274.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                | AbbVie, Inc.                                                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1008868.05   | 0.03%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                | AbbVie, Inc.                                                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    555000 | PA      | $548462.64    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                | AbbVie, Inc.                                                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    241000 | PA      | $234293.53    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                  | Acadia Healthcare Company, Inc.                                                                | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83766.74     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                  | Acadia Healthcare Company, Inc.                                                                | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    156000 | PA      | $157560.62    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACCESS GROUP INC DE                                                       | Access Group, Inc. 2013-1                                                                      | CUSIP: 00434QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78356 | PA      | $78335.64     | 0.00%             | 2036-02-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                     | Accenture Capital, Inc.                                                                        | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    476000 | PA      | $469224.34    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                              | Acrisure, LLC/Acrisure Finance, Inc.                                                           | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $44858.95     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                              | Acrisure, LLC/Acrisure Finance, Inc.                                                           | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $56249.01     | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS INC.                                                        | Acuity, Inc.                                                                                   | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       826 | NS      | $297393.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTIVE BIOTECHNOLOGIES CORP                                             | Adaptive Biotechnologies Corporation                                                           | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      1607 | NS      | $26097.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH LLC                                                           | AdaptHealth, LLC                                                                               | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    513000 | PA      | $497163.59    | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                | Adient Global Holdings, Ltd.                                                                   | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     87000 | PA      | $91479.05     | 0.00%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                | Adient Global Holdings, Ltd.                                                                   | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    132000 | PA      | $136231.26    | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ADOBE INC                                                                 | Adobe, Inc.                                                                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      2571 | NS      | $899824.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                    | Advance Auto Parts, Inc.                                                                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1104 | NS      | $43387.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                    | Advance Auto Parts, Inc.                                                                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128677.76    | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                    | Advance Auto Parts, Inc.                                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77305.69     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                     | AECOM                                                                                          | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       243 | NS      | $23165.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                                     | AECOM                                                                                          | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    248000 | PA      | $254165.28    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    588000 | PA      | $608990.84    | 0.02%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                | Advanced Micro Devices, Inc.                                                                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     12078 | NS      | $2586624.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                | Advanced Micro Devices, Inc.                                                                   | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    537000 | PA      | $454342.35    | 0.01%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                                             | Advanced Drainage Systems, Inc.                                                                | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      3370 | NS      | $488077.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                                             | Advanced Drainage Systems, Inc.                                                                | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    264000 | PA      | $269958.74    | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                        | Osaic Holdings, Inc.                                                                           | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    186000 | PA      | $194299.29    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP                                                       | Aethon United BR, LP/Aethon United Finance Corporation                                         | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57622.18     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                             | Affiliated Managers Group, Inc.                                                                | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      1868 | NS      | $538507.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC (PRE-REINCORPORATION)                                 | Affirm Holdings, Inc.                                                                          | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       575 | NS      | $42797.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                  | Agilent Technologies, Inc.                                                                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     14440 | NS      | $1964850.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS INC                                                              | Agilysys, Inc.                                                                                 | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      2078 | NS      | $246949.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC                                                 | Agios Pharmaceuticals, Inc.                                                                    | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |       403 | NS      | $10969.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                                                  | Agree Realty Corporation                                                                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       728 | NS      | $52437.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE LP                                                                  | Agree, LP                                                                                      | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    357000 | PA      | $373174.89    | 0.01%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                                | Air Canada                                                                                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $134356.59    | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                     | Air Lease Corporation                                                                          | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    133000 | PA      | $131187.29    | 0.00%             | 2026-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS INC                                            | Air Products and Chemicals, Inc.                                                               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        55 | NS      | $13586.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                   | Akamai Technologies, Inc.                                                                      | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       932 | NS      | $81317.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP INC.                                                     | Alaska Air Group, Inc.                                                                         | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       301 | NS      | $15140.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                                                            | Albemarle Corporation                                                                          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       735 | NS      | $103958.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                  | Albertsons Companies, Inc.                                                                     | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      1374 | NS      | $23591.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                  | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $212794.88    | 0.01%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                  | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    443000 | PA      | $425453.83    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                  | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $54482.99     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                  | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $61643.15     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                  | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $163659.34    | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL                                                   | Albion Financing 1 SARL/Aggreko Holdings, Inc.                                                 | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    126000 | PA      | $131507.55    | 0.00%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALCOA CORP                                                                | Alcoa Corporation                                                                              | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      1739 | NS      | $92410.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                          | Algonquin Power & Utilities Corporation                                                        | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $290919.47    | 0.01%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ALIGN TECHNOLOGY INC                                                      | Align Technology, Inc.                                                                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       585 | NS      | $91347.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGHT INC                                                                | Alight, Inc.                                                                                   | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     11140 | NS      | $21723.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                                   | Allegheny Technologies, Inc.                                                                   | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       942 | NS      | $108103.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                                   | ATI, Inc.                                                                                      | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    186000 | PA      | $196504.72    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                                              | Bread Financial Holdings, Inc.                                                                 | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       192 | NS      | $14213.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP                                   | Alliance Resource Operating Partners, LP/Alliance Resource Finance Corporation                 | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $227701.58    | 0.01%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                       | Alliant Energy Corporation                                                                     | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1636 | NS      | $106356.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                         | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                            | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129173.67    | 0.00%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                         | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                            | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $193453.34    | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                         | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                            | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $190895.48    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                               | Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL           | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    201000 | PA      | $198250.86    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                  | Allison Transmission, Inc.                                                                     | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    101000 | PA      | $95102.80     | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS INC                                         | Allison Transmission Holdings, Inc.                                                            | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       667 | NS      | $65299.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLO ISSUER LLC                                                           | ALLO Issuer, LLC 2025-1A                                                                       | CUSIP: 01983KAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1925000 | PA      | $1946980.81   | 0.06%             | 2055-04-20      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24929.69     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORPORATION (THE)                                                | Allstate Corporation                                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3121 | NS      | $649636.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                        | Ally Financial, Inc.                                                                           | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      9455 | NS      | $428216.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                        | Ally Financial, Inc.                                                                           | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    204000 | PA      | $213210.29    | 0.01%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| ALNYLAM PHARMACEUTICALS INC                                               | Alnylam Pharmaceuticals, Inc.                                                                  | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       691 | NS      | $274776.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA GENERATION LLC                                                      | Alpha Generation, LLC                                                                          | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    116000 | PA      | $120082.00    | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                              | Alphabet, Inc., Class C                                                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     52872 | NS      | $16591233.60  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                              | Alphabet, Inc., Class A                                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     59634 | NS      | $18665442.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                              | Alphabet, Inc.                                                                                 | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    580000 | PA      | $581967.89    | 0.02%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                              | Alphabet, Inc.                                                                                 | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    292000 | PA      | $292071.51    | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPINE INCOME PROPERTY TRUST INC                                          | Alpine Income Property Trust, Inc.                                                             | CUSIP: 02083X103<br>LEI: 254900VQGUBS1J4C4N33 | Long             | EC               | CORP              | US        |      1008 | NS      | $16853.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                                        | Alternative Loan Trust 2006-24CB                                                               | CUSIP: 02146TAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    590555 | PA      | $293500.64    | 0.01%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                                        | Countrywide Alternative Loan Trust 2007-24                                                     | CUSIP: 02151GAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1039157 | PA      | $332261.09    | 0.01%             | 2037-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                          | Altria Group, Inc.                                                                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     12588 | NS      | $725824.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                          | Altria Group, Inc.                                                                             | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    505000 | PA      | $570408.89    | 0.02%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                           | Alumina, Pty. Ltd.                                                                             | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $206581.40    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMALGAMATED BANK                                                          | Amalgamated Financial Corporation                                                              | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7101 | NS      | $227445.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                            | Amazon.com, Inc.                                                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    126671 | NS      | $29238200.22  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                      | Amentum Holdings, Inc.                                                                         | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    201000 | PA      | $211870.88    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERANT BANCORP INC                                                       | Amerant Bancorp, Inc.                                                                          | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |      1551 | NS      | $30260.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                      | Amentum Holdings, Inc.                                                                         | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      5101 | NS      | $147929.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                         | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    316000 | PA      | $304395.53    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN AXLE & MANUFACTURING INC                                         | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    122000 | PA      | $124251.95    | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                         | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125285.17    | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC                                             | American Eagle Outfitters, Inc.                                                                | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      2521 | NS      | $66478.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                       | American Electric Power Company, Inc.                                                          | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    146000 | PA      | $143449.37    | 0.00%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                  | American Express Company                                                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      8100 | NS      | $2996595.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                  | American Express Company                                                                       | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    167000 | PA      | $172135.78    | 0.01%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC                                              | American Financial Group, Inc.                                                                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       366 | NS      | $50024.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                                                      | Global Net Lease, Inc.                                                                         | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84304.39     | 0.00%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                  | American Homes 4 Rent, LP                                                                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127501.30    | 0.00%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                          | American International Group, Inc.                                                             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      2672 | NS      | $228589.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                          | American International Group, Inc.                                                             | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1047975.68   | 0.03%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                                             | American States Water Company                                                                  | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1269 | NS      | $91977.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                | American Tower Corporation                                                                     | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    660000 | PA      | $626520.07    | 0.02%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                | American Tower Corporation                                                                     | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    321000 | PA      | $338206.92    | 0.01%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                | American Tower Corporation                                                                     | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271347.42    | 0.01%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                | American Tower Corporation                                                                     | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    598000 | PA      | $610756.55    | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                               | American Water Capital Corporation                                                             | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    157000 | PA      | $157205.02    | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY INC                                          | American Water Works Company, Inc.                                                             | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       568 | NS      | $74124.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                                 | Americold Realty Operating Partnership, LP                                                     | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422840.70    | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY TRUST INC                                                | Americold Realty Trust, Inc.                                                                   | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |      1949 | NS      | $25064.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                                               | Cencora, Inc.                                                                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       546 | NS      | $184411.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                                               | Cencora, Inc.                                                                                  | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    383000 | PA      | $391447.10    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                  | Ameriprise Financial, Inc.                                                                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      5801 | NS      | $2844462.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                  | Ameriprise Financial, Inc.                                                                     | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    546000 | PA      | $557449.27    | 0.02%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERIS BANCORP                                                            | Ameris Bancorp                                                                                 | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       237 | NS      | $17601.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                                                                | AMETEK, Inc.                                                                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      8735 | NS      | $1793382.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                 | Amgen, Inc.                                                                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     10158 | NS      | $3324814.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                 | Amgen, Inc.                                                                                    | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    808000 | PA      | $812486.54    | 0.02%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                      | Amkor Technology, Inc.                                                                         | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      1723 | NS      | $68024.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS INC                                                | Amneal Pharmaceuticals, Inc.                                                                   | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3178 | NS      | $40042.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                | Amneal Pharmaceuticals, LLC                                                                    | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     62000 | PA      | $65491.22     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                          | AmWINS Group, Inc.                                                                             | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    179000 | PA      | $176036.65    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                          | AmWINS Group, Inc.                                                                             | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    108000 | PA      | $111068.50    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                                      | Amphenol Corporation                                                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     25187 | NS      | $3403771.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                                                      | Amphenol Corporation                                                                           | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    433000 | PA      | $413651.02    | 0.01%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INCORPORATED                                            | Amsted Industries, Inc.                                                                        | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288396.08    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                        | Analog Devices, Inc.                                                                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3919 | NS      | $1062832.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                  | Angel Oak Mortgage Trust 2025-13                                                               | CUSIP: 034952AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1301623.44   | 0.04%             | 2070-10-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                              | Anheuser-Busch Companies, LLC/Anheuser-Busch InBev Worldwide, Inc.                             | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1007000 | PA      | $996773.97    | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                        | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    623000 | PA      | $621636.22    | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANIKA THERAPEUTICS INC                                                    | Anika Therapeutics, Inc.                                                                       | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |       651 | NS      | $6256.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                                             | Annaly Capital Management, Inc.                                                                | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      1600 | NS      | $35776.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP                                                     | Antero Resources Corporation                                                                   | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      2759 | NS      | $95075.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                       | Elevance Health, Inc.                                                                          | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    900000 | PA      | $588622.94    | 0.02%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                                     | Antero Midstream Corporation                                                                   | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37425 | NS      | $665790.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                              | Antero Midstream Partners, LP/Antero Midstream Finance Corporation                             | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $282007.26    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                     | Aon North America, Inc.                                                                        | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $363147.52    | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP (US)                                                             | APA Corporation                                                                                | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      3921 | NS      | $95907.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                 | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    505000 | PA      | $532870.70    | 0.02%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                 | Apple, Inc.                                                                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    122113 | NS      | $33197640.18  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC.                                      | Applied Industrial Technologies, Inc.                                                          | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       979 | NS      | $251377.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                                     | Applied Materials, Inc.                                                                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      4423 | NS      | $1136666.77   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                                                             | AppLovin Corporation                                                                           | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      4813 | NS      | $3243095.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                                            | AptarGroup, Inc.                                                                               | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       525 | NS      | $64029.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                                            | AptarGroup, Inc.                                                                               | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105741.35    | 0.00%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAMARK                                                                   | Aramark                                                                                        | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      1486 | NS      | $54773.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                 | Archer-Daniels-Midland Company                                                                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       269 | NS      | $15464.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC                                                              | Archrock, Inc.                                                                                 | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      1338 | NS      | $34814.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK PARTNERS LP                                                      | Archrock Partners, LP/Archrock Partners Finance Corporation                                    | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $192096.15    | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                | Arcosa, Inc.                                                                                   | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       463 | NS      | $49226.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUS BIOSCIENCES INC                                                     | Arcus Biosciences, Inc.                                                                        | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1262 | NS      | $30073.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC                                    | Ardagh Metal Packaging Finance USA, LLC/Ardagh Metal Packaging Finance plc                     | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     76000 | PA      | $77730.90     | 0.00%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                      | Ares Management Corporation                                                                    | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      2426 | NS      | $392114.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORPORATION                                                  | Ares Capital Corporation                                                                       | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    441000 | PA      | $452391.39    | 0.01%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARGENX SE                                                                 | Argenx SE ADR                                                                                  | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       274 | NS      | $230420.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    620000 | PA      | $625182.40    | 0.02%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                                                       | Arista Networks, Inc.                                                                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     14673 | NS      | $1922603.19   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC                                            | Armstrong World Industries, Inc.                                                               | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      1103 | NS      | $210783.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                                                     | Arrow Electronics, Inc.                                                                        | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       175 | NS      | $19281.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW FINANCIAL CORPORATION                                               | Arrow Financial Corporation                                                                    | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |       570 | NS      | $17898.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTESIAN RESOURCES CORPORATION                                            | Artesian Resources Corporation                                                                 | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       256 | NS      | $8092.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC                                     | Artisan Partners Asset Management, Inc.                                                        | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      1490 | NS      | $60702.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                   | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    126000 | PA      | $139219.15    | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                   | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    176000 | PA      | $173030.34    | 0.01%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                              | Asbury Automotive Group, Inc.                                                                  | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       406 | NS      | $94407.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                              | Asbury Automotive Group, Inc.                                                                  | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223513.52    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                       | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                   | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $133348.86    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                       | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                   | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $130415.54    | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                                               | Ashland, Inc.                                                                                  | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1533 | NS      | $89941.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTON WOODS USA LLC                                                      | Ashton Woods USA, LLC/Ashton Woods Finance Company                                             | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $247881.99    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BANC-CORP                                                      | Associated Banc-Corp                                                                           | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     12112 | NS      | $312005.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                                              | Assurant, Inc.                                                                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       509 | NS      | $122592.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                         | Aston Martin Capital Holdings, Ltd.                                                            | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    228000 | PA      | $212210.13    | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASTERA LABS INC                                                           | Astera Labs, Inc.                                                                              | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |        79 | NS      | $13142.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORP                                            | Atlantic Union Bankshares Corporation                                                          | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2409 | NS      | $85037.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                                        | Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL           | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    285000 | PA      | $280414.69    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY LP                                        | Atlas Warehouse Lending Company, LP                                                            | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401329.34    | 0.01%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                                  | Atmos Energy Corporation                                                                       | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111255.09    | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIES INC                                         | Atmus Filtration Technologies, Inc.                                                            | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4060 | NS      | $210754.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AURINIA PHARMACEUTICALS INC                                               | Aurinia Pharmaceuticals, Inc.                                                                  | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |       912 | NS      | $14546.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                              | Autodesk, Inc.                                                                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      8419 | NS      | $2492108.19   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                                               | Autoliv, Inc.                                                                                  | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |       226 | NS      | $26826.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                             | Automatic Data Processing, Inc.                                                                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      7332 | NS      | $1886010.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                 | AvalonBay Communities, Inc.                                                                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       477 | NS      | $86484.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR INC                                                               | Avantor, Inc.                                                                                  | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4392 | NS      | $50332.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORPORATION                                                | Avery Dennison Corporation                                                                     | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       635 | NS      | $115493.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                                               | Avient Corporation                                                                             | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      1803 | NS      | $56325.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                                               | Avient Corporation                                                                             | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116147.84    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                | Aviation Capital Group, LLC                                                                    | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    284000 | PA      | $288356.31    | 0.01%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                       | Avianca Midco 2 plc                                                                            | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200680.00    | 0.01%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                       | Avianca Midco 2 plc                                                                            | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    112000 | PA      | $112745.92    | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                | Avis Budget Car Rental, LLC/Avis Budget Finance, Inc.                                          | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $168787.53    | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AVISTA CORPORATION                                                        | Avista Corporation                                                                             | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       322 | NS      | $12409.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                               | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    629000 | PA      | $650405.50    | 0.02%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                               | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $212462.26    | 0.01%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                               | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $595431.72    | 0.02%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                               | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $208648.25    | 0.01%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                 | Axalta Coating Systems Dutch Holding B BV                                                      | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    182000 | PA      | $191940.09    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                       | Axon Enterprise, Inc.                                                                          | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       549 | NS      | $311793.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                                       | Axon Enterprise, Inc.                                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50584.86     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                       | Axon Enterprise, Inc.                                                                          | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50976.03     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE LTD                                                        | Azorra Finance, Ltd.                                                                           | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    334000 | PA      | $352676.95    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                                | BANK 2025-BNK49                                                                                | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9374902 | PA      | $440570.69    | 0.01%             | 2058-03-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                               | BBCMS Mortgage Trust 2022-C17                                                                  | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17172978 | PA      | $1060798.87   | 0.03%             | 2055-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                          | BAT Capital Corporation                                                                        | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $561608.83    | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                           | BAE Systems plc                                                                                | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $415716.36    | 0.01%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BCB BANCORP INC                                                           | BCB Bancorp, Inc.                                                                              | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |       401 | NS      | $3236.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC                                           | BJ's Wholesale Club Holdings, Inc.                                                             | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       311 | NS      | $27999.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                               | BBCMS Mortgage Trust 2020-C8                                                                   | CUSIP: 05552ABG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13974985 | PA      | $842305.91    | 0.03%             | 2053-10-15      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST                                                | BINOM Securitization Trust 2021-INV1                                                           | CUSIP: 05552UAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    684254 | PA      | $633953.86    | 0.02%             | 2056-06-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                               | BBCMS Mortgage Trust 2025-C39                                                                  | CUSIP: 05556YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6460000 | PA      | $451920.93    | 0.01%             | 2058-12-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                      | BWX Technologies, Inc.                                                                         | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      5422 | NS      | $937138.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                                                           | Baker Hughes Company                                                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8389 | NS      | $382035.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORPORATION                                                       | Balchem Corporation                                                                            | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      1096 | NS      | $168082.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD                                               | Balboa Bay Loan Funding, Ltd. 2021-2A                                                          | CUSIP: 05766GAQ0<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-O            | CORP              | KY        |   1300000 | PA      | $1300573.30   | 0.04%             | 2035-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                          | Ball Corporation                                                                               | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1376 | NS      | $72886.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORPORATION                                                          | Ball Corporation                                                                               | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    159000 | PA      | $146329.97    | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                        | Banco Santander SA                                                                             | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1000350.01   | 0.03%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | Bank of America Corporation                                                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     32771 | NS      | $1802405.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1117722.17   | 0.03%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1117812.60   | 0.03%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    804000 | PA      | $735261.53    | 0.02%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1012365.30   | 0.03%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    467000 | PA      | $478958.87    | 0.01%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    760000 | PA      | $811036.90    | 0.02%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    692000 | PA      | $707726.28    | 0.02%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                          | Bank of New York Mellon Corporation                                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      3804 | NS      | $441606.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                                                  | Bank OZK                                                                                       | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       490 | NS      | $22549.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK TRUST                                                                | BANK 2022-BNK39                                                                                | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9624305 | PA      | $208485.54    | 0.01%             | 2055-02-15      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| BANKFINANCIAL CORP                                                        | BankFinancial Corporation                                                                      | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464 | NS      | $5568.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED INC                                                            | BankUnited, Inc.                                                                               | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |        52 | NS      | $2317.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                                                        | Banner Corporation                                                                             | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       478 | NS      | $29951.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKWELL FINANCIAL GROUP INC                                              | Bankwell Financial Group, Inc.                                                                 | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       468 | NS      | $21443.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAR HARBOR BANKSHARES                                                     | Bar Harbor Bankshares                                                                          | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       746 | NS      | $23163.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                              | Barclays plc                                                                                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    621000 | PA      | $631297.81    | 0.02%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | Barclays plc                                                                                   | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    825000 | PA      | $866102.27    | 0.03%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | Barclays plc                                                                                   | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    783000 | PA      | $795174.02    | 0.02%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | Barclays plc                                                                                   | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    684000 | PA      | $697553.64    | 0.02%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD                                                            | Barings CLO, Ltd. 2021-3A                                                                      | CUSIP: 06762TAQ4<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-O            | CORP              | KY        |   1525000 | PA      | $1525585.60   | 0.05%             | 2035-01-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BARRETT BUSINESS SERVICES INC                                             | Barrett Business Services, Inc.                                                                | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      6739 | NS      | $244019.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                                                     | Bath & Body Works, Inc.                                                                        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3574 | NS      | $71765.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BATTALION CLO LTD                                                         | Battalion CLO XIV, Ltd. 2019-14A                                                               | CUSIP: 07090ABE2<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-O            | CORP              | KY        |    975000 | PA      | $974969.78    | 0.03%             | 2035-01-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                        | Bausch + Lomb Corporation                                                                      | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     82000 | PA      | $85587.50     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO | BBVA Mexico SA, Institucion de Banca Multiple, Grupo Financiero BBVA Mexico/TX                 | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $210000.00    | 0.01%             | 2035-02-11      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC                                           | BCPE Flavor Debt Merger Sub, LLC/BCPE Flavor Issuer, Inc.                                      | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $149081.34    | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                               | Beach Acquisition Bidco, LLC                                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    148000 | PA      | $163359.88    | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                              | Becton, Dickinson and Company                                                                  | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    291000 | PA      | $217626.75    | 0.01%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BEL FUSE INC                                                              | Bel Fuse, Inc.                                                                                 | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      1497 | NS      | $253936.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                                                       | BellRing Brands, Inc.                                                                          | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      1004 | NS      | $26836.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                                                       | BellRing Brands, Inc.                                                                          | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    102000 | PA      | $105455.39    | 0.00%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                     | Belron UK Finance plc                                                                          | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    311000 | PA      | $317590.09    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                  | Benchmark Mortgage Trust 2025-V14                                                              | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1305403.63   | 0.04%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                              | Berkshire Hathaway Energy Company                                                              | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    900000 | PA      | $780583.00    | 0.02%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                           | Berkshire Hathaway Finance Corporation                                                         | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     71000 | PA      | $45669.45     | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                    | Berkshire Hathaway, Inc.                                                                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      9158 | NS      | $4603268.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON FINANCIAL CORP                                                     | Beacon Financial Corporation                                                                   | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      5424 | NS      | $143030.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                                                           | Best Buy Company, Inc.                                                                         | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       517 | NS      | $34602.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                              | BioMarin Pharmaceutical, Inc.                                                                  | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      2092 | NS      | $124327.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                                                | Biogen, Inc.                                                                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       370 | NS      | $65116.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORP                                                           | Bio-Techne Corporation                                                                         | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      1897 | NS      | $111562.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                                                   | Black Hills Corporation                                                                        | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      1486 | NS      | $103158.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBAUD INC                                                             | Blackbaud, Inc.                                                                                | CUSIP: 09227Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       440 | NS      | $27860.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                                                             | BlackLine, Inc.                                                                                | CUSIP: 09239B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1623 | NS      | $89735.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                            | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403770.37    | 0.01%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                            | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    374000 | PA      | $368314.74    | 0.01%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                             | BlackRock, Inc.                                                                                | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1065 | NS      | $1139912.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                             | BlackRock Funding, Inc.                                                                        | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $227142.53    | 0.01%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                             | Blackstone Reg Finance Company, LLC                                                            | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99269.12     | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                       | Block Financial, LLC                                                                           | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $493158.90    | 0.01%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                  | Blue Racer Midstream, LLC/Blue Racer Finance Corporation                                       | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $222140.47    | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL INC                                                      | Blue Owl Capital, Inc.                                                                         | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4635 | NS      | $69246.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                          | Blue Owl Technology Finance Corporation                                                        | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    581000 | PA      | $584452.75    | 0.02%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                            | BNP Paribas SA                                                                                 | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    664000 | PA      | $683488.21    | 0.02%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                    | Boardwalk Pipelines, LP                                                                        | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    509000 | PA      | $511526.07    | 0.02%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                 | Boeing Company                                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    508000 | PA      | $518555.27    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                 | Boeing Company                                                                                 | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    299000 | PA      | $306778.88    | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                 | Boeing Company                                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    335000 | PA      | $363539.84    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                            | Bombardier, Inc.                                                                               | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $134418.36    | 0.00%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                            | Bombardier, Inc.                                                                               | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $92274.90     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                            | Bombardier, Inc.                                                                               | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    109000 | PA      | $116155.63    | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                            | Bombardier, Inc.                                                                               | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    373000 | PA      | $394127.09    | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                            | Bombardier, Inc.                                                                               | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $66590.12     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                      | Booking Holdings, Inc.                                                                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       166 | NS      | $888984.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                                                    | Boot Barn Holdings, Inc.                                                                       | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      1304 | NS      | $230116.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                                                            | BorgWarner, Inc.                                                                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      5472 | NS      | $246568.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                             | Boston Scientific Corporation                                                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     24466 | NS      | $2332833.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORPORATION                                                   | Boyd Gaming Corporation                                                                        | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    201000 | PA      | $196374.52    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                            | BP Capital Markets America, Inc.                                                               | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $844337.02    | 0.03%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BRADY CORPORATION                                                         | Brady Corporation                                                                              | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      1223 | NS      | $95846.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                                      | BridgeBio Pharma, Inc.                                                                         | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      1320 | NS      | $100966.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEWATER BANCSHARES INC                                                | Bridgewater Bancshares, Inc.                                                                   | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      3434 | NS      | $60198.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                    | Brightstar Lottery plc/Brightstar Global Solutions Corporation                                 | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    121000 | PA      | $120133.02    | 0.00%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL INC                                                 | Brinker International, Inc.                                                                    | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |        72 | NS      | $10333.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKS CO                                                                 | Brink's Company                                                                                | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |        50 | NS      | $5836.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                   | Bristol-Myers Squibb Company                                                                   | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    744000 | PA      | $597534.65    | 0.02%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                                | Brixmor Property Group, Inc.                                                                   | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      5152 | NS      | $135085.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC                                        | Broadridge Financial Solutions, Inc.                                                           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        66 | NS      | $14729.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADSTONE NET LEASE INC                                                  | Broadstone Net Lease, Inc.                                                                     | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |       508 | NS      | $8823.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                              | Broadcom, Inc.                                                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | SG        |     44956 | NS      | $15559271.60  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                              | Broadcom, Inc.                                                                                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $923191.31    | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                              | Broadcom, Inc.                                                                                 | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $932901.74    | 0.03%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                              | Broadcom, Inc.                                                                                 | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    460000 | PA      | $454023.85    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                              | Broadcom, Inc.                                                                                 | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    282000 | PA      | $287922.55    | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                              | Broadcom, Inc.                                                                                 | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    283000 | PA      | $258051.59    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                           | Brookfield Asset Management, Ltd.                                                              | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $74620.77     | 0.00%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                    | Brookfield Finance, Inc.                                                                       | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $212097.56    | 0.01%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERTIES INC                                     | Brookfield Residential Properties, Inc./Brookfield Residential US, LLC                         | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    146000 | PA      | $135992.28    | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AZENTA INC                                                                | Azenta, Inc.                                                                                   | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |       704 | NS      | $23415.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                                                         | Brown & Brown, Inc.                                                                            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       177 | NS      | $14106.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                                                         | Brown & Brown, Inc.                                                                            | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    117000 | PA      | $119966.55    | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRUKER CORPORATION                                                        | Bruker Corporation                                                                             | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      2643 | NS      | $124511.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                       | Buckeye Partners, LP                                                                           | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    186000 | PA      | $184806.16    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                       | Buckeye Partners, LP                                                                           | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130026.50    | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                       | Buckeye Partners, LP                                                                           | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62985.06     | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUCKLE INC                                                                | Buckle, Inc.                                                                                   | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       946 | NS      | $50535.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILD-A-BEAR WORKSHOP INC                                                 | Build-A-Bear Workshop, Inc.                                                                    | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      3423 | NS      | $209727.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                  | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264222.41    | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                  | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59037.10     | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                  | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    128000 | PA      | $133825.84    | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE LTD CORP                                                    | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171706.27    | 0.01%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE LTD CORP                                                    | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    642000 | PA      | $604115.69    | 0.02%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                        | Burford Capital Global Finance, LLC                                                            | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319178.17    | 0.01%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                        | Burford Capital Global Finance, LLC                                                            | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    124000 | PA      | $118328.39    | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BURKE & HERBERT FINANCIAL SERVICES CORP                                   | Burke & Herbert Financial Services Corporation                                                 | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       239 | NS      | $14892.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                          | Burlington Northern Santa Fe, LLC                                                              | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $471272.75    | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                          | Burlington Northern Santa Fe, LLC                                                              | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    631000 | PA      | $396089.33    | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BUSINESS FIRST BANCSHARES INC                                             | Business First Bancshares, Inc.                                                                | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      1145 | NS      | $29930.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP INC                                                        | Byline Bancorp, Inc.                                                                           | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      5007 | NS      | $145954.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C&F FINANCIAL CORPORATION                                                 | C&F Financial Corporation                                                                      | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       193 | NS      | $14009.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS LLC                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319000 | PA      | $318561.50    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $57541.08     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    648000 | PA      | $618871.43    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $480171.04    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $202147.02    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $115547.33    | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $226172.97    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CCO HOLDINGS LLC                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8225.48      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBRE GROUP INC                                                            | CBRE Group, Inc.                                                                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      6772 | NS      | $1088869.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE SERVICES INC                                                         | CBRE Services, Inc.                                                                            | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    282000 | PA      | $283354.85    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CECO ENVIRONMENTAL CORP                                                   | CECO Environmental Corporation                                                                 | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |      3431 | NS      | $205345.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                                | CF Industries Holdings, Inc.                                                                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     18157 | NS      | $1404262.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CFST MORTGAGE TRUST                                                       | CFST Mortgage Trust 2025-RTL1                                                                  | CUSIP: 12532GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $605576.82    | 0.02%             | 2030-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                          | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    202000 | PA      | $201942.45    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                          | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    126000 | PA      | $112140.00    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                          | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    167000 | PA      | $182270.48    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                          | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    211000 | PA      | $221619.34    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                | Countrywide Home Loans, Inc. 2007-3                                                            | CUSIP: 12543RBC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187867 | PA      | $80446.09     | 0.00%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                               | Cigna Group                                                                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1118 | NS      | $307707.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP                                                               | Cigna Group                                                                                    | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    560000 | PA      | $567286.96    | 0.02%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                               | Cigna Group                                                                                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    935000 | PA      | $951835.66    | 0.03%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CMFT NET LEASE MASTER ISSUER LLC                                          | CMFT Net Lease Master Issuer, LLC 2021-1                                                       | CUSIP: 12575AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1316844 | PA      | $1220030.32   | 0.04%             | 2051-07-20      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                                          | COLT Mortgage Loan Trust 2021-5                                                                | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1277175 | PA      | $1162185.54   | 0.04%             | 2066-11-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                        | CNA Financial Corporation                                                                      | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    371000 | PA      | $373162.17    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CNB FINANCIAL CORP                                                        | CNB Financial Corporation                                                                      | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |       378 | NS      | $9892.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA INTERNATIONAL INC                                                     | CRA International, Inc.                                                                        | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1041 | NS      | $208923.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                   | CNO Financial Group, Inc.                                                                      | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      2308 | NS      | $98020.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW INDUSTRIALS INC                                                       | CSW Industrials, Inc.                                                                          | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       760 | NS      | $223082.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                                  | CSX Corporation                                                                                | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     62649 | NS      | $2271026.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                                              | CSMC Trust 2022-NQM1                                                                           | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    958380 | PA      | $849450.94    | 0.03%             | 2066-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CTS CORPORATION                                                           | CTS Corporation                                                                                | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |        58 | NS      | $2486.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                                                        | CNX Resources Corporation                                                                      | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    159000 | PA      | $160070.87    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                             | CQP Holdco, LP/BIP-V Chinnok Holdco, LLC                                                       | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $234468.51    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP                                                           | CVR Partners, LP/CVR Nitrogen Finance Corporation                                              | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $119323.20    | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                           | CVS Health Corporation                                                                         | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    301000 | PA      | $271744.78    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                           | CVS Health Corporation                                                                         | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    487000 | PA      | $459684.98    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                           | CVS Health Corporation                                                                         | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $375973.20    | 0.01%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                           | CVS Health Corporation                                                                         | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    124000 | PA      | $130081.96    | 0.00%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                           | CVS Health Corporation                                                                         | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    424000 | PA      | $434010.81    | 0.01%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                                        | Countrywide Alternative Loan Trust 2005-43                                                     | CUSIP: 12667G5Z2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    682888 | PA      | $588844.72    | 0.02%             | 2035-10-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                | COPT Defense Properties, LP                                                                    | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348300.43    | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                    | CACI International, Inc.                                                                       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86913.01     | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CACTUS INC                                                                | Cactus, Inc.                                                                                   | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |       389 | NS      | $17769.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                | Cadence Design Systems, Inc.                                                                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2157 | NS      | $674235.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK                                                              | Cadence Bank                                                                                   | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |       937 | NS      | $40141.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                 | Caesars Entertainment, Inc.                                                                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    317000 | PA      | $304078.68    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                 | Caesars Entertainment, Inc.                                                                    | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    162000 | PA      | $165956.71    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                 | Caesars Entertainment, Inc.                                                                    | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    144000 | PA      | $140032.64    | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CALIFORNIA RESOURCES CORP                                                 | California Resources Corporation                                                               | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       112 | NS      | $5007.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                 | California Resources Corporation                                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167356.92    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                                            | California Water Service Group                                                                 | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       157 | NS      | $6802.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX INC                                                                 | Calix, Inc.                                                                                    | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |        97 | NS      | $5134.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                                              | Calpine Corporation                                                                            | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    266000 | PA      | $266176.09    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAMDEN NATIONAL CORP                                                      | Camden National Corporation                                                                    | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       123 | NS      | $5335.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                     | Camden Property Trust                                                                          | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    661000 | PA      | $638006.35    | 0.02%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS CO                                                              | Campbell's Company                                                                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       370 | NS      | $10311.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                          | Canadian Pacific Railway Company                                                               | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    537000 | PA      | $472648.84    | 0.01%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANPACK SA                                                                | Canpack SA/Canpack US, LLC                                                                     | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    287000 | PA      | $274592.33    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL CITY BANK GROUP INC                                               | Capital City Bank Group, Inc.                                                                  | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |       568 | NS      | $24179.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                         | Capital One Financial Corporation                                                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2589 | NS      | $627470.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC                                             | Capitol Federal Financial, Inc.                                                                | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4938 | NS      | $33627.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                                                       | Cardinal Health, Inc.                                                                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       230 | NS      | $47265.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAREDX INC                                                                | CareDx, Inc.                                                                                   | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      1185 | NS      | $22325.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT INC                                                        | CareTrust REIT, Inc.                                                                           | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |       876 | NS      | $31676.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGILL INC                                                               | Cargill, Inc.                                                                                  | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282604.56    | 0.01%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARGURUS INC                                                              | CarGurus, Inc.                                                                                 | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |       632 | NS      | $24237.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC.                                                               | CarMax, Inc.                                                                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1355 | NS      | $52357.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GROUP INC/THE                                                     | Carlyle Group, Inc.                                                                            | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |       501 | NS      | $29614.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                             | Carnival Corporation                                                                           | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      1805 | NS      | $55124.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                             | Carnival Corporation                                                                           | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     84000 | PA      | $86737.55     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                             | Carnival Corporation                                                                           | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    411000 | PA      | $421801.48    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                             | Carnival Corporation                                                                           | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    122000 | PA      | $123352.91    | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                                          | Carpenter Technology Corporation                                                               | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92430.98     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SILA REALTY TRUST INC                                                     | Sila Realty Trust, Inc.                                                                        | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               | CORP              | US        |     18501 | NS      | $431258.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVAL CLO LTD                                                            | CarVal CLO I, Ltd. 2018-1A                                                                     | CUSIP: 146865AL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1250000 | PA      | $1250871.25   | 0.04%             | 2031-07-16      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                | Carvana Company                                                                                | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    284940 | PA      | $321534.52    | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                | Carvana Company                                                                                | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    134000 | PA      | $140450.09    | 0.00%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CASCADES INC.                                                             | Cascades, Inc./Cascades USA, Inc.                                                              | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    221000 | PA      | $229563.75    | 0.01%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC                                                 | Casella Waste Systems, Inc.                                                                    | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      1523 | NS      | $149162.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEYS GENERAL STORES INC                                                 | Casey's General Stores, Inc.                                                                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       871 | NS      | $481410.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                                           | Caterpillar, Inc.                                                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      8167 | NS      | $4678629.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP INC                                                | Cathay General Bancorp                                                                         | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |        76 | NS      | $3677.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES INC                                                      | Cavco Industries, Inc.                                                                         | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $15949.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                              | Six Flags Entertainment Corporation/Canada's Wonderland Company/Magnum Management Corporation  | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64750.16     | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CELANESE CORPORATION                                                      | Celanese Corporation                                                                           | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       199 | NS      | $8413.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                  | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     83000 | PA      | $86371.81     | 0.00%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                  | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38707.38     | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                  | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98490.00     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                                  | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    269000 | PA      | $267588.64    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                                    | CenterPoint Energy, Inc.                                                                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      2815 | NS      | $107927.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                              | Central Garden & Pet Company, Class A                                                          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       969 | NS      | $28285.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                              | Central Garden & Pet Company                                                                   | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    173000 | PA      | $165808.22    | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| CENTRAL PACIFIC FINANCIAL CORP                                            | Central Pacific Financial Corporation                                                          | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      2402 | NS      | $74846.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PARENT LLC                                                        | Central Parent, Inc./CDK Global, Inc.                                                          | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $83933.28     | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                        | Cerdia Finanz GmbH                                                                             | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $258437.50    | 0.01%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                    | Champ Acquisition Corporation                                                                  | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $105850.19    | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                              | Charles River Laboratories International, Inc.                                                 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       846 | NS      | $168760.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                                                      | Chart Industries, Inc.                                                                         | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140703.11    | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                      | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $871328.89    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                      | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $311243.18    | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP                                               | Chase Home Lending Mortgage Trust 2024-11                                                      | CUSIP: 161919AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1372811.90   | 0.04%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEFS WAREHOUSE INC                                                       | Chefs' Warehouse, Inc.                                                                         | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      1396 | NS      | $87012.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS COMPANY                                                          | Chemours Company                                                                               | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    381000 | PA      | $344511.17    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                               | Cheniere Energy Partners, LP                                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1344821.51   | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                       | Cheniere Energy, Inc.                                                                          | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      3063 | NS      | $595416.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                       | Cheniere Energy, Inc.                                                                          | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    133000 | PA      | $137971.54    | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                        | Expand Energy Corporation                                                                      | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      2335 | NS      | $257690.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEWY INC                                                                 | Chewy, Inc.                                                                                    | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      1911 | NS      | $63158.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                                                | Chipotle Mexican Grill, Inc.                                                                   | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |       658 | NS      | $24346.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                                      | CHNGE Mortgage Trust 2023-3                                                                    | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    719221 | PA      | $722152.55    | 0.02%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CHOICEONE FINANCIAL SERVICES INC                                          | ChoiceOne Financial Services, Inc.                                                             | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       837 | NS      | $24708.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                    | Church & Dwight Company, Inc.                                                                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1866 | NS      | $156464.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                              | Churchill Downs, Inc.                                                                          | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      1501 | NS      | $170783.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                              | Churchill Downs, Inc.                                                                          | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75717.47     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                              | Churchill Downs, Inc.                                                                          | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    164000 | PA      | $170056.03    | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIENA CORPORATION                                                         | Ciena Corporation                                                                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       122 | NS      | $28532.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                                          | Cincinnati Financial Corporation                                                               | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       372 | NS      | $60755.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER COMPUTE LLC                                                        | Cipher Compute, LLC                                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $154809.40    | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CIRRUS LOGIC INC                                                          | Cirrus Logic, Inc.                                                                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       788 | NS      | $93378.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                                         | Cisco Systems, Inc.                                                                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      6876 | NS      | $529658.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                                         | Cisco Systems, Inc.                                                                            | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225251.40    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                | Citadel, LP                                                                                    | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $371474.44    | 0.01%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION                                                        | Cintas Corporation                                                                             | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1841 | NS      | $346236.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      4457 | NS      | $520087.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1395070.71   | 0.04%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693728.64    | 0.02%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1154673.94   | 0.03%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523695.39    | 0.02%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    609000 | PA      | $622023.25    | 0.02%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITICORP MORTGAGE SECURITIES INC                                          | Citicorp Mortgage Securities, Inc. 2007-6                                                      | CUSIP: 173103AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    896076 | PA      | $824408.39    | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                             | Citigroup, Inc.                                                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    648000 | PA      | $688166.55    | 0.02%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                             | Citigroup, Inc.                                                                                | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72737.36     | 0.00%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                              | Citizens Financial Group, Inc.                                                                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       383 | NS      | $22371.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                              | Citizens Financial Group, Inc.                                                                 | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    299000 | PA      | $313474.20    | 0.01%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CIVISTA BANCSHARES INC                                                    | Civista Bancshares, Inc.                                                                       | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      1178 | NS      | $26175.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                                                     | Civitas Resources, Inc.                                                                        | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78309.87     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                     | Civitas Resources, Inc.                                                                        | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    343000 | PA      | $355828.63    | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                           | Clarivate Science Holdings Corporation                                                         | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $138824.93    | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                         | Clean Harbors, Inc.                                                                            | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      1522 | NS      | $356878.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                                                         | Clean Harbors, Inc.                                                                            | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    114000 | PA      | $117320.14    | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                        | Clear Channel Outdoor Holdings, Inc.                                                           | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    173000 | PA      | $182202.39    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY INC                                                       | Clearway Energy, Inc., Class A                                                                 | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      3299 | NS      | $103654.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                                                       | Clearway Energy, Inc., Class C                                                                 | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      3590 | NS      | $119403.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                      | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    277000 | PA      | $265782.58    | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                      | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176070.98    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                      | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104003.27    | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                      | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    129000 | PA      | $111981.87    | 0.00%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                  | Cloud Software Group, Inc.                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    272000 | PA      | $283290.83    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                            | Cloudflare, Inc.                                                                               | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       939 | NS      | $185123.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                       | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55959.70     | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                       | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56934.02     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                       | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    247000 | PA      | $253175.00    | 0.01%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                       | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133675.68    | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                                          | Coeur Mining, Inc.                                                                             | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      2341 | NS      | $41740.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORPORATION                                                        | Cognex Corporation                                                                             | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      5685 | NS      | $204546.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION                                | Cognizant Technology Solutions Corporation                                                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       712 | NS      | $59096.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                                             | Coherent Corporation                                                                           | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      1624 | NS      | $299741.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                                       | Coinbase Global, Inc.                                                                          | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       199 | NS      | $45001.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                      | Colgate-Palmolive Company                                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      3329 | NS      | $263057.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLIERS INTERNATIONAL GROUP INC                                          | Colliers International Group, Inc.                                                             | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |      1372 | NS      | $201697.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COLONY BANKCORP INC                                                       | Colony Bankcorp, Inc.                                                                          | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $7128.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM INC                                               | Columbia Banking System, Inc.                                                                  | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |      1641 | NS      | $45865.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                    | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $534163.61    | 0.02%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                  | Columbia Pipelines Operating Company, LLC                                                      | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $137521.32    | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SPORTSWEAR COMPANY                                               | Columbia Sportswear Company                                                                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1057 | NS      | $58230.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                                       | Comcast Corporation                                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      6843 | NS      | $204537.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                                       | Comcast Corporation                                                                            | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    885000 | PA      | $771488.39    | 0.02%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                       | Comcast Corporation                                                                            | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    303000 | PA      | $272174.67    | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMERICA INCORPORATED                                                     | Comerica, Inc.                                                                                 | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182563.09    | 0.01%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| COMMERCE BANCSHARES INC                                                   | Commerce Bancshares, Inc.                                                                      | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       794 | NS      | $41557.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                     | Thrivent Cash Management Trust                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   7229601 | NS      | $7229601.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                 | Commercial Metals Company                                                                      | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       831 | NS      | $57521.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                             | Commonbond Student Loan Trust 2018-AGS                                                         | CUSIP: 20269DAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     75819 | PA      | $75037.57     | 0.00%             | 2044-02-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                               | Commonwealth Edison Company                                                                    | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    800000 | PA      | $625855.22    | 0.02%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                             | CommScope, LLC                                                                                 | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    131000 | PA      | $130815.29    | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE HOLDING CO INC                                                  | CommScope Holding Company, Inc.                                                                | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      2762 | NS      | $50075.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                | CommScope Technologies, LLC                                                                    | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    126000 | PA      | $125716.83    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY FINANCIAL SYSTEM INC                                            | Community Financial System, Inc.                                                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |        78 | NS      | $4480.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY WEST BANCSHARES                                                 | Community West Bancshares                                                                      | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       343 | NS      | $7717.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TRUST BANCORP INC                                               | Community Trust Bancorp, Inc.                                                                  | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3037 | NS      | $171590.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                                                     | CommVault Systems, Inc.                                                                        | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       235 | NS      | $29459.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPOSECURE INC                                                           | CompoSecure, Inc.                                                                              | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11395 | NS      | $219695.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS INC                                                               | Compass, Inc.                                                                                  | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |      1151 | NS      | $12166.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                    | Comstock Resources, Inc.                                                                       | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320976.22    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                    | Comstock Resources, Inc.                                                                       | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174648.57    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                        | Conagra Brands, Inc.                                                                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      2919 | NS      | $50527.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                                                        | Conagra Brands, Inc.                                                                           | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    394000 | PA      | $402330.59    | 0.01%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CONCENTRA ESCROW ISSUER CORP                                              | Concentra Health Services, Inc.                                                                | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    114000 | PA      | $119221.66    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONCENTRA GROUP HOLDINGS PARENT INC                                       | Concentra Group Holdings Parent, Inc.                                                          | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5801 | NS      | $114163.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP INC                                                    | ConnectOne Bancorp, Inc.                                                                       | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      3197 | NS      | $83825.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                            | ConocoPhillips                                                                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     26597 | NS      | $2489745.17   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                               | Consolidated Edison Company of New York, Inc.                                                  | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    384000 | PA      | $330397.67    | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                               | Consolidated Edison Company of New York, Inc.                                                  | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    900000 | PA      | $714894.50    | 0.02%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON INC                                                   | Consolidated Edison, Inc.                                                                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       234 | NS      | $23240.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                 | Constellation Energy Corporation                                                               | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       912 | NS      | $322182.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                       | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    253000 | PA      | $274232.90    | 0.01%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                  | Consumers Energy Company                                                                       | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    880000 | PA      | $732409.33    | 0.02%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                                 | Continental Resources, Inc.                                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    936000 | PA      | $916469.21    | 0.03%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| COOPER COMPANIES INC                                                      | Cooper Companies, Inc.                                                                         | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      2193 | NS      | $179738.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC.                                                               | Copart, Inc.                                                                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      6738 | NS      | $263792.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                  | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    402000 | PA      | $343720.48    | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                  | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226719.45    | 0.01%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                             | CoreWeave, Inc.                                                                                | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    185000 | PA      | $169556.20    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                               | Corning, Inc.                                                                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      1500 | NS      | $131340.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                                               | Corteva, Inc.                                                                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1419 | NS      | $95115.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORPORATION                                                        | CorVel Corporation                                                                             | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       461 | NS      | $31195.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                              | Costco Wholesale Corporation                                                                   | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      3030 | NS      | $2612890.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP INC                                                          | CoStar Group, Inc.                                                                             | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      3265 | NS      | $219538.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                                                  | Coty, Inc.                                                                                     | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      6244 | NS      | $19231.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                  | Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US, LLC                      | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $109991.44    | 0.00%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COURSERA INC                                                              | Coursera, Inc.                                                                                 | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |      1263 | NS      | $9295.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES LP                                                     | Cousins Properties, LP                                                                         | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123566.12    | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES INCORPORATED                                           | Cousins Properties, Inc.                                                                       | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      3584 | NS      | $92395.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REWORLD HOLDING CORP                                                      | Reworld Holding Corporation                                                                    | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    208000 | PA      | $199925.36    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                                              | Crane NXT Company                                                                              | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      1393 | NS      | $65568.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                                        | Credit Agricole SA                                                                             | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    437000 | PA      | $446223.30    | 0.01%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                        | Credit Agricole SA                                                                             | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    454000 | PA      | $453406.24    | 0.01%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                    | Credit Suisse Group AG                                                                         | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    775000 | PA      | $201500.00    | 0.01%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                              | UBS Group AG                                                                                   | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    668000 | PA      | $619751.84    | 0.02%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                      | Cross Mortgage Trust 2025-H5                                                                   | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1129060 | PA      | $1138538.02   | 0.03%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                          | Crown Castle, Inc.                                                                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      3526 | NS      | $313355.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                          | Crown Castle, Inc.                                                                             | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    488000 | PA      | $495570.15    | 0.02%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CROWN HOLDINGS INC                                                        | Crown Holdings, Inc.                                                                           | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      2454 | NS      | $252688.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTIVION INC                                                              | Artivion, Inc.                                                                                 | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       261 | NS      | $11904.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                                                  | Cullen/Frost Bankers, Inc.                                                                     | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       337 | NS      | $42674.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                                               | Cummins, Inc.                                                                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       241 | NS      | $123018.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CURBLINE PROPERTIES CORP                                                  | Curbline Properties Corporation                                                                | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      1977 | NS      | $45886.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION                                                | Curtiss-Wright Corporation                                                                     | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       944 | NS      | $520398.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD US BORROWER LLC                                       | Cushman & Wakefield US Borrower, LLC                                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65345.09     | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CUSTOMERS BANCORP INC                                                     | Customers Bancorp, Inc.                                                                        | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      2541 | NS      | $185797.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DCLI BIDCO LLC                                                            | DCLI Bidco, LLC                                                                                | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    174000 | PA      | $178857.64    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| D R HORTON INC                                                            | D.R. Horton, Inc.                                                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1419 | NS      | $204378.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                                        | DTE Energy Company                                                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        96 | NS      | $12382.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                      | DTE Electric Company                                                                           | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    760000 | PA      | $594561.39    | 0.02%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                          | DT Midstream, Inc.                                                                             | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       979 | NS      | $117166.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                                                  | Dana, Inc.                                                                                     | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      1527 | NS      | $36281.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                                                  | Dana, Inc.                                                                                     | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    197000 | PA      | $189101.86    | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DANAHER CORPORATION                                                       | Danaher Corporation                                                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     20153 | NS      | $4613424.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                    | Darden Restaurants, Inc.                                                                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        70 | NS      | $12881.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                                                   | Darling Ingredients, Inc.                                                                      | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      1073 | NS      | $38628.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                                               | Datadog, Inc.                                                                                  | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       957 | NS      | $130142.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                                | DaVita, Inc.                                                                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        32 | NS      | $3635.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                                | DaVita, Inc.                                                                                   | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67442.75     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                | DaVita, Inc.                                                                                   | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    262000 | PA      | $272733.09    | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                | DaVita, Inc.                                                                                   | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    126000 | PA      | $130648.51    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP/DELEK LOGISTICS FINANCE CORP                  | Delek Logistics Partners, LP/Delek Logistics Finance Corporation                               | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $305015.75    | 0.01%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP/DELEK LOGISTICS FINANCE CORP                  | Delek Logistics Partners, LP/Delek Logistics Finance Corporation                               | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $127556.13    | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                  | Dell, Inc.                                                                                     | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    452000 | PA      | $484951.05    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                       | Delta Air Lines, Inc.                                                                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      7520 | NS      | $521888.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                                       | Delta Air Lines, Inc.                                                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205513.30    | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                               | Deluxe Corporation                                                                             | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    187000 | PA      | $197000.53    | 0.01%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DENALI THERAPEUTICS INC                                                   | Denali Therapeutics, Inc.                                                                      | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      1895 | NS      | $31286.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                                                       | Dentsply Sirona, Inc.                                                                          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      2935 | NS      | $33547.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                        | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    950000 | PA      | $897885.30    | 0.03%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                        | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    305000 | PA      | $312492.73    | 0.01%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                                 | Deutsche Telekom International Finance BV                                                      | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1335000 | PA      | $1557689.20   | 0.05%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                  | Devon Energy Corporation                                                                       | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     22324 | NS      | $817728.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                                                | Dexcom, Inc.                                                                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      4995 | NS      | $331518.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                  | Diamond Foreign Asset Company/Diamond Finance, LLC                                             | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    110000 | PA      | $116527.73    | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                    | Diamondback Energy, Inc.                                                                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       247 | NS      | $37131.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                    | Diamondback Energy, Inc.                                                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    684000 | PA      | $646405.40    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                       | Diebold Nixdorf, Inc.                                                                          | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     97000 | PA      | $103224.08    | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC                                                  | Digital Realty Trust, Inc.                                                                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       637 | NS      | $98550.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                                                 | DigitalOcean Holdings, Inc.                                                                    | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      3453 | NS      | $166158.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FINANCING LLC                                                     | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                      | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $371166.03    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                     | DIRECTV Financing, LLC                                                                         | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65873.65     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                     | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $132866.73    | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                            | Walt Disney Company                                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     11014 | NS      | $1253062.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FINANCING LLC                                                     | DIRECTV Financing, LLC                                                                         | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $185158.31    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOCUSIGN INC                                                              | DocuSign, Inc.                                                                                 | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      1727 | NS      | $118126.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC                                                    | Dolby Laboratories, Inc.                                                                       | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       660 | NS      | $42385.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                       | Dominion Energy, Inc.                                                                          | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68602.24     | 0.00%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                       | Dominion Energy, Inc.                                                                          | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     66000 | PA      | $71461.57     | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA INC                                                         | Domino's Pizza, Inc.                                                                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        85 | NS      | $35429.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON COMPANY INC                                                     | Donaldson Company, Inc.                                                                        | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       582 | NS      | $51600.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS INC                                         | Donnelley Financial Solutions, Inc.                                                            | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      1964 | NS      | $91699.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                                                              | DoorDash, Inc.                                                                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     12413 | NS      | $2811296.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS INC                                                       | Dorman Products, Inc.                                                                          | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |       120 | NS      | $14782.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAWBRIDGE SPECIAL OPPORTUNITIES FUND LP                                  | Drawbridge Special Opportunities Fund, LP/Drawbridge Special Opportunities Finance Corporation | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $829840.46    | 0.03%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                                   | Dream Finders Homes, Inc.                                                                      | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $185037.76    | 0.01%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC (PRE-REINCORPORATION)                                         | Dropbox, Inc.                                                                                  | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      4116 | NS      | $114424.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                          | Duke Energy Corporation                                                                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      3284 | NS      | $384917.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                          | Duke Energy Corporation                                                                        | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    729000 | PA      | $759102.31    | 0.02%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                          | Duke Energy Corporation                                                                        | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96561.20     | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                   | Duke Energy Indiana, LLC                                                                       | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    693000 | PA      | $539870.28    | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUOLINGO INC                                                              | Duolingo, Inc.                                                                                 | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       115 | NS      | $20182.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                     | DuPont de Nemours, Inc.                                                                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1729 | NS      | $69505.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOXIMITY INC                                                              | Doximity, Inc.                                                                                 | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       483 | NS      | $21387.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                      | Dycom Industries, Inc.                                                                         | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |        62 | NS      | $20949.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                                                             | Dynatrace Holdings, LLC                                                                        | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |      7409 | NS      | $321106.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNEX CAPITAL INC                                                         | Dynex Capital, Inc.                                                                            | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |      1608 | NS      | $22528.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNE THERAPEUTICS INC                                                     | Dyne Therapeutics, Inc.                                                                        | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1367 | NS      | $26738.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                                         | EOG Resources, Inc.                                                                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      4413 | NS      | $463409.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERP OPERATING LP                                                          | ERP Operating, LP                                                                              | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357873.51    | 0.01%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                  | EQT Corporation                                                                                | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       684 | NS      | $36662.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA FINANCE LLC                                                      | ERAC USA Finance, LLC                                                                          | CUSIP: 26884TAX0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    536000 | PA      | $523066.67    | 0.02%             | 2053-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                            | EPR Properties                                                                                 | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      6818 | NS      | $340218.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                                            | EPR Properties                                                                                 | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    355000 | PA      | $357582.95    | 0.01%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                            | EPR Properties                                                                                 | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    512000 | PA      | $508011.24    | 0.02%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                  | Eagle Funding Luxco SARL                                                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    250000 | PA      | $254647.50    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAST WEST BANCORP INC.                                                    | East West Bancorp, Inc.                                                                        | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      1024 | NS      | $115087.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES INC                                        | Easterly Government Properties, Inc.                                                           | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      5268 | NS      | $111628.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES INC                                                    | Eastern Bankshares, Inc.                                                                       | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |       573 | NS      | $10560.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                           | Eastern Energy Gas Holdings, LLC                                                               | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    530000 | PA      | $559616.48    | 0.02%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                                  | Eastman Chemical Company                                                                       | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1933 | NS      | $123383.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                                  | Eastman Chemical Company                                                                       | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    430000 | PA      | $438698.51    | 0.01%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                  | eBay, Inc.                                                                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       557 | NS      | $48514.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                                                | Ecolab, Inc.                                                                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      6772 | NS      | $1777785.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                                 | Edgewell Personal Care Company                                                                 | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    178000 | PA      | $178185.48    | 0.01%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                      | Edison International                                                                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     28100 | NS      | $1686562.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                                                 | Edwards Lifesciences Corporation                                                               | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       719 | NS      | $61294.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                     | eG Global Finance plc                                                                          | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $70647.33     | 0.00%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                  | Elanco Animal Health, Inc.                                                                     | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      5975 | NS      | $135214.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                     | Element Solutions, Inc.                                                                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      6785 | NS      | $169557.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP                                                              | Embecta Corporation                                                                            | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    128000 | PA      | $125966.59    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMCOR GROUP INC                                                           | EMCOR Group, Inc.                                                                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       846 | NS      | $517574.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BORROWER LP                                                         | EMRLD Borrower, LP/Emerald Co-Issuer, Inc.                                                     | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    401000 | PA      | $417646.34    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                        | Enact Holdings, Inc.                                                                           | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |       870 | NS      | $34486.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENANTA PHARMACEUTICALS INC                                                | Enanta Pharmaceuticals, Inc.                                                                   | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      1630 | NS      | $25705.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                  | Encore Capital Group, Inc.                                                                     | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    186000 | PA      | $195997.50    | 0.01%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                  | Encore Capital Group, Inc.                                                                     | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200998.62    | 0.01%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                     | Encompass Health Corporation                                                                   | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      5692 | NS      | $604148.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                     | Encompass Health Corporation                                                                   | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199653.10    | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY RECOVERY INC                                                       | Energy Recovery, Inc.                                                                          | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |       944 | NS      | $12734.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                    | Energizer Holdings, Inc.                                                                       | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    214000 | PA      | $205269.74    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                        | Energy Transfer, LP                                                                            | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $540008.09    | 0.02%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                        | Energy Transfer, LP                                                                            | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    307000 | PA      | $305984.18    | 0.01%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                   | EnerSys                                                                                        | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       685 | NS      | $100523.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                                                   | Enerpac Tool Group Corporation                                                                 | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      5532 | NS      | $211543.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                             | Enel Finance International NV                                                                  | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    470000 | PA      | $481987.42    | 0.01%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                        | Energy Transfer, LP                                                                            | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1057056.53   | 0.03%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                 | Endo Finance Holdings, Inc.                                                                    | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $137402.33    | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                                        | Enphase Energy, Inc.                                                                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      1924 | NS      | $61664.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO INC                                                                 | EnPro, Inc.                                                                                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      1205 | NS      | $258026.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                   | Enova International, Inc.                                                                      | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      1290 | NS      | $202788.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                                              | Entergy Corporation                                                                            | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      5285 | NS      | $488492.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                                        | Enterprise Financial Services Corporation                                                      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      1272 | NS      | $68688.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS L.P.                                         | Enterprise Products Partners, LP                                                               | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     11165 | NS      | $357949.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                         | Enterprise Products Operating, LLC                                                             | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    724000 | PA      | $483443.27    | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EPAM SYSTEMS INC                                                          | EPAM Systems, Inc.                                                                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       415 | NS      | $85025.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                     | EquipmentShare.com, Inc.                                                                       | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    202000 | PA      | $209914.56    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                     | EquipmentShare.com, Inc.                                                                       | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     56000 | PA      | $59151.23     | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                    | Equitable Holdings, Inc.                                                                       | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       835 | NS      | $39787.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                                           | Equity Lifestyle Properties, Inc.                                                              | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       933 | NS      | $56549.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                                                 | ESAB Corporation                                                                               | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    107000 | PA      | $110019.22    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC                                     | Essential Properties Realty Trust, Inc.                                                        | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     47566 | NS      | $1410807.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                   | Essential Properties, LP                                                                       | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    134000 | PA      | $134246.54    | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                                                  | Essex Property Trust, Inc.                                                                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        85 | NS      | $22242.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                                                  | Etsy, Inc.                                                                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       798 | NS      | $44241.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC.                                                    | Euronet Worldwide, Inc.                                                                        | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       310 | NS      | $23594.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                                                              | Evercore, Inc.                                                                                 | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       507 | NS      | $172506.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                                | Evergy, Inc.                                                                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      2497 | NS      | $181007.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                                         | Eversource Energy                                                                              | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      1646 | NS      | $110825.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXCELERATE ENERGY LP                                                      | Excelerate Energy, LP                                                                          | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     63000 | PA      | $66574.49     | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                        | Exelon Corporation                                                                             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      2043 | NS      | $89054.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                                        | Exelon Corporation                                                                             | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    642000 | PA      | $538565.49    | 0.02%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELIXIS INC.                                                             | Exelixis, Inc.                                                                                 | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      1706 | NS      | $74773.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS INC                                                   | ExlService Holdings, Inc.                                                                      | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1406 | NS      | $59670.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                         | Expedia Group, Inc.                                                                            | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $569269.61    | 0.02%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC                                | Expeditors International of Washington, Inc.                                                   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       930 | NS      | $138579.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                   | Extra Space Storage, Inc.                                                                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       706 | NS      | $91935.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                          | Exxon Mobil Corporation                                                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     12819 | NS      | $1542638.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                          | Exxon Mobil Corporation                                                                        | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $322700.73    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FLYWIRE CORP                                                              | Flywire Corporation                                                                            | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |       476 | NS      | $6740.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                                | Fortescue Treasury, Pty. Ltd.                                                                  | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     79000 | PA      | $78803.29     | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                                | Fortescue Treasury, Pty. Ltd.                                                                  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $66843.28     | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                                | Fortescue Treasury, Pty. Ltd.                                                                  | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    132000 | PA      | $137739.84    | 0.00%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| F.N.B CORP                                                                | F.N.B. Corporation                                                                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      1610 | NS      | $27531.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                        | Meta Platforms, Inc.                                                                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     27740 | NS      | $18310896.60  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                        | Meta Platforms, Inc.                                                                           | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    402000 | PA      | $384778.35    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                        | Meta Platforms, Inc.                                                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    687000 | PA      | $639126.64    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                        | Meta Platforms, Inc.                                                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    385000 | PA      | $373842.29    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC                                              | FactSet Research Systems, Inc.                                                                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        85 | NS      | $24666.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G GLOBAL FUNDING                                                        | F&G Global Funding                                                                             | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    396000 | PA      | $398514.66    | 0.01%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FRTKL TRUST                                                               | FRTKL Trust 2021-SFR1                                                                          | CUSIP: 30322DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2300177.42   | 0.07%             | 2038-09-17      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                           | Fair Isaac Corporation                                                                         | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    222000 | PA      | $228026.63    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FARMERS NATIONAL BANC CORP                                                | Farmers National Banc Corporation                                                              | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1719 | NS      | $22897.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FATE THERAPEUTICS INC                                                     | Fate Therapeutics, Inc.                                                                        | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      1825 | NS      | $1793.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL COMPANY                                                          | Fastenal Company                                                                               | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |    103371 | NS      | $4148278.23   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FORVIA SE                                                                 | FORVIA SE                                                                                      | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $214180.60    | 0.01%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                 | FORVIA SE                                                                                      | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    249000 | PA      | $257111.33    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Agricultural Mortgage Corporation                                 | Federal Agricultural Mortgage Corporation                                                      | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       593 | NS      | $104113.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through                                | CUSIP: 3132A9Q26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2949413 | PA      | $2870593.33   | 0.09%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Conventional 15-Yr. Pass Through                        | CUSIP: 3132CXES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    962498 | PA      | $993874.52    | 0.03%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Conventional 15-Yr. Pass Through                        | CUSIP: 3132CXTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3364767 | PA      | $3459296.07   | 0.10%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132DMY41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3332015 | PA      | $2734914.01   | 0.08%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132DQ2P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    703901 | PA      | $721546.52    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132DQPX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4159355 | PA      | $3872559.64   | 0.12%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132DTHZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2935563 | PA      | $2775965.45   | 0.08%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132DVJ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184334 | PA      | $193458.78    | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132E0CJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3546773 | PA      | $3579322.05   | 0.11%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132E0HN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3756524 | PA      | $3867076.88   | 0.12%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132E0P71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2934632 | PA      | $2408726.22   | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                 | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385RG3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    400000 | PA      | $399922.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                 | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385RP3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99912.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                 | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385SL1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    700000 | PA      | $697952.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                 | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385SY3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99588.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                 | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385TF3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99520.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                 | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385TH9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   2400000 | PA      | $2388015.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                 | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385TN6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99451.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                 | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385UL8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99237.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                 | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385UM6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   5600000 | PA      | $5556743.14   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Discount Notes                                          | CUSIP: 313397SG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |   5100000 | PA      | $5087071.50   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Discount Notes                                          | CUSIP: 313397SP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $199353.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                    | Federal Home Loan Mortgage Corporation Discount Notes                                          | CUSIP: 313397UA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |    500000 | PA      | $496675.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                    | Federal Home Loan Mortgage Corporation Discount Notes                                          | CUSIP: 313397UD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |    300000 | PA      | $297917.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                    | Federal Home Loan Mortgage Corporation Discount Notes                                          | CUSIP: 313397UQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |   2300000 | PA      | $2281559.11   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3133KPCQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6105001 | PA      | $5687668.71   | 0.17%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5586911 | PA      | $5354139.70   | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3133KRMN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2308470 | PA      | $2323165.25   | 0.07%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | Federal National Mortgage Association Discount Notes                                           | CUSIP: 313589TT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |   2700000 | PA      | $2683896.01   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Discount Notes                                           | CUSIP: 313589UK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |   4500000 | PA      | $4466120.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association - REMIC 2012-137                                         | CUSIP: 3136AAJ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    427796 | PA      | $6857.02      | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association - REMIC 2020-89                                          | CUSIP: 3136BCF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2369685 | PA      | $316682.86    | 0.01%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association - REMIC 2023-54                                          | CUSIP: 3136BQRJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1935296 | PA      | $1546047.58   | 0.05%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association - REMIC 2024-103                                         | CUSIP: 3136BUNX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2100000 | PA      | $2088074.94   | 0.06%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association - REMIC 2025-69                                          | CUSIP: 3136BWD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1400000 | PA      | $1368686.62   | 0.04%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                                           | Federal Realty Investment Trust                                                                | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |       340 | NS      | $34272.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation - REMIC 4170                                            | CUSIP: 3137AYWN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    666217 | PA      | $40037.70     | 0.00%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation - REMIC 4180                                            | CUSIP: 3137B15G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    833999 | PA      | $63375.11     | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation - REMIC 5051                                            | CUSIP: 3137F82F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3424909 | PA      | $450951.64    | 0.01%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation - REMIC 5094                                            | CUSIP: 3137FYPQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2650000 | PA      | $2227975.31   | 0.07%             | 2048-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation - REMIC 5249                                            | CUSIP: 3137H8JT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2852095 | PA      | $2833705.87   | 0.09%             | 2051-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation - REMIC 5473                                            | CUSIP: 3137HHGC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3250000 | PA      | $3271421.08   | 0.10%             | 2054-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation - REMIC 5490                                            | CUSIP: 3137HJ4Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1550000 | PA      | $1526608.18   | 0.05%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation - REMIC 5508                                            | CUSIP: 3137HJG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2300000 | PA      | $2321469.35   | 0.07%             | 2055-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation - REMIC 5519                                            | CUSIP: 3137HK6A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1150000 | PA      | $1145384.48   | 0.03%             | 2055-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation - REMIC 5567                                            | CUSIP: 3137HMF47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1860343 | PA      | $1898014.08   | 0.06%             | 2026-01-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation - REMIC 5569                                            | CUSIP: 3137HMMA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2250000 | PA      | $2205181.80   | 0.07%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                                                | Federal Signal Corporation                                                                     | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      2017 | NS      | $219026.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation - REMIC 2695                                            | CUSIP: 31394L6Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2148467 | PA      | $2170758.71   | 0.07%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 40-Yr. Pass Through                         | CUSIP: 3140FXTF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4002065 | PA      | $3636363.00   | 0.11%             | 2061-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 40-Yr. Pass Through                         | CUSIP: 3140FXUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4880592 | PA      | $4597601.16   | 0.14%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 40-Yr. Pass Through                         | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16655740 | PA      | $13714388.85  | 0.42%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140L2PV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2455757 | PA      | $2015673.74   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QDLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4507128 | PA      | $3997372.64   | 0.12%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QDWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5633463 | PA      | $5117761.60   | 0.16%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QEN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2030362 | PA      | $1756355.97   | 0.05%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QKC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    577126 | PA      | $511449.76    | 0.02%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QKRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2966688 | PA      | $2422501.63   | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QMUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18717568 | PA      | $16076193.15  | 0.49%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QNPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15303282 | PA      | $13665354.02  | 0.41%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5459012 | PA      | $5209419.83   | 0.16%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QPX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11170216 | PA      | $10963376.77  | 0.33%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QS2K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3839359 | PA      | $3785900.94   | 0.11%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QS2N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5285513 | PA      | $5202790.61   | 0.16%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QSLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1993067 | PA      | $2008491.30   | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QVAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11008729 | PA      | $11580815.93  | 0.35%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140W04Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5759103 | PA      | $5897510.61   | 0.18%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140X8TA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11867634 | PA      | $9743338.33   | 0.30%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1589850 | PA      | $1304943.80   | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5550217 | PA      | $4788173.92   | 0.15%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XBZC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13836606 | PA      | $11934108.37  | 0.36%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XCKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2482241 | PA      | $2138027.85   | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XDND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2910090 | PA      | $2388528.73   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 20-Yr. Pass Through                         | CUSIP: 3140XG6S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4683316 | PA      | $4206343.53   | 0.13%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XGNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14102429 | PA      | $12584329.67  | 0.38%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2726790 | PA      | $2602111.37   | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XHQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8143529 | PA      | $7645235.56   | 0.23%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6410181 | PA      | $5990824.09   | 0.18%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 20-Yr. Pass Through                         | CUSIP: 3140XJC84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3758985 | PA      | $3586672.26   | 0.11%             | 2038-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3834944 | PA      | $3586537.11   | 0.11%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJJY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9386942 | PA      | $8996690.26   | 0.27%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJN58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3839995 | PA      | $3872098.70   | 0.12%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJQS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6824650 | PA      | $6182704.15   | 0.19%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJYU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8185439 | PA      | $8068726.51   | 0.24%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 20-Yr. Pass Through                         | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1666343 | PA      | $1456703.07   | 0.04%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XMBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4889586 | PA      | $4925912.71   | 0.15%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XME77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3014246 | PA      | $2807956.01   | 0.09%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XMGL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1661589 | PA      | $1366805.45   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XMR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11057259 | PA      | $10666405.81  | 0.32%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XNZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3928062 | PA      | $3676547.78   | 0.11%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XPQG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4744748 | PA      | $4876625.55   | 0.15%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XQDT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3429587 | PA      | $3249529.35   | 0.10%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 15-Yr. Pass Through                         | CUSIP: 3140XRA96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666577 | PA      | $689276.16    | 0.02%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 20-Yr. Pass Through                         | CUSIP: 31418CEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3150738 | PA      | $3004892.33   | 0.09%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11279090 | PA      | $9220013.46   | 0.28%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 20-Yr. Pass Through                         | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5805781 | PA      | $5555960.49   | 0.17%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16596235 | PA      | $13525061.71  | 0.41%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERATED HERMES INC                                                      | Federated Hermes, Inc.                                                                         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      2016 | NS      | $104973.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                  | Ferguson Enterprises, Inc.                                                                     | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      2558 | NS      | $569487.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                                                    | F5, Inc.                                                                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       348 | NS      | $88830.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                | Fidelity National Information Services, Inc.                                                   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       945 | NS      | $62804.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                       | Fifth Third Bancorp                                                                            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      3181 | NS      | $148902.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTITUTIONS INC.                                               | Financial Institutions, Inc.                                                                   | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2437 | NS      | $75961.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORP                                             | First American Financial Corporation                                                           | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      1317 | NS      | $80916.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP (PUERTO RICO)                                               | First Bancorp/Puerto Rico                                                                      | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     14911 | NS      | $309105.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANK (HAMILTON)                                                     | First Bank/Hamilton, NJ                                                                        | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |       466 | NS      | $7670.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH INC                                                             | FirstCash, Inc.                                                                                | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    327000 | PA      | $328215.46    | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC (DELAWARE)                                  | First Citizens BancShares, Inc./NC                                                             | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       121 | NS      | $259687.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC (DELAWARE)                                  | First Citizens BancShares, Inc./NC                                                             | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    560000 | PA      | $559026.11    | 0.02%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST FINANCIAL BANCORP                                                   | First Financial Bancorp                                                                        | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      2266 | NS      | $56695.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES INC                                            | First Financial Bankshares, Inc.                                                               | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |       283 | NS      | $8453.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL CORPORATION/IN                                            | First Financial Corporation                                                                    | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1181 | NS      | $71356.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                                                        | First Horizon Corporation                                                                      | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      3239 | NS      | $77412.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                                                        | First Hawaiian, Inc.                                                                           | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |       115 | NS      | $2909.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC                                         | First Industrial Realty Trust, Inc.                                                            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4153 | NS      | $237842.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERNET BANCORP                                                    | First Internet Bancorp                                                                         | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |       336 | NS      | $7012.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORPORATION                                               | First Merchants Corporation                                                                    | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      1101 | NS      | $41265.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MID BANCSHARES INC                                                  | First Mid-Illinois Bancshares, Inc.                                                            | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1615 | NS      | $62985.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                | First Quantum Minerals, Ltd.                                                                   | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $105234.40    | 0.00%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                | First Quantum Minerals, Ltd.                                                                   | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     94000 | PA      | $98983.26     | 0.00%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIRST SOLAR INC                                                           | First Solar, Inc.                                                                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        52 | NS      | $13583.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST SOURCE CORPORATION                                                    | 1st Source Corporation                                                                         | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       169 | NS      | $10560.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                                                    | FirstCash Holdings, Inc.                                                                       | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       363 | NS      | $57854.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                                | Fiserv, Inc.                                                                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3731 | NS      | $250611.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                                | Fiserv, Inc.                                                                                   | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    517000 | PA      | $476602.95    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                | Fiserv, Inc.                                                                                   | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    468000 | PA      | $483059.29    | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                | Fiserv, Inc.                                                                                   | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    494000 | PA      | $506897.82    | 0.02%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                | Fiserv, Inc.                                                                                   | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496134.55    | 0.02%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORPORATION                                                   | FirstEnergy Corporation                                                                        | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       918 | NS      | $41098.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORPORATION                                                   | FirstEnergy Corporation                                                                        | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    669000 | PA      | $588945.24    | 0.02%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIVE BELOW INC                                                            | Five Below, Inc.                                                                               | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       185 | NS      | $34846.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST IV                                             | Five Corners Funding Trust IV                                                                  | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    536000 | PA      | $549194.11    | 0.02%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                   | Flagstar Mortgage Trust 2021-9INV                                                              | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    883206 | PA      | $802674.99    | 0.02%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                         | Flash Compute, LLC                                                                             | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $61427.30     | 0.00%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                     | Flowserve Corporation                                                                          | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      6815 | NS      | $472824.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUSHING FINANCIAL CORPORATION                                            | Flushing Financial Corporation                                                                 | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1167 | NS      | $17703.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER TREASURY DAC                                                      | Flutter Treasury DAC                                                                           | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202780.00    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                        | Ford Motor Company                                                                             | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      7944 | NS      | $104225.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                             | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    770000 | PA      | $723606.39    | 0.02%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                             | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    605000 | PA      | $649808.37    | 0.02%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                             | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    476000 | PA      | $483231.23    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                        | Forestar Group, Inc.                                                                           | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100964.66    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                              | Fortinet, Inc.                                                                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     21077 | NS      | $1673724.57   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                                              | Fortive Corporation                                                                            | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       285 | NS      | $15734.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                               | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    137000 | PA      | $137119.88    | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                               | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    114000 | PA      | $120052.03    | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                               | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    186000 | PA      | $195533.06    | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                            | Fortune Brands Innovations, Inc.                                                               | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      1359 | NS      | $67977.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTREA HOLDINGS INC                                                      | Fortrea Holdings, Inc.                                                                         | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |      3398 | NS      | $58615.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                  | Foundation Finance Trust 2021-1A                                                               | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    441524 | PA      | $421379.25    | 0.01%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                     | Foundry JV Holdco, LLC                                                                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    551000 | PA      | $576276.93    | 0.02%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                     | Foundry JV Holdco, LLC                                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209269.43    | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| 4D MOLECULAR THERAPEUTICS INC                                             | 4D Molecular Therapeutics, Inc.                                                                | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1684 | NS      | $12630.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                                                  | Fox Corporation, Class A                                                                       | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        98 | NS      | $7160.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                                                  | Fox Corporation, Class B                                                                       | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       464 | NS      | $30127.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP                                                  | Fox Factory Holding Corporation                                                                | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      1391 | NS      | $23800.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN BSP CAPITAL CORP                                                 | Franklin BSP Capital Corporation                                                               | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    395000 | PA      | $391364.50    | 0.01%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                    | Franklin Resources, Inc.                                                                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      2141 | NS      | $51148.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation - SLST 2025-1                                           | CUSIP: 35564CUE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1450000 | PA      | $1258657.13   | 0.04%             | 2035-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                             | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    303000 | PA      | $317800.94    | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                             | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    131000 | PA      | $140701.47    | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                             | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127374.19    | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                             | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121072.72    | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                      | Freeport-McMoRan, Inc.                                                                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     10963 | NS      | $556810.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHWORKS INC                                                            | Freshworks, Inc.                                                                               | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |       376 | NS      | $4606.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR INC                                                             | Frontdoor, Inc.                                                                                | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      3585 | NS      | $206818.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                      | Frontier Communications Holdings, LLC                                                          | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $295952.65    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                                              | Fulton Financial Corporation                                                                   | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      2784 | NS      | $53814.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT TRUST                                                                | GCAT Trust 2021-NQM6                                                                           | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1080339 | PA      | $992923.31    | 0.03%             | 2066-08-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                     | GFL Environmental, Inc.                                                                        | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    298000 | PA      | $293946.97    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                                      | GGAM Finance, Ltd.                                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    135000 | PA      | $142960.82    | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                                      | GGAM Finance, Ltd.                                                                             | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    354000 | PA      | $359235.66    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                            | GLP Capital, LP                                                                                | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1030146.17   | 0.03%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                        | Ally Financial, Inc.                                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1021505.18   | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                            | GE HealthCare Technologies, Inc.                                                               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       472 | NS      | $38713.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                       | GS Mortgage-Backed Securities Trust 2022-GR1                                                   | CUSIP: 36266TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2178791 | PA      | $1905389.68   | 0.06%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                  | Boost Newco Borrower, LLC                                                                      | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    379000 | PA      | $402820.15    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                       | GS Mortgage-Backed Securities Trust 2025-PJ6                                                   | CUSIP: 36272KAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2375000 | PA      | $2369912.75   | 0.07%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                   | Gap, Inc.                                                                                      | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      2530 | NS      | $64768.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC                                                                   | Gap, Inc.                                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     93000 | PA      | $88114.07     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                   | Gap, Inc.                                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72095.61     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HOLDINGS INC                                               | Garrett Motion Holdings, Inc./Garrett LX I SARL                                                | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    251000 | PA      | $266780.06    | 0.01%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION INC                                                        | Garrett Motion, Inc.                                                                           | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |      1642 | NS      | $28620.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT TRUST                                                                | GCAT Trust 2024-INV3                                                                           | CUSIP: 36830FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2040456 | PA      | $2078077.48   | 0.06%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAC HOLDINGS INC                                                      | Generac Holdings, Inc.                                                                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       253 | NS      | $34501.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                              | General Dynamics Corporation                                                                   | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1577 | NS      | $530912.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                                       | General Electric Company                                                                       | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      4038 | NS      | $1243825.14   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                                         | General Mills, Inc.                                                                            | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    214000 | PA      | $217100.97    | 0.01%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                         | General Motors Company                                                                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     11958 | NS      | $972424.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                                         | General Motors Company                                                                         | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276583.01    | 0.01%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                      | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    817000 | PA      | $851809.69    | 0.03%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                      | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    243000 | PA      | $246979.42    | 0.01%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                      | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    650000 | PA      | $660298.54    | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                      | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140564.87    | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                      | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    634000 | PA      | $658374.21    | 0.02%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                         | Genesis Energy LP/Genesis Energy Finance Corporation                                           | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $225196.69    | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                         | Genesis Energy LP/Genesis Energy Finance Corporation                                           | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $320019.87    | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENTEX CORPORATION                                                        | Gentex Corporation                                                                             | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      3091 | NS      | $71927.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB A/S                                                                | Genmab AS/Genmab Finance, LLC                                                                  | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    302000 | PA      | $309503.66    | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENWORTH FINANCIAL INC                                                    | Genworth Financial, Inc.                                                                       | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      2208 | NS      | $19938.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTING NEW YORK LLC                                                      | Genting New York, LLC/GENNY Capital, Inc.                                                      | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228000 | PA      | $233827.94    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                     | Georgia Power Company                                                                          | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    455000 | PA      | $463899.68    | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                     | Georgia Power Company                                                                          | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    237000 | PA      | $244684.03    | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                          | Getty Images, Inc.                                                                             | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123008.09    | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GETTY REALTY CORP.                                                        | Getty Realty Corporation                                                                       | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      2227 | NS      | $60952.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                       | Gilead Sciences, Inc.                                                                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      8209 | NS      | $1007572.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GITLAB INC                                                                | Gitlab, Inc.                                                                                   | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |      3256 | NS      | $122197.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC                                                       | Glacier Bancorp, Inc.                                                                          | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      1786 | NS      | $78673.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                                                      | Global Net Lease, Inc./Global Net Lease Operating Partnership, LP                              | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $216161.20    | 0.01%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBALSTAR INC                                                            | Globalstar, Inc.                                                                               | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |       126 | NS      | $7691.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                                                      | Global Net Lease, Inc.                                                                         | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |       363 | NS      | $3121.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                       | Global Payments, Inc.                                                                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       218 | NS      | $16873.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                       | Global Payments, Inc.                                                                          | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    418000 | PA      | $427541.37    | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBUS MEDICAL INC                                                        | Globus Medical, Inc.                                                                           | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       826 | NS      | $72118.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                                                            | Global Life, Inc.                                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       302 | NS      | $42237.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                            | Global Aircraft Leasing Company, Ltd.                                                          | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    381000 | PA      | $395115.67    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC                                            | GoDaddy Operating Company, LLC/GD Finance Company, Inc.                                        | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $123695.73    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GODADDY INC                                                               | GoDaddy, Inc.                                                                                  | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      1640 | NS      | $203491.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                                                                | goeasy, Ltd.                                                                                   | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     54000 | PA      | $55524.53     | 0.00%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                | goeasy, Ltd.                                                                                   | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $65262.10     | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                | goeasy, Ltd.                                                                                   | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    243000 | PA      | $227299.62    | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    756000 | PA      | $801727.65    | 0.02%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    433000 | PA      | $447222.94    | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    239000 | PA      | $237260.40    | 0.01%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    230000 | PA      | $204325.16    | 0.01%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $1730982.85   | 0.05%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                     | Goldman Sachs BDC, Inc.                                                                        | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    307000 | PA      | $313390.31    | 0.01%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                     | Goldman Sachs BDC, Inc.                                                                        | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    482000 | PA      | $483715.32    | 0.01%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                         | Goldman Sachs Private Credit Corporation                                                       | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    203000 | PA      | $206785.00    | 0.01%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                         | Goldman Sachs Private Credit Corporation                                                       | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    208000 | PA      | $208826.41    | 0.01%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOODRX HOLDINGS INC                                                       | GoodRx Holdings, Inc.                                                                          | CUSIP: 38246G108<br>LEI: 529900ATKYECI45EHV09 | Long             | EC               | CORP              | US        |      6493 | NS      | $17596.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY (THE)                                      | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      4247 | NS      | $37203.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY (THE)                                      | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130213.60    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY (THE)                                      | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    132000 | PA      | $130423.20    | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GRACO INC.                                                                | Graco, Inc.                                                                                    | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      3440 | NS      | $281976.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC                                                | Grand Canyon Education, Inc.                                                                   | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       587 | NS      | $97623.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY MEDIA INC                                                            | Gray Media, Inc.                                                                               | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     97000 | PA      | $104308.08    | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                            | Gray Media, Inc.                                                                               | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96051.91     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE & DOCK CORPORATION                                     | Great Lakes Dredge & Dock Corporation                                                          | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      5881 | NS      | $77158.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT SOUTHERN BANCORP INC                                                | Great Southern Bancorp, Inc.                                                                   | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      2799 | NS      | $172306.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                                                                 | Greif, Inc.                                                                                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1653 | NS      | $111908.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAKSTONE REALTY TRUST                                                    | Peakstone Realty Trust                                                                         | CUSIP: 39818P799<br>LEI: 549300EZQXWQI2YL1T80 | Long             | EC               | CORP              | US        |      1549 | NS      | $22228.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                                                       | Griffon Corporation                                                                            | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       282 | NS      | $20769.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                                                | Grifols SA                                                                                     | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    125000 | PA      | $123449.35    | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                    | Group 1 Automotive, Inc.                                                                       | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103928.29    | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                                                       | Guardant Health, Inc.                                                                          | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      1416 | NS      | $144630.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                                    | Guidewire Software, Inc.                                                                       | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      2934 | NS      | $589763.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORP                                                      | Gulfport Energy Corporation                                                                    | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       659 | NS      | $137065.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HLF FINANCING SARL LLC                                                    | HLF Financing SARL, LLC/Herbalife International, Inc.                                          | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $138051.20    | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| HLF FINANCING SARL LLC                                                    | HLF Financing SARL, LLC/Herbalife International, Inc.                                          | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $241861.98    | 0.01%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                          | HF Sinclair Corporation                                                                        | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      1004 | NS      | $46264.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT FINANCIAL INC                                                         | HBT Financial, Inc.                                                                            | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |       485 | NS      | $12537.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                   | HCA, Inc.                                                                                      | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    921000 | PA      | $885687.19    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA, Inc.                                                                                      | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    395000 | PA      | $407769.05    | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA, Inc.                                                                                      | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    311000 | PA      | $308183.51    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA, Inc.                                                                                      | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334439.63    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HNI CORP                                                                  | HNI Corporation                                                                                | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       498 | NS      | $20935.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                         | HSBC Holdings plc                                                                              | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $445807.51    | 0.01%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                         | HSBC Holdings plc                                                                              | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $555870.25    | 0.02%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST                                                                | HTAP Issuer Trust 2024-2                                                                       | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1241689 | PA      | $1240421.74   | 0.04%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST                                                                | HTAP Issuer Trust 2025-1                                                                       | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2114700 | PA      | $2115848.57   | 0.06%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                       | Halliburton Company                                                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      9505 | NS      | $268611.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                                       | Halliburton Company                                                                            | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    537000 | PA      | $480117.93    | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HAMILTON LANE INC                                                         | Hamilton Lane, Inc.                                                                            | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       662 | NS      | $88913.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORP                                                      | Hancock Whitney Corporation                                                                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       347 | NS      | $22096.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                                               | Hanmi Financial Corporation                                                                    | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      3491 | NS      | $94361.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INSURANCE GROUP INC                                               | Hanover Insurance Group, Inc.                                                                  | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       164 | NS      | $29974.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                              | Hartford Insurance Group, Inc.                                                                 | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1959 | NS      | $269950.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                    | Harvest Midstream I, LP                                                                        | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    283000 | PA      | $287231.42    | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY INC                                             | Hawaiian Electric Company, Inc.                                                                | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61849.97     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                          | HealthEquity, Inc.                                                                             | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      4385 | NS      | $401709.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                                      | Healthcare Realty Trust, Inc.                                                                  | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     12384 | NS      | $209908.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING COMPANY                                                      | Hecla Mining Company                                                                           | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      1772 | NS      | $34004.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING COMPANY                                                      | Hecla Mining Company                                                                           | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97610.91     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HELIOS TECHNOLOGIES INC                                                   | Helios Technologies, Inc.                                                                      | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      1445 | NS      | $77293.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES INC.                                              | Jack Henry & Associates, Inc.                                                                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        37 | NS      | $6751.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                                         | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    212000 | PA      | $220076.88    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                         | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    159000 | PA      | $167336.12    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                         | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    187000 | PA      | $198291.83    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                                         | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30445.31     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                         | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30399.80     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERITAGE FINANCIAL CORPORATION                                            | Heritage Financial Corporation                                                                 | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1372 | NS      | $32447.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                               | Hertz Vehicle Financing III, LLC 2025-1A                                                       | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013975.80   | 0.03%             | 2029-09-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                              | Hess Midstream Operations, LP                                                                  | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292000 | PA      | $285601.05    | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM LP                                                         | Hess Midstream, LP                                                                             | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2815 | NS      | $97117.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                             | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      3188 | NS      | $76575.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                             | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404008.52    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORPORATION                                                        | Hexcel Corporation                                                                             | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      4290 | NS      | $317031.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS REALTY LP                                                       | Highwoods Realty, LP                                                                           | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126904.80    | 0.00%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                       | Hilcorp Energy I, LP/Hilcorp Finance Company                                                   | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $330449.95    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                       | Hilcorp Energy I, LP/Hilcorp Finance Company                                                   | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $126321.53    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                       | Hilcorp Energy I, LP/Hilcorp Finance Company                                                   | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $118614.11    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILLTOP HOLDINGS INC                                                      | Hilltop Holdings, Inc.                                                                         | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      3019 | NS      | $102464.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                     | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361214.12    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                     | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62229.68     | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                     | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    377000 | PA      | $349961.64    | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                     | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127926.88    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                                             | Hilton Worldwide Holdings, Inc.                                                                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      7947 | NS      | $2282775.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                     | Amrize Finance US, LLC                                                                         | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    271000 | PA      | $279467.09    | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC                                                       | Home BancShares, Inc.                                                                          | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       745 | NS      | $20696.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCORP INC                                                          | Home Bancorp, Inc.                                                                             | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       209 | NS      | $12080.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                            | Home Depot, Inc.                                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      8972 | NS      | $3087265.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                            | Home Depot, Inc.                                                                               | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $556625.23    | 0.02%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                                            | Home Partners of America Trust 2021-1                                                          | CUSIP: 437300AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1958398 | PA      | $1778274.89   | 0.05%             | 2041-09-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                                            | Home Partners of America Trust 2021-2                                                          | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2494689 | PA      | $2444082.12   | 0.07%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST                                                               | HOMES Trust 2023-NQM1                                                                          | CUSIP: 43761JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1293000 | PA      | $1290576.01   | 0.04%             | 2068-01-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| HOMETRUST BANCSHARES INC                                                  | Hometrust Bancshares, Inc.                                                                     | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2835 | NS      | $121734.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC (DELAWARE)                                    | Honeywell International, Inc.                                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1861 | NS      | $363062.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON BANCORP/IN                                                        | Horizon Bancorp, Inc.                                                                          | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      1491 | NS      | $25287.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                                 | Host Hotels & Resorts, Inc.                                                                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     38354 | NS      | $680016.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY INC                                                        | Houlihan Lokey, Inc.                                                                           | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      4885 | NS      | $850918.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP                                                        | Howard Hughes Corporation                                                                      | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81627.95     | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES HOLDINGS INC                                                | Howard Hughes Holdings, Inc.                                                                   | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |       231 | NS      | $18426.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                      | Howard Midstream Energy Partners, LLC                                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $151945.12    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                      | Howard Midstream Energy Partners, LLC                                                          | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $186974.88    | 0.01%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                      | Howmet Aerospace, Inc.                                                                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      3253 | NS      | $666930.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                                      | Howmet Aerospace, Inc.                                                                         | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80356.48     | 0.00%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                     | HUB International, Ltd.                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    227000 | PA      | $238333.00    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUBBELL INCORPORATED                                                      | Hubbell, Inc.                                                                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        30 | NS      | $13323.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON TECHNOLOGIES INC                                                   | Hudson Technologies, Inc.                                                                      | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1586 | NS      | $10864.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                                | Humana, Inc.                                                                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        55 | NS      | $14087.15     | 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        |      1675 | NS      | $325519.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                 | Huntington Bancshares, Inc./OH                                                                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      1525 | NS      | $26458.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                 | Huntington Bancshares, Inc./OH                                                                 | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    454000 | PA      | $473097.15    | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                         | Huntington Ingalls Industries, Inc.                                                            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        94 | NS      | $31966.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORP                                                             | Huntsman Corporation                                                                           | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      7037 | NS      | $70370.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC                                                | Huron Consulting Group, Inc.                                                                   | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      1599 | NS      | $276483.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                   | Hyundai Capital America                                                                        | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $953894.29    | 0.03%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                   | Hyundai Capital America                                                                        | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    420000 | PA      | $432348.73    | 0.01%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ICF INTERNATIONAL INC                                                     | ICF International, Inc.                                                                        | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       891 | NS      | $76002.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL INC.                                                          | ICU Medical, Inc.                                                                              | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       456 | NS      | $65057.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS INC                                                          | IES Holdings, Inc.                                                                             | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       200 | NS      | $77804.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILIAD HOLDING SAS                                                         | Iliad Holding SAS                                                                              | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    171000 | PA      | $184038.58    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                         | Iliad Holding SAS                                                                              | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    149000 | PA      | $153567.30    | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                         | INEOS Finance plc                                                                              | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    389000 | PA      | $337916.79    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ITT INC                                                                   | ITT Corporation                                                                                | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1229 | NS      | $213243.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT HOLDINGS LLC                                                          | ITT Holdings, LLC                                                                              | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $364667.57    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                      | Icahn Enterprises, LP/Icahn Enterprises Finance Corporation                                    | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38972.95     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                      | Icahn Enterprises, LP/Icahn Enterprises Finance Corporation                                    | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $409295.91    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IDEX CORPORATION                                                          | IDEX Corporation                                                                               | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       325 | NS      | $57830.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC.                                                   | IDEXX Laboratories, Inc.                                                                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      2396 | NS      | $1620965.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                              | Illumina, Inc.                                                                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1861 | NS      | $244088.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                               | Imperial Brands Finance plc                                                                    | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $343109.12    | 0.01%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                                                                | Impinj, Inc.                                                                                   | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       992 | NS      | $172617.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                                        | Incyte Corporation                                                                             | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      3832 | NS      | $378486.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                               | Crescent Energy Finance, LLC                                                                   | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155123.53    | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INDEPENDENCE REALTY TRUST INC                                             | Independence Realty Trust, Inc.                                                                | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      4654 | NS      | $81351.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP                                                     | Independent Bank Corporation/MA                                                                | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |        34 | NS      | $2484.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP (MICHIGAN)                                          | Independent Bank Corporation/MI                                                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2132 | NS      | $69353.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST                                     | Industrial Logistics Properties Trust                                                          | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     15777 | NS      | $87404.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST                                    | Residential Asset Securitization Trust 2005-A8CB                                               | CUSIP: 45660LSX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1464301 | PA      | $745271.08    | 0.02%             | 2035-07-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                        | Ingersoll Rand, Inc.                                                                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       482 | NS      | $38184.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORP                                                             | Ingevity Corporation                                                                           | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       630 | NS      | $37283.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                                                             | Ingredion, Inc.                                                                                | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       432 | NS      | $47632.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                                                                | Insmed, Inc.                                                                                   | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        24 | NS      | $4176.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPIRE MEDICAL SYSTEMS INC                                               | Inspire Medical Systems, Inc.                                                                  | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |       529 | NS      | $48789.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTEEL INDUSTRIES INC                                                    | Insteel Industries, Inc.                                                                       | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       155 | NS      | $4908.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC                                           | Installed Building Products, Inc.                                                              | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      1077 | NS      | $279363.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES INC                                      | Innovative Industrial Properties, Inc.                                                         | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      6345 | NS      | $300499.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                              | Insulet Corporation                                                                            | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1519 | NS      | $431760.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                              | Insulet Corporation                                                                            | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     78000 | PA      | $81306.19     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                         | Intel Corporation                                                                              | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    755000 | PA      | $651124.32    | 0.02%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                             | Intercontinental Exchange, Inc.                                                                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     14380 | NS      | $2328984.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                                          | InterDigital, Inc.                                                                             | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       312 | NS      | $99334.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                      | International Business Machines Corporation                                                    | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      9470 | NS      | $2805108.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                    | International Flavors & Fragrances, Inc.                                                       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       208 | NS      | $14017.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                    | Brightstar Lottery plc                                                                         | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    322000 | PA      | $321268.80    | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INVESCO QQQ TRUST SERIES 1                                                | Invesco QQQ Trust Series 1                                                                     | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             |  | RF                | US        |      5070 | NS      | $3114551.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                                                    | Intuitive Surgical, Inc.                                                                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      8166 | NS      | $4624895.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INVENTRUST PROPERTIES CORP                                                | InvenTrust Properties Corporation                                                              | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |      3655 | NS      | $103107.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                 | Invitation Homes Operating Partnership, LP                                                     | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    670000 | PA      | $585211.01    | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                 | Invitation Homes Operating Partnership, LP                                                     | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    222000 | PA      | $225223.61    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                               | ION Platform Finance US, Inc.                                                                  | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189771.46    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                               | ION Platform Finance US, Inc./ION Platform Finance SARL                                        | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $181272.97    | 0.01%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                                 | Ionis Pharmaceuticals, Inc.                                                                    | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       579 | NS      | $45804.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                                                        | IQVIA Holding, Inc.                                                                            | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       386 | NS      | $87008.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                                                 | IQVIA, Inc.                                                                                    | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    252000 | PA      | $263319.37    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC                                                | Iridium Communications, Inc.                                                                   | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      1147 | NS      | $19934.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                                         | Iron Mountain, Inc.                                                                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      1146 | NS      | $95060.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                                         | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    387000 | PA      | $381794.13    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                         | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296371.44    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                         | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    240000 | PA      | $228781.77    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISHARES GOLDMAN SACHS SEMICONDUCTOR INDEX FUND                            | iShares Semiconductor ETF                                                                      | CUSIP: 464287523<br>LEI: 5493004SPI3IF1GDIR85 | Long             |  | RF                | US        |       336 | NS      | $101186.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES NASDAQ BIOTECHNOLOGY INDEX FUND                                   | iShares Biotechnology ETF                                                                      | CUSIP: 464287556<br>LEI: 549300S7IVD88MPK0066 | Long             |  | RF                | US        |       994 | NS      | $167757.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES BROAD USD HIGH YIELD CORPORATE BOND ETF                           | iShares Broad USD High Yield Corporate Bond ETF                                                | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |      9400 | NS      | $351513.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC HOLDINGS CORP                                                         | ITC Holdings Corporation                                                                       | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    560000 | PA      | $539086.95    | 0.02%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| I3 VERTICALS INC                                                          | I3 Verticals, Inc.                                                                             | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |      6114 | NS      | $154011.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                                                 | Itron, Inc.                                                                                    | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |        21 | NS      | $1950.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                  | JBS USA Holding Lux SARL/JBS USA Food Company/JBS Lux Company SARL                             | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    743000 | PA      | $666956.05    | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     24506 | NS      | $7896323.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $652069.03    | 0.02%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    975000 | PA      | $869405.79    | 0.03%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1078654.94   | 0.03%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    805000 | PA      | $820060.63    | 0.02%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    489000 | PA      | $521074.55    | 0.02%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    455000 | PA      | $461932.28    | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287407.62    | 0.01%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    520000 | PA      | $516341.27    | 0.02%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                  | J.P. Morgan Mortgage Trust 2021-INV7                                                           | CUSIP: 46654CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1924646 | PA      | $1610886.57   | 0.05%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                  | J.P. Morgan Mortgage Trust 2021-LTV2                                                           | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1303207 | PA      | $1127644.82   | 0.03%             | 2052-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                  | J.P. Morgan Mortgage Trust 2025-12MPR                                                          | CUSIP: 46660LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $897241.23    | 0.03%             | 2056-06-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                     | Jackson Financial, Inc.                                                                        | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       833 | NS      | $88839.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                  | Jacobs Entertainment, Inc.                                                                     | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    263000 | PA      | $257700.55    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                      | Jacobs Solutions, Inc.                                                                         | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      1644 | NS      | $217764.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET GROUP LLC                                                     | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $206820.64    | 0.01%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                     | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $84061.30     | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                     | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $136353.04    | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                     | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283000 | PA      | $295394.37    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                  | JBS USA LUX SARL/JBS USA Food Company/JBS USA Foods Group                                      | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $438470.74    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                  | JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Company               | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    313000 | PA      | $311646.74    | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                       | Jazz Securities DAC                                                                            | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    148000 | PA      | $145974.14    | 0.00%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                                     | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                              | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $107830.18    | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                                     | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                              | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196814.02    | 0.01%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                             | Jefferies Financial Group, Inc.                                                                | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       400 | NS      | $24788.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS LLC                                            | Jefferson Capital Holdings, LLC                                                                | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $108674.09    | 0.00%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS LLC                                            | Jefferson Capital Holdings, LLC                                                                | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $284599.59    | 0.01%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS LLC                                            | Jefferson Capital Holdings, LLC                                                                | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $45223.40     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                      | Jersey Central Power & Light Company                                                           | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    375000 | PA      | $336849.98    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                         | Johnson & Johnson                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6402 | NS      | $1324893.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                           | Jones Lang LaSalle, Inc.                                                                       | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       983 | NS      | $330750.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                                  | KLA Corporation                                                                                | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       627 | NS      | $761855.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                                  | KLA Corporation                                                                                | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    804000 | PA      | $558138.12    | 0.02%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES INC                                               | K Hovnanian Enterprises, Inc.                                                                  | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93892.16     | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                               | Kaiser Aluminum Corporation                                                                    | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $49160.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                                                   | KB Home                                                                                        | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    239000 | PA      | $238047.70    | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KEARNY FINANCIAL CORP                                                     | Kearny Financial Corporation/MD                                                                | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4098 | NS      | $30366.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEHE DISTRIBUTORS LLC                                                     | KeHE Distributors, LLC/KeHE Finance Corporation/NextWave Distribution, Inc.                    | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $261375.03    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                | Kenvue, Inc.                                                                                   | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562417.12    | 0.02%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                      | Keurig Dr Pepper, Inc.                                                                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     11271 | NS      | $315700.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                                   | KeyCorp                                                                                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       595 | NS      | $12280.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                                 | Keysight Technologies, Inc.                                                                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2693 | NS      | $547190.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY LP                                                          | Kilroy Realty, LP                                                                              | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249829.16    | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                          | Kilroy Realty, LP                                                                              | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    337000 | PA      | $338544.89    | 0.01%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                                | Kimberly-Clark Corporation                                                                     | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       168 | NS      | $16949.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                                | Kimberly-Clark Corporation                                                                     | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    710000 | PA      | $557708.29    | 0.02%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                         | Kimco Realty Corporation                                                                       | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |       928 | NS      | $18810.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                                         | Kinder Morgan, Inc.                                                                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     29962 | NS      | $823655.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGPIN INTERMEDIATE HOLDINGS LLC                                         | Kingpin Intermediate Holdings, LLC                                                             | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94535.07     | 0.00%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| KIRBY CORPORATION                                                         | Kirby Corporation                                                                              | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       690 | NS      | $76024.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                      | Kioxia Holdings Corporation                                                                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    141000 | PA      | $146622.46    | 0.00%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC                                  | Knight-Swift Transportation Holdings, Inc.                                                     | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       323 | NS      | $16886.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORP                                                              | Knowles Corporation                                                                            | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      1490 | NS      | $31930.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES INC                                                   | Kodiak Gas Services, Inc.                                                                      | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       934 | NS      | $34931.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                   | Kodiak Gas Services, LLC                                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    122000 | PA      | $124587.97    | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                   | Kodiak Gas Services, LLC                                                                       | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62720.77     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KORN FERRY                                                                | Korn Ferry                                                                                     | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1374 | NS      | $90711.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                      | Kraft Heinz Foods Company                                                                      | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    209000 | PA      | $191777.36    | 0.01%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                      | Kraft Heinz Foods Company                                                                      | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    513000 | PA      | $423799.38    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                 | Kroger Company                                                                                 | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       760 | NS      | $47484.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                                                     | L Brands, Inc.                                                                                 | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    208000 | PA      | $210426.97    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                     | L Brands, Inc.                                                                                 | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    246000 | PA      | $251509.66    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCM LTD PARTNERSHIP                                                       | LCM 41, Ltd. 41A                                                                               | CUSIP: 501971AU9<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-O            | CORP              | JE        |    725000 | PA      | $723903.08    | 0.02%             | 2036-04-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                      | LHOME Mortgage Trust 2023-RTL4                                                                 | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1402742.46   | 0.04%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| LOREAL SA                                                                 | L'Oreal SA                                                                                     | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204428.48    | 0.01%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                          | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    540000 | PA      | $547886.47    | 0.02%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LSI INDUSTRIES INC.                                                       | LSI Industries, Inc.                                                                           | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |       286 | NS      | $5239.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                 | L3Harris Technologies, Inc.                                                                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1303 | NS      | $382521.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                         | LYB International Finance III, LLC                                                             | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64237.45     | 0.00%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LABCORP HOLDINGS INC                                                      | Labcorp Holdings, Inc.                                                                         | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1281 | NS      | $321377.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAPITAL CORP                                                       | Ladder Capital Corporation                                                                     | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |      1105 | NS      | $12143.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                                                  | Lam Research Corporation                                                                       | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     11310 | NS      | $1936045.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                                                      | Lamar Advertising Company                                                                      | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |        62 | NS      | $7847.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                  | Lamb Weston Holdings, Inc.                                                                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       923 | NS      | $38664.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                  | Lamb Weston Holdings, Inc.                                                                     | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    139000 | PA      | $134456.88    | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                  | Lamb Weston Holdings, Inc.                                                                     | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128611.40    | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARZETTI CO                                                               | Marzetti Company                                                                               | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       413 | NS      | $67905.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL ENERGY INC                                                          | Crescent Energy Finance, LLC                                                                   | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    181000 | PA      | $180657.15    | 0.01%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                          | Crescent Energy Finance, LLC                                                                   | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    198000 | PA      | $195086.22    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                      | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127493.01    | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                      | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    566000 | PA      | $580317.05    | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORPORATION                                         | Lattice Semiconductor Corporation                                                              | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      6845 | NS      | $503655.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION INC                                                    | Laureate Education, Inc.                                                                       | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      7960 | NS      | $268013.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST                                      | Laurel Road Prime Student Loan Trust 2018-D                                                    | CUSIP: 51889BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    476953 | PA      | $455755.84    | 0.01%             | 2043-11-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| LAZARD INC                                                                | Lazard, Inc.                                                                                   | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |      1957 | NS      | $95031.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORPORATION                                                          | Lear Corporation                                                                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       309 | NS      | $35411.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS INC                                                       | Leidos Holdings, Inc.                                                                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       772 | NS      | $139268.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR INC                                                     | LeMaitre Vascular, Inc.                                                                        | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      1650 | NS      | $133815.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGCLUB CORP                                                          | LendingClub Corporation                                                                        | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      1208 | NS      | $22879.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                                        | Lennar Corporation                                                                             | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390664.24    | 0.01%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                     | Level 3 Financing, Inc.                                                                        | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61834.97     | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                                                     | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126425.00    | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                                                     | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    282000 | PA      | $288564.40    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                     | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    277000 | PA      | $285468.43    | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                     | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    124000 | PA      | $126973.85    | 0.00%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                  | Liberty Mutual Group, Inc.                                                                     | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72967.19     | 0.00%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                        | Liberty Media Corporation-Liberty Formula One                                                  | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       307 | NS      | $30242.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME GROUP HOLDINGS INC                                              | Life Time Group Holdings, Inc.                                                                 | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2515 | NS      | $66848.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME INC                                                             | Life Time, Inc.                                                                                | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    187000 | PA      | $191583.56    | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                      | LifePoint Health, Inc.                                                                         | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118436.23    | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                      | LifePoint Health, Inc.                                                                         | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    167000 | PA      | $183138.03    | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                       | Lightning Power, LLC                                                                           | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    235000 | PA      | $249887.49    | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                     | Eli Lilly & Company                                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      9647 | NS      | $10367437.96  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                                     | Eli Lilly & Company                                                                            | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    401000 | PA      | $361602.12    | 0.01%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                     | Eli Lilly & Company                                                                            | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165140.80    | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                     | Eli Lilly & Company                                                                            | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    345000 | PA      | $349777.49    | 0.01%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LIMBACH HOLDINGS INC                                                      | Limbach Holdings, Inc.                                                                         | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |      2698 | NS      | $210039.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC                                             | Lincoln Electric Holdings, Inc.                                                                | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       553 | NS      | $132520.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                              | Lincoln National Corporation                                                                   | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      1277 | NS      | $56864.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                              | Lincoln National Corporation                                                                   | CUSIP: 534187BM0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    970000 | PA      | $879435.06    | 0.03%             | 2030-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                  | Lindblad Expeditions, LLC                                                                      | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    123000 | PA      | $128311.14    | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                         | Lithia Motors, Inc.                                                                            | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       145 | NS      | $48187.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                                                         | Lithia Motors, Inc.                                                                            | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58910.54     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LITTELFUSE INC                                                            | Littelfuse, Inc.                                                                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       375 | NS      | $94845.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                             | Live Nation Entertainment, Inc.                                                                | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145295.37    | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                  | Lloyds Banking Group plc                                                                       | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    802000 | PA      | $831487.64    | 0.03%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                  | Lloyds Banking Group plc                                                                       | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $299064.12    | 0.01%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                               | Lockheed Martin Corporation                                                                    | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    284000 | PA      | $315979.44    | 0.01%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LOEWS CORPORATION                                                         | Loews Corporation                                                                              | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        99 | NS      | $10425.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                     | Long Ridge Energy, LLC                                                                         | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    323000 | PA      | $343814.44    | 0.01%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LOUISIANA PACIFIC CORP                                                    | Louisiana-Pacific Corporation                                                                  | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       590 | NS      | $47648.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COMPANIES INC                                                       | Lowe's Companies, Inc.                                                                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1405 | NS      | $338829.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COMPANIES INC                                                       | Lowe's Companies, Inc.                                                                         | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    657000 | PA      | $602750.59    | 0.02%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                                       | Lowe's Companies, Inc.                                                                         | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    536000 | PA      | $519657.42    | 0.02%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LULULEMON ATHLETICA INC                                                   | Lululemon Athletica, Inc.                                                                      | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       163 | NS      | $33873.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                    | Lumen Technologies, Inc.                                                                       | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      5120 | NS      | $39782.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                    | Lumen Technologies, Inc.                                                                       | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     69709 | PA      | $69216.16     | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                     | Lumentum Holdings, Inc.                                                                        | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       119 | NS      | $43862.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LYFT INC                                                                  | Lyft, Inc.                                                                                     | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      1026 | NS      | $19873.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                                      | M&T Bank Corporation                                                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1028 | NS      | $207121.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                                               | MGIC Investment Corporation                                                                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     22605 | NS      | $660518.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                 | MGM Resorts International                                                                      | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       338 | NS      | $12333.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                 | MGM Resorts International                                                                      | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132034.19    | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                 | MGM Resorts International                                                                      | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    137000 | PA      | $140790.81    | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                             | M/I Homes, Inc.                                                                                | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       112 | NS      | $14330.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                                                       | MKS, Inc.                                                                                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       693 | NS      | $110741.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                   | MPLX, LP                                                                                       | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73493.17     | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                   | MPLX, LP                                                                                       | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    202000 | PA      | $202949.24    | 0.01%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                   | MPLX, LP                                                                                       | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    432000 | PA      | $436536.30    | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                              | MPT Operating Partnership, LP/MPT Finance Corporation                                          | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $150578.61    | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                  | MSCI, Inc.                                                                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       143 | NS      | $82043.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                   | MACOM Technology Solutions Holdings, Inc.                                                      | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $12674.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACERICH COMPANY (THE)                                                    | Macerich Company                                                                               | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      2053 | NS      | $37898.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE BANK LTD                                                        | Macquarie Bank, Ltd.                                                                           | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    582000 | PA      | $589893.11    | 0.02%             | 2036-08-13      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                         | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    127000 | PA      | $133082.85    | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                         | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $309184.52    | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACYS INC                                                                 | Macy's, Inc.                                                                                   | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      1910 | NS      | $42115.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                 | Macy's Retail Holdings, LLC                                                                    | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $134310.08    | 0.00%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                 | Macy's Retail Holdings, LLC                                                                    | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $65717.33     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP (PRE-REINCORPORATION)                   | Madison Square Garden Sports Corporation                                                       | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $19398.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                  | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    137000 | PA      | $120261.34    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                  | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    122000 | PA      | $80379.70     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                  | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    544000 | PA      | $382840.00    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                  | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    528000 | PA      | $510998.36    | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC                                                    | Michaels Companies, Inc.                                                                       | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     82000 | PA      | $78831.33     | 0.00%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                              | Magnera Corporation                                                                            | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    153000 | PA      | $150193.98    | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC                                                               | Magnite, Inc.                                                                                  | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      1902 | NS      | $30869.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATES INC                                                  | Manhattan Associates, Inc.                                                                     | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       132 | NS      | $22876.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPLEBEAR INC                                                             | Maplebear, Inc.                                                                                | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3088 | NS      | $138898.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                   | Marathon Petroleum Corporation                                                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1386 | NS      | $225405.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC                                                  | MarketAxess Holdings, Inc.                                                                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       352 | NS      | $63800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                            | Marriott Ownership Resorts, Inc.                                                               | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    490000 | PA      | $470059.74    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                            | Marsh & McLennan Companies, Inc.                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       467 | NS      | $86637.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                            | Marsh & McLennan Companies, Inc.                                                               | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    201000 | PA      | $195014.24    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                | Marriott International, Inc./MD                                                                | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205964.81    | 0.01%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                             | Martin Marietta Materials, Inc.                                                                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       545 | NS      | $339349.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                             | Martin Marietta Materials, Inc.                                                                | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    249000 | PA      | $254055.88    | 0.01%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                    | Marvell Technology, Inc.                                                                       | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3123 | NS      | $265392.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                    | Marvell Technology, Inc.                                                                       | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $135785.95    | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                | Masco Corporation                                                                              | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     10370 | NS      | $658080.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE CO                                    | Massachusetts Mutual Life Insurance Company                                                    | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $596998.67    | 0.02%             | 2061-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MASTEC INC.                                                               | MasTec, Inc.                                                                                   | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       129 | NS      | $28040.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                            | Mastercard, Inc.                                                                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      5194 | NS      | $2965150.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                                                      | Matador Resources Company                                                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      1531 | NS      | $64975.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                               | Match Group Holdings II, LLC                                                                   | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    278000 | PA      | $263130.11    | 0.01%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                               | Match Group Holdings II, LLC                                                                   | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125484.91    | 0.00%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP INC                                                           | Match Group, Inc.                                                                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     12708 | NS      | $410341.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                                                        | Mattamy Group Corporation                                                                      | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    151000 | PA      | $149658.41    | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                | Mattel, Inc.                                                                                   | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      5623 | NS      | $111560.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                                 | McGraw-Hill Education, Inc.                                                                    | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    389000 | PA      | $391008.41    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAXIMUS INC                                                               | Maximus, Inc.                                                                                  | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       272 | NS      | $23479.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY INCORPORATED                                          | McCormick & Company, Inc.                                                                      | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       755 | NS      | $51423.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFRA TRUST                                                                | MFA Trust 2024-NPL1                                                                            | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1066485 | PA      | $1067977.89   | 0.03%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                                     | McDonald's Corporation                                                                         | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1640 | NS      | $501233.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORPORATION                                                     | McDonald's Corporation                                                                         | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    590000 | PA      | $504669.99    | 0.02%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCGRATH RENTCORP                                                          | McGrath RentCorp                                                                               | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |       830 | NS      | $87091.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST INC                                              | Medical Properties Trust, Inc.                                                                 | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      1910 | NS      | $9550.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                                       | Medline Borrower, LP/Medline Co-Issuer, Inc.                                                   | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $161266.76    | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDPACE HOLDINGS INC                                                      | Medpace Holdings, Inc.                                                                         | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      1660 | NS      | $932339.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                 | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    191000 | PA      | $189053.01    | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                 | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    335000 | PA      | $352355.53    | 0.01%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                 | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    249000 | PA      | $249637.83    | 0.01%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE TRUST                                   | Mello Mortgage Capital Acceptance 2021-INV2                                                    | CUSIP: 58549XAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1933821 | PA      | $1613683.09   | 0.05%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                          | MercadoLibre, Inc.                                                                             | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396035.49    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCANTILE BANK CORPORATION                                               | Mercantile Bank Corporation                                                                    | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1018 | NS      | $48965.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCER INTERNATIONAL INC.                                                 | Mercer International, Inc.                                                                     | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    157000 | PA      | $100130.47    | 0.00%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                            | Merck & Company, Inc.                                                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      5656 | NS      | $595350.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                            | Merck & Company, Inc.                                                                          | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    486000 | PA      | $479505.70    | 0.01%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                                                 | Merit Medical Systems, Inc.                                                                    | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      3078 | NS      | $271294.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                                                       | Meritage Homes Corporation                                                                     | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    446000 | PA      | $455667.68    | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| MERRILL LYNCH ALTERNATIVE NOTE ASSET                                      | Merrill Lynch Alternative Note Asset Trust 2007-F1                                             | CUSIP: 59023YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    184044 | PA      | $57562.40     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                                      | Methanex Corporation                                                                           | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $29500.02     | 0.00%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                                      | Methanex Corporation                                                                           | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    129000 | PA      | $130177.13    | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                | Methanex US Operations, Inc.                                                                   | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $136946.19    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                               | MetLife, Inc.                                                                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      3302 | NS      | $260659.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC                                          | Mettler-Toledo International, Inc.                                                             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       177 | NS      | $246771.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                                     | Microsoft Corporation                                                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     75998 | NS      | $36754152.76  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                         | Microchip Technology, Inc.                                                                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       585 | NS      | $37276.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                         | Microchip Technology, Inc.                                                                     | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103995.09    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                     | Micron Technology, Inc.                                                                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     10637 | NS      | $3035906.17   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                     | Micron Technology, Inc.                                                                        | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    121000 | PA      | $127188.38    | 0.00%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                | MidAmerican Energy Company                                                                     | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    589000 | PA      | $605907.76    | 0.02%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORPORATION (THE)                                                | Middleby Corporation                                                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       604 | NS      | $89796.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER COMPANY                                                   | Middlesex Water Company                                                                        | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       458 | NS      | $23092.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                   | Millrose Properties, Inc.                                                                      | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33437 | NS      | $998763.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                   | Millrose Properties, Inc.                                                                      | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $157576.50    | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                   | Millrose Properties, Inc.                                                                      | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $119060.04    | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                     | Mineral Resources, Ltd.                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     87000 | PA      | $90474.62     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                     | Mineral Resources, Ltd.                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    211000 | PA      | $221444.57    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                     | Mineral Resources, Ltd.                                                                        | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     49000 | PA      | $51097.41     | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                                                | Minerals Technologies, Inc.                                                                    | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       579 | NS      | $35290.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRUM PHARMACEUTICALS INC                                                 | Mirum Pharmaceuticals, Inc.                                                                    | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |       926 | NS      | $73144.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                | Mizuho Financial Group, Inc.                                                                   | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    302000 | PA      | $310593.27    | 0.01%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| MODINE MANUFACTURING COMPANY                                              | Modine Manufacturing Company                                                                   | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      1368 | NS      | $182641.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                     | Mohawk Industries, Inc.                                                                        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      1426 | NS      | $155861.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                     | Molina Healthcare, Inc.                                                                        | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     73000 | PA      | $71791.52     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                  | Molson Coors Beverage Company                                                                  | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       603 | NS      | $28148.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGODB INC                                                               | MongoDB, Inc.                                                                                  | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        79 | NS      | $33155.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                                              | Monolithic Power Systems, Inc.                                                                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       980 | NS      | $888232.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP                                                     | Monster Beverage Corporation                                                                   | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      3819 | NS      | $292802.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORPORATION                                                        | Moody's Corporation                                                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2281 | NS      | $1165248.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                                                  | Moog, Inc.                                                                                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1577 | NS      | $384078.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                            | Morgan Stanley Capital I Trust 2020-HR8                                                        | CUSIP: 61692BBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13046613 | PA      | $830178.18    | 0.03%             | 2053-07-15      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | Morgan Stanley                                                                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     16853 | NS      | $2991913.09   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                            | Morgan Stanley                                                                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    409000 | PA      | $397394.41    | 0.01%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    939000 | PA      | $955150.80    | 0.03%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    535000 | PA      | $547042.61    | 0.02%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    535000 | PA      | $550815.30    | 0.02%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    379000 | PA      | $402746.86    | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | Morgan Stanley                                                                                 | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208997.05    | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORNINGSTAR INC                                                           | Morningstar, Inc.                                                                              | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      1601 | NS      | $347913.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                            | Morgan Stanley Residential Mortgage Loan Trust 2023-NQM1                                       | CUSIP: 61775VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $505639.25    | 0.02%             | 2068-09-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO/THE                                                             | Mosaic Company                                                                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      4551 | NS      | $109633.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO/THE                                                             | Mosaic Company                                                                                 | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    509000 | PA      | $510005.44    | 0.02%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HOLDINGS INC                                         | Moss Creek Resources Holdings, Inc.                                                            | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60322.50     | 0.00%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                    | Motorola Solutions, Inc.                                                                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      3969 | NS      | $1521397.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                                                    | Mueller Industries, Inc.                                                                       | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       603 | NS      | $69224.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WATER PRODUCTS INC                                                | Mueller Water Products, Inc.                                                                   | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      7512 | NS      | $178935.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WATER PRODUCTS INC                                                | Mueller Water Products, Inc.                                                                   | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    232000 | PA      | $225608.77    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                       | Mozart Debt Merger Sub, Inc.                                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    189000 | PA      | $184522.41    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                       | Mozart Debt Merger Sub, Inc.                                                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    392000 | PA      | $394119.15    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MUVICO LLC                                                                | Muvico, LLC                                                                                    | CUSIP: 62844JAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106444 | PA      | $115460.17    | 0.00%             | 2029-02-19      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| MYRIAD GENETICS INC                                                       | Myriad Genetics, Inc.                                                                          | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      1060 | NS      | $6519.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC                                                           | NBT Bancorp, Inc.                                                                              | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1331 | NS      | $55263.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN CO LTD                                                                | NBN Company, Ltd.                                                                              | CUSIP: 62878U2K7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    334000 | PA      | $332353.33    | 0.01%             | 2030-09-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                            | NCR Voyix Corporation                                                                          | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105244.55    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                            | NCR Voyix Corporation                                                                          | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    123000 | PA      | $122134.36    | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                       | NCL Corporation, Ltd.                                                                          | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $358372.82    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                       | NCL Corporation, Ltd.                                                                          | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    183000 | PA      | $182307.60    | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                       | NCL Corporation, Ltd.                                                                          | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    153000 | PA      | $152935.57    | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS INC                                                          | NMI Holdings, Inc.                                                                             | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      5288 | NS      | $215697.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                  | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                       | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $112100.14    | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                  | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                       | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228000 | PA      | $236108.82    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                            | NRG Energy, Inc.                                                                               | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195525.14    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                            | NRG Energy, Inc.                                                                               | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110030.88    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                            | NRG Energy, Inc.                                                                               | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109118.49    | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                            | NRG Energy, Inc.                                                                               | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109890.61    | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                            | NRG Energy, Inc.                                                                               | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60701.39     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                            | NRG Energy, Inc.                                                                               | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    370000 | PA      | $373762.90    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                   | NVR, Inc.                                                                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        44 | NS      | $320881.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV                                                                    | NXP BV/NXP Funding, LLC                                                                        | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    475000 | PA      | $492106.99    | 0.01%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                    | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    475000 | PA      | $360139.08    | 0.01%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                    | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    476000 | PA      | $476775.36    | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                   | NOV, Inc.                                                                                      | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |       835 | NS      | $13051.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES INC                                                     | Nabors Industries, Inc.                                                                        | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    259000 | PA      | $270800.04    | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                     | Nabors Industries, Inc.                                                                        | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    181000 | PA      | $177900.64    | 0.01%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES INC                                           | Napco Security Technologies, Inc.                                                              | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      2951 | NS      | $123056.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                                                | Nasdaq, Inc.                                                                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     14878 | NS      | $1445100.14   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                                                | Nasdaq, Inc.                                                                                   | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    575000 | PA      | $398062.98    | 0.01%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATERA INC                                                                | Natera, Inc.                                                                                   | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      1446 | NS      | $331264.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORP                                               | National Bank Holdings Corporation                                                             | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       960 | NS      | $36489.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL COLLEGIATE                                                       | National Collegiate Trust 2007-A                                                               | CUSIP: 63543YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290251 | PA      | $284463.68    | 0.01%             | 2031-05-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                 | National Fuel Gas Company                                                                      | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       263 | NS      | $21055.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTH INVESTORS INC.                                            | National Health Investors, Inc.                                                                | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       118 | NS      | $9011.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT INC                                                              | NNN REIT, Inc.                                                                                 | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       272 | NS      | $10779.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR ATLEOS CORP                                                           | NCR Atleos Corporation                                                                         | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    108000 | PA      | $117220.61    | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                         | NatWest Group plc                                                                              | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    758000 | PA      | $795837.47    | 0.02%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                              | Navient Corporation                                                                            | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78169.18     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                              | Navient Corporation                                                                            | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83383.11     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                      | Neptune Bidco US, Inc.                                                                         | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    256000 | PA      | $256437.44    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                      | Neptune Bidco US, Inc.                                                                         | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93306.03     | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                     | Nesco Holdings II, Inc.                                                                        | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95550.50     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                | NetApp, Inc.                                                                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      2749 | NS      | $294390.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                               | Netflix, Inc.                                                                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     79402 | NS      | $7444731.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT CORP                                                            | NetSTREIT Corporation                                                                          | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |      2737 | NS      | $48280.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                                | Neurocrine Biosciences, Inc.                                                                   | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1931 | NS      | $273873.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPER ENERGY INC                                                          | Viper Energy, Inc.                                                                             | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $6219.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ENTERPRISE STONE & LIME CO INC                                        | New Enterprise Stone and Lime Company, Inc.                                                    | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    258000 | PA      | $257783.98    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW HOME COMPANY INC                                                      | New Home Company, Inc.                                                                         | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    126000 | PA      | $129761.48    | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                                          | New Jersey Resources Corporation                                                               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      3265 | NS      | $150581.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                                                        | Rithm Capital Corporation                                                                      | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      5384 | NS      | $58685.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                                                        | Rithm Capital Corporation                                                                      | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61602.06     | 0.00%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                        | Rithm Capital Corporation                                                                      | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    126000 | PA      | $128855.55    | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                       | New Residential Mortgage Loan Trust 2021-INV2                                                  | CUSIP: 64831GAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3612912 | PA      | $3018192.08   | 0.09%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR FINANCIAL INC                                                    | Flagstar Bank NA                                                                               | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |       576 | NS      | $7251.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES COMPANY (THE)                                              | New York Times Company                                                                         | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      3532 | NS      | $245191.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                                         | Newell Brands, Inc.                                                                            | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    121000 | PA      | $100976.26    | 0.00%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                         | Newell Brands, Inc.                                                                            | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    134000 | PA      | $134729.81    | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                         | Newell Brands, Inc.                                                                            | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    193000 | PA      | $192297.25    | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                         | Newell Brands, Inc.                                                                            | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112304.59    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NEWMARKET CORP                                                            | NewMarket Corporation                                                                          | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        23 | NS      | $15806.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                                       | Newmont Corporation                                                                            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      8585 | NS      | $857212.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK INTERNATIONAL INC                                                     | NPK International, Inc.                                                                        | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      9859 | NS      | $117519.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                                                 | News Corporation, Class A                                                                      | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     15684 | NS      | $409666.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTRACKER LLC                                                            | Nextpower, Inc.                                                                                | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1470 | NS      | $128051.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                                                         | Nexstar Media, Inc.                                                                            | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198548.96    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                       | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166639.92    | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                       | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    412000 | PA      | $416529.12    | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                                    | XPLR Infrastructure, LP                                                                        | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |      1490 | NS      | $14900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                              | NiSource, Inc.                                                                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      2567 | NS      | $107197.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                              | NiSource, Inc.                                                                                 | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66283.07     | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                              | NiSource, Inc.                                                                                 | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128829.03    | 0.00%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                              | NiSource, Inc.                                                                                 | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    675000 | PA      | $670319.89    | 0.02%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                       | Nissan Motor Company, Ltd.                                                                     | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    254000 | PA      | $239395.18    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                       | Nissan Motor Acceptance Company, LLC                                                           | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240676.32    | 0.01%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                       | Nissan Motor Acceptance Company, LLC                                                           | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240033.51    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                 | Nokia Oyj ADR                                                                                  | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     21767 | NS      | $140832.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE FINANCE II LLC                                                      | Noble Finance II, LLC                                                                          | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $276351.04    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                       | Nomura Holdings, Inc.                                                                          | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    487000 | PA      | $513995.61    | 0.02%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NORDSON CORPORATION                                                       | Nordson Corporation                                                                            | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        33 | NS      | $7934.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORPORATION                                                       | Nordson Corporation                                                                            | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    512000 | PA      | $530086.60    | 0.02%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                              | Norfolk Southern Corporation                                                                   | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    408000 | PA      | $416719.22    | 0.01%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHEAST BANK                                                            | Northeast Bank                                                                                 | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |       155 | NS      | $16109.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHEAST COMMUNITY BANCORP INC                                           | Northeast Community Bancorp, Inc.                                                              | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |      1116 | NS      | $25232.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                  | Northern Oil and Gas, Inc.                                                                     | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    193000 | PA      | $194851.84    | 0.01%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| NORTHERN TRUST CORPORATION                                                | Northern Trust Corporation                                                                     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1577 | NS      | $215402.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP INC                                                    | Northfield Bancorp, Inc.                                                                       | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2246 | NS      | $25671.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                     | Northrop Grumman Corporation                                                                   | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    935000 | PA      | $747648.00    | 0.02%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NORTHWEST BANCSHARES INC                                                  | Northwest Bancshares, Inc.                                                                     | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13294 | NS      | $159528.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORPORATION                                                  | Northwestern Energy Group, Inc.                                                                | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       766 | NS      | $49437.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                                           | Gen Digital, Inc.                                                                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       914 | NS      | $24851.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                                           | Gen Digital, Inc.                                                                              | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    163000 | PA      | $168319.51    | 0.01%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                           | Gen Digital, Inc.                                                                              | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68061.25     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC                               | Brundage-Bone Concrete Pumping Holdings, Inc.                                                  | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $116339.17    | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                                | AMSR Trust 2021-SFR4                                                                           | CUSIP: 66982FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1379000 | PA      | $1348514.03   | 0.04%             | 2038-12-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                     | Novartis Capital Corporation                                                                   | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    375000 | PA      | $334289.33    | 0.01%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                              | Novelis Corporation                                                                            | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130410.06    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                              | Novelis Corporation                                                                            | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145834.08    | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVANTA INC                                                               | Novanta, Inc.                                                                                  | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       892 | NS      | $106139.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW INC                                                                  | DNOW, Inc.                                                                                     | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      2183 | NS      | $28924.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                                                         | Nucor Corporation                                                                              | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2649 | NS      | $432078.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                                        | NVIDIA Corporation                                                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    260966 | NS      | $48670159.00  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORPORATION                                                    | OGE Energy Corporation                                                                         | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |        73 | NS      | $3117.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                                                             | O-I Glass, Inc.                                                                                | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       956 | NS      | $14110.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                    | O'Reilly Automotive, Inc.                                                                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     16189 | NS      | $1476598.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                                               | OFG Bancorp                                                                                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      3851 | NS      | $157813.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                                                  | OBX Trust 2022-NQM3                                                                            | CUSIP: 67116KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1332138.92   | 0.04%             | 2062-01-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| OAK STREET INVESTMENT GRADE NET LEASE FUND                                | Oak Street Investment 2020-1A                                                                  | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1407354 | PA      | $1279875.52   | 0.04%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                         | Chord Energy Corporation                                                                       | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       420 | NS      | $38934.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                          | Occidental Petroleum Corporation                                                               | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       356 | NS      | $14638.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC.                                            | Oceaneering International, Inc.                                                                | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |       198 | NS      | $4757.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                | Samsung Electronics Company, Ltd.                                                              | CUSIP: 700593000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      7326 | NS      | $614027.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION INSURANCE INC                                               | Constellation Insurance, Inc.                                                                  | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151030.68    | 0.00%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                      | OI European Group BV                                                                           | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    278000 | PA      | $268997.64    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC                                             | Old Dominion Freight Line, Inc.                                                                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1997 | NS      | $313129.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP                                                      | Old National Bancorp                                                                           | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     14466 | NS      | $322736.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION                                    | Old Republic International Corporation                                                         | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     10658 | NS      | $486431.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD SECOND BANCORP INC.                                                   | Old Second Bancorp, Inc.                                                                       | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      8353 | NS      | $162883.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                                                 | Olin Corporation                                                                               | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88329.72     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                             | Olympus Water US Holding Corporation                                                           | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    151000 | PA      | $151746.18    | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                         | Omnicom Group, Inc.                                                                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       220 | NS      | $17765.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                            | Omega Healthcare Investors, Inc.                                                               | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       210 | NS      | $9311.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                            | Omega Healthcare Investors, Inc.                                                               | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    774000 | PA      | $749396.01    | 0.02%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                            | Omega Healthcare Investors, Inc.                                                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    186000 | PA      | $189289.04    | 0.01%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                              | ON Semiconductor Corporation                                                                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       464 | NS      | $25125.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIS FUNDING TRUST                                                       | Omnis Funding Trust                                                                            | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $359788.97    | 0.01%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                         | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     92000 | PA      | $90689.17     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                         | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    203000 | PA      | $201720.06    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                         | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    138000 | PA      | $141668.25    | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                         | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    236000 | PA      | $240291.90    | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                 | ONEOK, Inc.                                                                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       976 | NS      | $71736.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                                 | ONEOK, Inc.                                                                                    | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402125.38    | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                 | ONEOK, Inc.                                                                                    | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    352000 | PA      | $328041.45    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                 | ONEOK, Inc.                                                                                    | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $226745.49    | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEMAIN HOLDINGS INC                                                      | OneMain Holdings, Inc.                                                                         | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      2256 | NS      | $152392.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | OneMain Finance Corporation                                                                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    121000 | PA      | $119819.04    | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | OneMain Finance Corporation                                                                    | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165686.45    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | OneMain Finance Corporation                                                                    | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133498.95    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | OneMain Finance Corporation                                                                    | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    538000 | PA      | $558939.19    | 0.02%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONE SKY FLIGHT LLC                                                        | OneSky Flight, LLC                                                                             | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    228000 | PA      | $243990.81    | 0.01%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                            | 1261229 B.C., Ltd.                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    239000 | PA      | $248564.04    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONTO INNOVATION INC                                                       | Onto Innovation, Inc.                                                                          | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      2503 | NS      | $395123.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT INC                                                             | Open Text Holdings, Inc.                                                                       | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $247557.73    | 0.01%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                              | FiberCop SPA                                                                                   | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    319000 | PA      | $302202.86    | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                        | Oracle Corporation                                                                             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     17637 | NS      | $3437627.67   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                                        | Oracle Corporation                                                                             | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $877579.40    | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                        | Oracle Corporation                                                                             | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    536000 | PA      | $529634.90    | 0.02%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                        | Oracle Corporation                                                                             | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194729.69    | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                        | Oracle Corporation                                                                             | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    288000 | PA      | $278041.54    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                        | Oracle Corporation                                                                             | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    311000 | PA      | $280871.51    | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                    | Option Care Health, Inc.                                                                       | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       232 | NS      | $7391.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE COUNTY BANCORP INC                                                 | Orange County Bancorp, Inc.                                                                    | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       927 | NS      | $26465.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN BANCORP INC                                                        | Origin Bancorp, Inc.                                                                           | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |       722 | NS      | $27154.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO                                                              | Organon & Company/Organon Foreign Debt Co-Issuer BV                                            | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $286555.48    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| ORRSTOWN FINANCIAL SERVICES INC                                           | Orrstown Financial Services, Inc.                                                              | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      2940 | NS      | $104134.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                                              | Oshkosh Corporation                                                                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       609 | NS      | $76508.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                       | Otis Worldwide Corporation                                                                     | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      3783 | NS      | $330445.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OTTER TAIL CORP                                                           | Otter Tail Corporation                                                                         | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       662 | NS      | $53496.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC                                                        | Outfront Media, Inc.                                                                           | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      8733 | NS      | $210465.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                                | Outfront Media Capital, LLC/Outfront Media Capital Corporation                                 | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $176682.73    | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                                               | Ovintiv, Inc.                                                                                  | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      2677 | NS      | $104911.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                        | Owens-Brockway Glass Container, Inc.                                                           | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    168000 | PA      | $168596.57    | 0.01%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                        | Owens-Brockway Glass Container, Inc.                                                           | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106523.87    | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                             | Owens Corning, Inc.                                                                            | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       392 | NS      | $43868.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                               | Blue Owl Credit Income Corporation                                                             | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    670000 | PA      | $667363.96    | 0.02%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                          | Blue Owl Technology Finance Corporation                                                        | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    485000 | PA      | $496052.66    | 0.02%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PBF HOLDING COMPANY LLC                                                   | PBF Holding Company, LLC/PBF Finance Corporation                                               | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $216916.41    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC                                                   | PBF Holding Company, LLC/PBF Finance Corporation                                               | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $66449.64     | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PCB BANCORP                                                               | PCB Bancorp                                                                                    | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      1049 | NS      | $22710.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                                          | PG&E Corporation                                                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     35376 | NS      | $568492.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                                          | PG&E Corporation                                                                               | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98725.82     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                    | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       281 | NS      | $58653.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                    | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254985.70    | 0.01%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                        | PPG Industries, Inc.                                                                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       662 | NS      | $67828.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                                        | PPL Electric Utilities Corporation                                                             | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    440000 | PA      | $356943.44    | 0.01%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                   | PPL Capital Funding, Inc.                                                                      | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    470000 | PA      | $481326.29    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                             | PRA Group, Inc.                                                                                | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    208000 | PA      | $212521.09    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                   | PTC, Inc.                                                                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      1053 | NS      | $183443.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC                                                          | PRPM, LLC 2024-RPL2                                                                            | CUSIP: 69381DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1248531.31   | 0.04%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                                      | PRET, LLC 2025-NPL2                                                                            | CUSIP: 69392JAA7<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |   2164679 | PA      | $2170710.75   | 0.07%             | 2055-03-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                                      | PRET Trust 2025-RPL2                                                                           | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1066842 | PA      | $1043158.68   | 0.03%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                          | PRPM, LLC 2025-5                                                                               | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1344666 | PA      | $1345746.50   | 0.04%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                          | Pacific Gas and Electric Company                                                               | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    467000 | PA      | $464993.71    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                          | Pacific Gas and Electric Company                                                               | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    495000 | PA      | $510726.90    | 0.02%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                          | Pacific Gas and Electric Company                                                               | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    233000 | PA      | $241986.21    | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                 | Packaging Corporation of America                                                               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      2420 | NS      | $499076.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC                                                 | Palantir Technologies, Inc.                                                                    | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     22447 | NS      | $3989954.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PALISADES MORTGAGE LOAN TRUST                                             | Palisades Mortgage Loan Trust 2021-RTL1                                                        | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    448404 | PA      | $448404.09    | 0.01%             | 2026-06-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                            | Palmer Square Loan Funding, Ltd. 2025-1A                                                       | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $990049.00    | 0.03%             | 2033-02-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| PALOMAR HOLDINGS INC                                                      | Palomar Holdings, Inc.                                                                         | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       267 | NS      | $35980.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                               | Ovintiv, Inc.                                                                                  | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    453000 | PA      | $500102.11    | 0.02%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARK HOTELS & RESORTS INC                                                 | Park Hotels & Resorts, Inc.                                                                    | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      4460 | NS      | $46651.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                            | Park Intermediate Holdings, LLC/PK Domestic Property, LLC/PK Finance Co-Issuer, Inc.           | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $357392.74    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK NATIONAL CORPORATION                                                 | Park National Corporation                                                                      | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |        17 | NS      | $2587.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKE BANCORP INC                                                         | Parke Bancorp, Inc.                                                                            | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |       280 | NS      | $7011.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                                               | Parker-Hannifin Corporation                                                                    | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      5510 | NS      | $4843069.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                               | Paychex, Inc.                                                                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       399 | NS      | $44759.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                               | Paychex, Inc.                                                                                  | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     98000 | PA      | $102634.91    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYLOCITY HOLDING CORP                                                    | Paylocity Holding Corporation                                                                  | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        98 | NS      | $14945.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYMENTUS HOLDINGS INC                                                    | Paymentus Holdings, Inc.                                                                       | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       435 | NS      | $13741.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                       | PayPal Holdings, Inc.                                                                          | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    420000 | PA      | $407496.01    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PEBBLEBROOK HOTEL TRUST                                                   | Pebblebrook Hotel Trust                                                                        | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      4076 | NS      | $46140.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC                                                           | Pegasystems, Inc.                                                                              | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      5493 | NS      | $328041.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                           | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     62000 | PA      | $65176.20     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                           | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    192000 | PA      | $201003.82    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                           | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64091.07     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PENUMBRA INC                                                              | Penumbra, Inc.                                                                                 | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      1938 | NS      | $602543.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES BANCORP INC.                                                      | Peoples Bancorp, Inc./OH                                                                       | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       977 | NS      | $29339.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES FINANCIAL SERVICES CORP                                           | Peoples Financial Services Corporation                                                         | CUSIP: 711040105<br>LEI: 254900HXI30XMTDCGJ18 | Long             | EC               | CORP              | US        |       516 | NS      | $25134.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                               | PepsiCo, Inc.                                                                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      3734 | NS      | $535903.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                | Performance Food Group, Inc.                                                                   | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    294000 | PA      | $287438.68    | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                | Performance Food Group, Inc.                                                                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    184000 | PA      | $189687.07    | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                               | Revvity, Inc.                                                                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       279 | NS      | $26993.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                                             | Permian Resources Corporation                                                                  | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      4065 | NS      | $57031.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                           | Permian Resources Operating, LLC                                                               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    247000 | PA      | $253364.20    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                              | Perrigo Finance Unlimited Company                                                              | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    227000 | PA      | $219596.49    | 0.01%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                              | Perrigo Finance Unlimited Company                                                              | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    178000 | PA      | $173383.91    | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FINANCE CORP                                        | PetSmart, LLC/PetSmart Finance Corporation                                                     | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $254421.10    | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                     | Pfizer Investment Enterprises, Private Ltd.                                                    | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    509000 | PA      | $489808.36    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                     | Pfizer Investment Enterprises, Private Ltd.                                                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $189375.27    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                | Pfizer, Inc.                                                                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     14478 | NS      | $360502.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                                | Pfizer, Inc.                                                                                   | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200460.75    | 0.01%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | Philip Morris International, Inc.                                                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4640 | NS      | $744256.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | Philip Morris International, Inc.                                                              | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    802000 | PA      | $838641.78    | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                               | Phillips 66                                                                                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       751 | NS      | $96909.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC                                                                | Phinia, Inc.                                                                                   | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    194000 | PA      | $200876.31    | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL LTD                                              | Phoenix Aviation Capital, Ltd.                                                                 | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    201000 | PA      | $214128.11    | 0.01%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC                                           | Pinnacle Financial Partners, Inc.                                                              | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      1516 | NS      | $144641.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                         | Pinnacle West Capital Corporation                                                              | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       306 | NS      | $27142.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC                                                             | Pinterest, Inc.                                                                                | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |      6436 | NS      | $166628.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COMPANIES                                                   | Piper Sandler Companies                                                                        | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       129 | NS      | $43822.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                                                          | Pitney Bowes, Inc.                                                                             | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68044.27     | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS INC                                                        | Planet Fitness, Inc.                                                                           | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |       212 | NS      | $22995.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                                              | Plexus Corporation                                                                             | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       421 | NS      | $61887.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT LOAN TRUST                                                            | PMT Loan Trust 2025-INV5                                                                       | CUSIP: 729907AM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2325000 | PA      | $2323149.30   | 0.07%             | 2056-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                            | PMT Loan Trust 2025-INV2                                                                       | CUSIP: 73015JAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2356824.03   | 0.07%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST                                                | Point Securitization Trust 2025-2                                                              | CUSIP: 73071PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599876 | PA      | $599159.25    | 0.02%             | 2055-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                                               | Popular, Inc.                                                                                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      2975 | NS      | $370447.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMP                                            | Portland General Electric Company                                                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     29342 | NS      | $1408122.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                         | Post Holdings, Inc.                                                                            | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189884.05    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                         | Post Holdings, Inc.                                                                            | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    322000 | PA      | $305271.10    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                         | Post Holdings, Inc.                                                                            | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177982.47    | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                         | Post Holdings, Inc.                                                                            | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    181000 | PA      | $181244.62    | 0.01%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POSTAL REALTY TRUST INC                                                   | Postal Realty Trust, Inc.                                                                      | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |       934 | NS      | $15074.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                       | Prairie Acquiror, LP                                                                           | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    216000 | PA      | $224515.37    | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORPORATION                                            | Precision Drilling Corporation                                                                 | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    173000 | PA      | $174948.50    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC                                          | Prestige Consumer Healthcare, Inc.                                                             | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       385 | NS      | $23750.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                                      | PRET, LLC 2025-NPL4                                                                            | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-O            | CORP              | US        |    869408 | PA      | $873651.16    | 0.03%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                                                         | Primo Brands Corporation                                                                       | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |       397 | NS      | $6490.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                             | Prime Healthcare Services, Inc.                                                                | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $316050.18    | 0.01%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                         | ADT Security Corporation                                                                       | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203401.16    | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                             | Principal Financial Group, Inc.                                                                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       447 | NS      | $39429.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                                       | Procter & Gamble Company                                                                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     12717 | NS      | $1822473.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORPORATION (THE)                                             | Progressive Corporation                                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3384 | NS      | $770604.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGYNY INC                                                               | Progyny, Inc.                                                                                  | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2962 | NS      | $76064.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                                               | Prologis, LP                                                                                   | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    340000 | PA      | $323063.61    | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US LOGISTICS FUND LP                                    | Prologis Targeted US Logistics Fund, LP                                                        | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    502000 | PA      | $516873.68    | 0.02%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US LOGISTICS FUND LP                                    | Prologis Targeted US Logistics Fund, LP                                                        | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203534.29    | 0.01%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROSPERITY BANCSHARES INC                                                 | Prosperity Bancshares, Inc.                                                                    | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464 | NS      | $32067.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                               | Protective Life Corporation                                                                    | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    483000 | PA      | $484521.72    | 0.01%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES INC.                                         | Provident Financial Services, Inc.                                                             | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |       911 | NS      | $17992.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE LOAN TRUST                                     | Provident Funding Mortgage Trust 2025-6                                                        | CUSIP: 74388TAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1197715.75   | 0.04%             | 2055-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                  | Prudential Financial, Inc.                                                                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       707 | NS      | $79806.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                  | Prudential Financial, Inc.                                                                     | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    520000 | PA      | $515246.24    | 0.02%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                        | Public Service Company of Colorado                                                             | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    624000 | PA      | $519819.35    | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                          | PRPM, LLC 2025-3                                                                               | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080018 | PA      | $1082059.94   | 0.03%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PULTE GROUP INC                                                           | PulteGroup, Inc.                                                                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       157 | NS      | $18409.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS INC                                                           | Q2 Holdings, Inc.                                                                              | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       153 | NS      | $11040.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                                     | Qnity Electronics, Inc.                                                                        | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       379 | NS      | $30945.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                                     | Qnity Electronics, Inc.                                                                        | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    307000 | PA      | $313890.92    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                                     | Qualcomm, Inc.                                                                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      8829 | NS      | $1510200.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC.                                                      | Quanta Services, Inc.                                                                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       937 | NS      | $395470.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                 | QXO Building Products, Inc.                                                                    | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    192000 | PA      | $200528.39    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                                            | Quest Diagnostics, Inc.                                                                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        59 | NS      | $10238.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                       | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $113973.05    | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                       | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $248793.84    | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                     | Quikrete Holdings, Inc.                                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    495000 | PA      | $515235.60    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                   | RHP Hotel Properties, LP/RHP Finance Corporation                                               | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64730.61     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                   | RHP Hotel Properties, LP/RHP Finance Corporation                                               | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $127715.26    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                                                  | RLI Corporation                                                                                | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      2115 | NS      | $135317.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST                                                         | RLJ Lodging Trust                                                                              | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5019 | NS      | $37391.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST LP                                                      | RLJ Lodging Trust, LP                                                                          | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    119000 | PA      | $112869.57    | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                          | Radian Group, Inc.                                                                             | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      3022 | NS      | $108761.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                    | Radiology Partners, Inc.                                                                       | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     91000 | PA      | $95062.01     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAMBUS INC                                                                | Rambus, Inc.                                                                                   | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      1594 | NS      | $146472.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                                                         | Rakuten Group, Inc.                                                                            | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $251653.59    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                         | Rakuten Group, Inc.                                                                            | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $257492.81    | 0.01%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                         | Ralph Lauren Corporation                                                                       | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       469 | NS      | $165843.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORPORATION                                               | Range Resources Corporation                                                                    | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      2024 | NS      | $71366.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGER ENERGY SERVICES INC                                                | Ranger Energy Services, Inc.                                                                   | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |       242 | NS      | $3383.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAND PARENT LLC                                                           | Rand Parent, LLC                                                                               | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $349020.76    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                                                | Rapid7, Inc.                                                                                   | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |       154 | NS      | $2340.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                            | Raven Acquisition Holdings, LLC                                                                | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $138065.69    | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                                              | Raymond James Financial, Inc.                                                                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       311 | NS      | $49943.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCO MORTGAGE LLC                                                          | RCO IX Mortgage, LLC 2025-2                                                                    | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1365557 | PA      | $1369928.50   | 0.04%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                  | RTX Corporation                                                                                | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    159000 | PA      | $174973.81    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RBC BEARINGS INC                                                          | RBC Bearings, Inc.                                                                             | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       678 | NS      | $304035.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX HOLDINGS INC                                                       | RE/MAX Holdings, Inc.                                                                          | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |       290 | NS      | $2201.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RED ROCK RESORTS INC                                                      | Red Rock Resorts, Inc.                                                                         | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       228 | NS      | $14124.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REDDIT INC                                                                | Reddit, Inc.                                                                                   | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |      1445 | NS      | $332162.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                                                        | Regal Rexnord Corporation                                                                      | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       138 | NS      | $19364.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                                                        | Regal Rexnord Corporation                                                                      | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    670000 | PA      | $671284.32    | 0.02%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS CORPORATION                                               | Regency Centers Corporation                                                                    | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       362 | NS      | $24988.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS LP                                                        | Regency Centers, LP                                                                            | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    370000 | PA      | $380397.10    | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGENXBIO INC                                                             | REGENXBIO, Inc.                                                                                | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      1161 | NS      | $16718.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                    | Regions Financial Corporation                                                                  | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       879 | NS      | $23820.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                          | Reinsurance Group of America, Inc.                                                             | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       520 | NS      | $105799.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INC                                                              | Reliance, Inc.                                                                                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        47 | NS      | $13576.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RENASANT CORP                                                             | Renasant Corporation                                                                           | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |       169 | NS      | $5952.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TRUST                                        | Renaissance Home Equity Loan Trust 2006-3                                                      | CUSIP: 75971EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2167539 | PA      | $660289.03    | 0.02%             | 2036-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORPORATION                                                      | Repligen Corporation                                                                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      2713 | NS      | $444552.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                                     | Republic Services, Inc.                                                                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2484 | NS      | $526434.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                            | Residential Accredit Loans, Inc. Trust 2005-QS10                                               | CUSIP: 761118CW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    382146 | PA      | $341220.40    | 0.01%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESMED INC                                                                | ResMed, Inc.                                                                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        58 | NS      | $13970.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO FUNDING INC                                                       | Resideo Funding, Inc.                                                                          | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276353.91    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC                                               | Resorts World Las Vegas, LLC/RWLV Capital, Inc.                                                | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $89127.06     | 0.00%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY INC                                             | Rexford Industrial Realty, Inc.                                                                | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |       817 | NS      | $31634.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RGA GLOBAL FUNDING                                                        | RGA Global Funding                                                                             | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    245000 | PA      | $254822.40    | 0.01%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                           | RingCentral, Inc.                                                                              | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    359000 | PA      | $380570.08    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROBERT HALF INC                                                           | Robert Half, Inc.                                                                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      1884 | NS      | $51169.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINHOOD MARKETS INC                                                     | Robinhood Markets, Inc.                                                                        | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     25177 | NS      | $2847518.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX CORP (PRE-REINCORPORATION)                                         | ROBLOX Corporation                                                                             | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      3644 | NS      | $295273.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDINGS INC                                                        | Roche Holdings, Inc.                                                                           | CUSIP: 771196CU4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348344.95    | 0.01%             | 2035-12-02      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDINGS LLC                                            | TGNR Intermediate Holdings, LLC                                                                | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178241.69    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                      | Rocket Companies, Inc.                                                                         | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $197054.99    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                      | Rocket Companies, Inc.                                                                         | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $138205.96    | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                      | Rocket Companies, Inc.                                                                         | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $68379.92     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                       | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $80831.36     | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                       | Rocket Software, Inc.                                                                          | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164985.10    | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                              | Rockies Express Pipeline, LLC                                                                  | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    227000 | PA      | $226503.80    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                                   | Rockwell Automation, Inc.                                                                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      2267 | NS      | $882021.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                 | Rogers Communications, Inc.                                                                    | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $631752.95    | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                 | Rogers Communications, Inc.                                                                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     98000 | PA      | $102527.70    | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ROKU INC                                                                  | Roku, Inc.                                                                                     | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       412 | NS      | $44697.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLER BEARING COMPANY OF AMERICA INC.                                    | Roller Bearing Company of America, Inc.                                                        | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83631.53     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                    | Roper Industries, Inc.                                                                         | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        68 | NS      | $30268.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                    | Roper Technologies, Inc.                                                                       | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    640000 | PA      | $561397.41    | 0.02%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                           | Ross Stores, Inc.                                                                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     11759 | NS      | $2118266.26   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                         | NatWest Group plc                                                                              | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $451686.24    | 0.01%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ROYAL GOLD INC                                                            | Royal Gold, Inc.                                                                               | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       501 | NS      | $111367.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                        | Royalty Pharma plc                                                                             | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    431000 | PA      | $442933.32    | 0.01%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                        | Royalty Pharma plc                                                                             | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    244000 | PA      | $245234.01    | 0.01%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                        | Ryan Specialty, LLC                                                                            | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    153000 | PA      | $156330.49    | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                        | Ryan Specialty, LLC                                                                            | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66737.66     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                          | Ryder System, Inc.                                                                             | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        44 | NS      | $8421.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                                                          | Ryder System, Inc.                                                                             | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336657.26    | 0.01%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES                                              | Ryman Hospitality Properties                                                                   | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       247 | NS      | $23371.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                                            | S&P Global, Inc.                                                                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1159 | NS      | $605681.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                                            | S&P Global, Inc.                                                                               | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99691.72     | 0.00%             | 2035-12-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                   | SBA Communications Corporation                                                                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       519 | NS      | $100390.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS COMPANY                                                   | SEI Investments Company                                                                        | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     16581 | NS      | $1359973.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SESI LLC                                                                  | SESI, LLC                                                                                      | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    122000 | PA      | $120101.78    | 0.00%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                  | SLM Corporation                                                                                | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $39332.20     | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                              | SM Energy Company                                                                              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      2344 | NS      | $43832.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                              | SM Energy Company                                                                              | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    136000 | PA      | $137470.90    | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SM ENERGY CO                                                              | SM Energy Company                                                                              | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88476.18     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SPDR S&P 500 ETF TRUST                                                    | SPDR S&P 500 ETF Trust                                                                         | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             |  | RF                | US        |     10678 | NS      | $7281541.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P BIOTECH ETF                                                      | State Street SPDR S&P Biotech ETF                                                              | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Long             |  | RF                | US        |      3113 | NS      | $379568.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                     | SS&C Technologies, Inc.                                                                        | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    154000 | PA      | $154139.06    | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                     | SS&C Technologies, Inc.                                                                        | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69707.73     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES HOLDINGS INC                                            | SS&C Technologies Holdings, Inc.                                                               | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       371 | NS      | $32432.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNF GROUP SA                                                              | SNF Group SACA                                                                                 | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    302000 | PA      | $282210.79    | 0.01%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPX TECHNOLOGIES INC                                                      | SPX Technologies, Inc.                                                                         | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       216 | NS      | $43212.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&S HOLDINGS LLC                                                          | S&S Holdings, LLC                                                                              | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $229974.43    | 0.01%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                                | Sabra Health Care REIT, Inc.                                                                   | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     22080 | NS      | $418195.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE GLBL INC                                                            | Sabre GLBL, Inc.                                                                               | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    126000 | PA      | $104462.82    | 0.00%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| SAFEHOLD INC                                                              | Safehold, Inc.                                                                                 | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      7223 | NS      | $98882.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                            | Salesforce, Inc.                                                                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2675 | NS      | $708634.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                                   | Saluda Grade Alternative Mortgage Trust 2024-RTL6                                              | CUSIP: 79585UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1609391.68   | 0.05%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                                   | Saluda Grade Alternative Mortgage Trust 2024-RTL5                                              | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2115033.48   | 0.06%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                               | San Diego Gas & Electric Company                                                               | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    900000 | PA      | $723449.11    | 0.02%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP                                                              | SanDisk Corporation/DE                                                                         | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       194 | NS      | $46051.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B SANFILIPPO & SON INC                                               | John B. Sanfilippo & Son, Inc.                                                                 | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      1291 | NS      | $91144.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORP                                                              | Sanmina Corporation                                                                            | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |        97 | NS      | $14556.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                                                 | Sanofi SA ADR                                                                                  | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      5470 | NS      | $265076.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST                                | Santander Mortgage Asset Receivable Trust 2025-NQM5                                            | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-CBDO         | CORP              | US        |    964680 | PA      | $966146.53    | 0.03%             | 2065-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    268000 | PA      | $279266.60    | 0.01%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    218000 | PA      | $227204.33    | 0.01%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    461000 | PA      | $471114.04    | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD.                                                       | Santos Finance, Ltd.                                                                           | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    147000 | PA      | $146183.34    | 0.00%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                                      | Saturn Oil & Gas, Inc.                                                                         | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $67041.64     | 0.00%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| SAUDI ARABIAN OIL CO                                                      | Saudi Arabian Oil Company                                                                      | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    451000 | PA      | $464149.81    | 0.01%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                              | Saxon Asset Securities Trust 2004-2                                                            | CUSIP: 805564QB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860035 | PA      | $786324.64    | 0.02%             | 2035-08-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| HENRY SCHEIN INC.                                                         | Henry Schein, Inc.                                                                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       981 | NS      | $74143.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB NV                                                                    | SLB, Ltd.                                                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       530 | NS      | $20341.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                                          | Charles Schwab Corporation                                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     20269 | NS      | $2025075.79   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                                          | Charles Schwab Corporation                                                                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    518000 | PA      | $564605.39    | 0.02%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                                          | Charles Schwab Corporation                                                                     | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    509000 | PA      | $505582.13    | 0.02%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                   | Science Applications International Corporation                                                 | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       459 | NS      | $46202.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                        | Light & Wonder International, Inc.                                                             | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    122000 | PA      | $125302.08    | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                                 | Scotts Miracle-Gro Company                                                                     | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       661 | NS      | $38569.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EW SCRIPPS CO                                                             | Scripps Escrow II, Inc.                                                                        | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $84652.77     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                   | Seagate Data Storage Technology, Private Ltd.                                                  | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    257280 | PA      | $292085.17    | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                   | Seagate Data Storage Technology, Private Ltd.                                                  | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     87000 | PA      | $89164.13     | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                                    | Sealed Air Corporation/Sealed Air Corporation (US)                                             | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $209422.07    | 0.01%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SELECT SECTOR SPDR FUND                                       | State Street Health Care Select Sector SPDR ETF                                                | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             |  | RF                | US        |       650 | NS      | $100620.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC.                                            | Selective Insurance Group, Inc.                                                                | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       236 | NS      | $19746.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORPORATION                                         | Sensient Technologies Corporation                                                              | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       396 | NS      | $37204.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                   | Sensata Technologies BV                                                                        | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    186000 | PA      | $181478.90    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                  | Sensata Technologies, Inc.                                                                     | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66415.59     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                  | Sensata Technologies, Inc.                                                                     | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     77000 | PA      | $72262.65     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                    | Sequoia Mortgage Trust 2007-1                                                                  | CUSIP: 81744HAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    434817 | PA      | $283989.44    | 0.01%             | 2046-09-20      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                    | Sequoia Mortgage Trust 2025-7                                                                  | CUSIP: 81749VAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1147797.64   | 0.03%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                    | Sequoia Mortgage Trust 2025-12                                                                 | CUSIP: 81749XAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1642196.77   | 0.05%             | 2055-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                         | Service Corporation International/US                                                           | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       535 | NS      | $41713.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                         | Service Corporation International/US                                                           | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    129000 | PA      | $120627.73    | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                         | Service Corporation International/US                                                           | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87934.31     | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                         | Service Corporation International/US                                                           | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208636.66    | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                            | ServiceNow, Inc.                                                                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     31285 | NS      | $4792549.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES INC                                                | ServisFirst Bancshares, Inc.                                                                   | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       113 | NS      | $8112.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENTEL ISSUER LLC                                                        | Shentel Issuer, LLC 2025-1A                                                                    | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1109951.15   | 0.03%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS FINANCE SUB INC                                           | Shift4 Payments, LLC/Shift4 Payments Finance Sub, Inc.                                         | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $262252.97    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                                               | Shopify, Inc.                                                                                  | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     21347 | NS      | $3436226.59   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SHORE BANCSHARES INC.                                                     | Shore Bancshares, Inc.                                                                         | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1833 | NS      | $32407.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA BANCORP                                                            | Sierra Bancorp                                                                                 | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       293 | NS      | $9575.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS FUNDING BV                                                        | Siemens Funding BV                                                                             | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $209084.60    | 0.01%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SILICON LABORATORIES INC.                                                 | Silicon Laboratories, Inc.                                                                     | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      1974 | NS      | $258001.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NATIONAL CORPORATION                                        | Simmons First National Corporation                                                             | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      2457 | NS      | $46314.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FOODS INC                                                         | Simmons Foods, Inc.                                                                            | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $181126.78    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP INC (PRE-REINCORPORATION)                            | Simon Property Group, Inc.                                                                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        53 | NS      | $9810.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPLY GOOD FOODS CO                                                      | Simply Good Foods Company                                                                      | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1191 | NS      | $23915.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                             | Sinclair Television Group, Inc.                                                                | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68932.38     | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                       | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    282000 | PA      | $282686.71    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                       | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    119000 | PA      | $116330.37    | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                       | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    132000 | PA      | $121563.24    | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SIXTH STREET LENDING PARTNERS                                             | Sixth Street Lending Partners                                                                  | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    272000 | PA      | $279167.34    | 0.01%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                              | Six Flags Entertainment Corporation/Six Flags Theme Parks, Inc./Canada's Wonderland Company    | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65546.91     | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                 | South Bow USA Infrastructure Holdings, LLC                                                     | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    338000 | PA      | $342860.65    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                 | South Bow USA Infrastructure Holdings, LLC                                                     | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125227.88    | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHAMPION HOMES INC                                                        | Champion Homes, Inc.                                                                           | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1602 | NS      | $135369.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYMILES IP LTD                                                           | Delta Air Lines, Inc./SkyMiles IP, Ltd.                                                        | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1132838.15   | 0.03%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SKYWEST INC                                                               | SkyWest, Inc.                                                                                  | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       148 | NS      | $14860.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                    | Skyworks Solutions, Inc.                                                                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      1930 | NS      | $122381.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A O SMITH CORP                                                            | A.O. Smith Corporation                                                                         | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      1384 | NS      | $92561.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITHFIELD FOODS INC                                                      | Smithfield Foods, Inc.                                                                         | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |       792 | NS      | $17685.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED CO                                       | Smurfit Kappa Treasury, ULC                                                                    | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $502322.04    | 0.02%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                             | Smyrna Ready Mix Concrete, LLC                                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    323000 | PA      | $345491.40    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                  | Snap, Inc.                                                                                     | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    123000 | PA      | $126643.51    | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                             | Snowflake, Inc.                                                                                | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      1446 | NS      | $317194.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA                                                       | Societe Generale SA                                                                            | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    520000 | PA      | $530467.07    | 0.02%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                       | Societe Generale SA                                                                            | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $400869.67    | 0.01%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                       | Societe Generale SA                                                                            | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    134000 | PA      | $148939.79    | 0.00%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                             | SoftBank Corporation                                                                           | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    434000 | PA      | $434905.37    | 0.01%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                           | Solstice Advanced Materials, Inc.                                                              | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      2585 | NS      | $125579.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                           | Solstice Advanced Materials, Inc.                                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123072.88    | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                                   | Sonoco Products Company                                                                        | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      1045 | NS      | $45603.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                                   | Sonoco Products Company                                                                        | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453609.47    | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                                           | Sony Group Corporation ADR                                                                     | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      8747 | NS      | $223923.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS INC                                                                 | Sonos, Inc.                                                                                    | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      1905 | NS      | $33451.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                                | Sotera Health Holdings, LLC                                                                    | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141590.90    | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH CO                                                          | Sotera Health Company                                                                          | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       682 | NS      | $12030.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH PLAINS FINANCIAL INC                                                | South Plains Financial, Inc.                                                                   | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      1117 | NS      | $43339.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                        | Southern California Edison Company                                                             | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141942.09    | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                    | Southern Company                                                                               | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $642006.64    | 0.02%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                  | Southern Company Gas Capital Corporation                                                       | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    600000 | PA      | $499904.89    | 0.02%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN MISSOURI BANCORP INC                                             | Southern Missouri Bancorp, Inc.                                                                | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       789 | NS      | $46645.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH STATE BANK                                                          | SouthState Bank Corporation                                                                    | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      4498 | NS      | $423306.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                     | Southwest Airlines Company                                                                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      2239 | NS      | $92537.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                       | Southwestern Electric Power Company                                                            | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    542000 | PA      | $420104.24    | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                       | Spectrum Brands, Inc.                                                                          | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     34000 | PA      | $27768.53     | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                 | Spire, Inc.                                                                                    | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      1031 | NS      | $85263.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                    | Spirit AeroSystems, Inc.                                                                       | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    690000 | PA      | $690800.33    | 0.02%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                | Sprint Capital Corporation                                                                     | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    874000 | PA      | $1056977.29   | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPROUTS FARMERS MARKETS INC                                               | Sprouts Farmers Markets, Inc.                                                                  | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       242 | NS      | $19280.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUT SOCIAL INC                                                         | Sprout Social, Inc.                                                                            | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |      3978 | NS      | $44832.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                                 | Block, Inc.                                                                                    | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    138000 | PA      | $129708.28    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                 | Block, Inc.                                                                                    | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    287000 | PA      | $298439.82    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                 | Block, Inc.                                                                                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    122000 | PA      | $124479.28    | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                 | Block, Inc.                                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    122000 | PA      | $125246.30    | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                             | SRM Escrow Issuer, LLC                                                                         | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108499.18    | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STAG INDUSTRIAL INC                                                       | STAG Industrial, Inc.                                                                          | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      3297 | NS      | $121197.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                           | Standard Building Solutions, Inc.                                                              | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    279000 | PA      | $285008.80    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                           | Standard Building Solutions, Inc.                                                              | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121353.72    | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                    | Standard Chartered plc                                                                         | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $297562.90    | 0.01%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                           | Standard Industries, Inc./NY                                                                   | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $128652.50    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                           | Standard Industries, Inc./NY                                                                   | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $118186.58    | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER INC                                                | Stanley Black & Decker, Inc.                                                                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      1512 | NS      | $112311.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAPLES INC                                                               | Staples, Inc.                                                                                  | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    157000 | PA      | $156086.37    | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                           | Star Parent, Inc.                                                                              | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $154745.18    | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                               | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |       603 | NS      | $10860.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                               | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92422.19     | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                               | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67768.61     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                               | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    183000 | PA      | $184330.78    | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                               | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61655.68     | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                         | State Street Corporation                                                                       | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       198 | NS      | $25543.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US                                             | State Street Institutional U.S. Government Money Market Fund                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  89772558 | NS      | $89772557.66  | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| STATION CASINOS LLC                                                       | Station Casinos, LLC                                                                           | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    109000 | PA      | $103338.07    | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                        | Steel Dynamics, Inc.                                                                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1345 | NS      | $227910.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                                        | Steel Dynamics, Inc.                                                                           | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209647.50    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                 | Stellantis Finance US, Inc.                                                                    | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207901.97    | 0.01%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                                     | Stellantis Financial Services US Corporation                                                   | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203081.66    | 0.01%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STEPAN COMPANY                                                            | Stepan Company                                                                                 | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       344 | NS      | $16291.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STENA INTERNATIONAL SA                                                    | Stena International SA                                                                         | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    217000 | PA      | $221211.10    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP INC                                                       | StepStone Group, Inc.                                                                          | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       883 | NS      | $56662.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE INC                                               | Sterling Construction Company, Inc.                                                            | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       487 | NS      | $149134.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                     | Stifel Financial Corporation                                                                   | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      3123 | NS      | $391062.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCK YARDS BANCORP INC                                                   | Stock Yards Bancorp, Inc.                                                                      | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      2541 | NS      | $165037.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEBRIAR ABF ISSUER LLC                                                 | Stonebriar ABF Issuer, LLC                                                                     | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $99832.40     | 0.00%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                                          | StoneX Group, Inc.                                                                             | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |        91 | NS      | $8656.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                                                          | Stonex Escrow Issuer, LLC                                                                      | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $232339.97    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STRATEGIC EDUCATION INC                                                   | Strategic Education, Inc.                                                                      | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |       368 | NS      | $29513.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                                                       | Stryker Corporation                                                                            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      3874 | NS      | $1361594.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                                                       | Stryker Corporation                                                                            | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359365.95    | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS L.P.                                            | Suburban Propane Partners, LP/Suburban Energy Finance Corporation                              | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $130110.76    | 0.00%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                       | Sumitomo Mitsui Financial Group, Inc.                                                          | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $615599.98    | 0.02%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES INC                                               | Summit Hotel Properties, Inc.                                                                  | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      4151 | NS      | $20215.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                                                        | SunCoke Energy, Inc.                                                                           | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    185000 | PA      | $171776.26    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA II ISSUER LLC                                              | Sunnova Hestia II Issuer, LLC 2024-GRID1                                                       | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1354544 | PA      | $1345614.97   | 0.04%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                 | Sunoco, LP                                                                                     | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219020.76    | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                 | Sunoco, LP                                                                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244978.32    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                 | Sunoco, LP/Sunoco Finance Corporation                                                          | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $186454.21    | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                               | Surgery Center Holdings, Inc.                                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125422.07    | 0.00%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                              | Synopsys, Inc.                                                                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       579 | NS      | $271967.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                                              | Synopsys, Inc.                                                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    328000 | PA      | $325372.47    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                    | Synovus Financial Corporation                                                                  | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      1446 | NS      | $72372.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                                                            | TD SYNNEX Corporation                                                                          | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      2954 | NS      | $443779.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS BANK                                                              | Synovus Bank                                                                                   | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    799000 | PA      | $816123.10    | 0.02%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                       | Synchrony Financial                                                                            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       165 | NS      | $13765.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                       | Synchrony Financial                                                                            | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    138000 | PA      | $148241.16    | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SYSCO CORPORATION                                                         | Sysco Corporation                                                                              | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      5140 | NS      | $378766.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                                         | Sysco Corporation                                                                              | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    797000 | PA      | $880042.48    | 0.03%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                       | Synergy Infrastructure Holdings, LLC                                                           | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $94341.77     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                                         | TJX Companies, Inc.                                                                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      2725 | NS      | $418587.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                                           | T-Mobile US, Inc.                                                                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2462 | NS      | $499884.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                          | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    909000 | PA      | $603904.49    | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                          | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    372000 | PA      | $369842.73    | 0.01%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TPG INC                                                                   | TPG, Inc.                                                                                      | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |       346 | NS      | $22088.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE FINANCE TRUST INC                                                  | TPG RE Finance Trust, Inc.                                                                     | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3447 | NS      | $29678.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOORAK MORTGAGE CORP                                                      | TRK Trust 2021-INV2                                                                            | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1026155 | PA      | $934667.01    | 0.03%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                      | TTM Technologies, Inc.                                                                         | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      2534 | NS      | $174846.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TVC MORTGAGE TRUST                                                        | TVC Mortgage Trust 2024-RRTL1                                                                  | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1352574.05   | 0.04%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                 | Taiwan Semiconductor Manufacturing Company, Ltd. ADR                                           | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     13951 | NS      | $4239569.39   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE TWO INTERACTIVE SOFTWARE INC                                         | Take-Two Interactive Software, Inc.                                                            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       137 | NS      | $35076.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE TWO INTERACTIVE SOFTWARE INC                                         | Take-Two Interactive Software, Inc.                                                            | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    305000 | PA      | $318326.66    | 0.01%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                              | Takeda Pharmaceutical Company, Ltd.                                                            | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    722000 | PA      | $726634.84    | 0.02%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                   | Talen Energy Supply, LLC                                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    267000 | PA      | $282687.39    | 0.01%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                   | Talen Energy Supply, LLC                                                                       | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62214.75     | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                   | Talen Energy Supply, LLC                                                                       | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63079.47     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP                | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                              | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $107057.67    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP                | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                              | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $201544.79    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP                | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                              | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306000 | PA      | $305992.53    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TALOS ENERGY INC                                                          | Talos Energy, Inc.                                                                             | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      1299 | NS      | $14314.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS PRODUCTION INC                                                      | Talos Production, Inc.                                                                         | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73743.23     | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS INC                                         | Tanger, Inc.                                                                                   | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     38876 | NS      | $1297292.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                              | Tapestry, Inc.                                                                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      4677 | NS      | $597580.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                      | Targa Resources Corporation                                                                    | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        63 | NS      | $11623.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                      | Targa Resources Corporation                                                                    | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    939000 | PA      | $898960.70    | 0.03%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                          | Taseko Mines, Ltd.                                                                             | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    269000 | PA      | $285740.95    | 0.01%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON HOME CORP                                                 | Taylor Morrison Home Corporation                                                               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       189 | NS      | $11126.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                           | Taylor Morrison Communities, Inc.                                                              | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93629.17     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                                          | Teine Energy, Ltd.                                                                             | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | NUSS              | CA        |    216000 | PA      | $215959.89    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL SA                                                 | Telecom Italia Capital SA                                                                      | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     48000 | PA      | $49268.10     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| TELEDYNE TECHNOLOGIES INCORPORATED                                        | Teledyne Technologies, Inc.                                                                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       195 | NS      | $99592.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                                                     | Teleflex, Inc.                                                                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1449 | NS      | $176835.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                                | TELUS Corporation                                                                              | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    199000 | PA      | $203068.16    | 0.01%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| TENABLE HOLDINGS INC                                                      | Tenable Holdings, Inc.                                                                         | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |       662 | NS      | $15576.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | Tenet Healthcare Corporation                                                                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       873 | NS      | $173482.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    587000 | PA      | $588312.89    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    183000 | PA      | $179554.86    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    330000 | PA      | $343367.97    | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    181000 | PA      | $183481.69    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                               | Tenneco, Inc.                                                                                  | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275879.96    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TERADYNE INC                                                              | Teradyne, Inc.                                                                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      4178 | NS      | $808693.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                             | TerraForm Power Operating, LLC                                                                 | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    384000 | PA      | $383647.53    | 0.01%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRENO REALTY CORP                                                       | Terreno Realty Corporation                                                                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3848 | NS      | $225916.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC (PRE-REINCORPORATION)                                           | Tesla, Inc.                                                                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     29740 | NS      | $13374672.80  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE COMPANY LLC                                   | Teva Pharmaceutical Finance Company, LLC                                                       | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    132000 | PA      | $138586.65    | 0.00%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC.                                             | Texas Capital Bancshares, Inc.                                                                 | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       113 | NS      | $10231.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                     | Texas Instruments, Inc.                                                                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      5559 | NS      | $964430.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                                                       | Texas Roadhouse, Inc.                                                                          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      3510 | NS      | $582660.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                                               | Textron, Inc.                                                                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       408 | NS      | $35565.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADE DESK INC(PRE-REINCORPORATION)                                       | Trade Desk, Inc.                                                                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       455 | NS      | $17271.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                              | Thermo Fisher Scientific, Inc.                                                                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1708 | NS      | $989700.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THIRD COAST BANCSHARES INC                                                | Third Coast Bancshares, Inc.                                                                   | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |       886 | NS      | $33676.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                     | Thrivent Core Short-Term Reserve Fund                                                          | CUSIP: 88588C207<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  28372991 | NS      | $283729914.46 | 8.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                     | Thrivent Core Emerging Markets Debt Fund                                                       | CUSIP: 88588C306<br>LEI: N/A                  | Long             |  | RF                | US        |  10627575 | NS      | $94054040.87  | 2.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                     | Thrivent Core International Equity Fund                                                        | CUSIP: 88588C405<br>LEI: N/A                  | Long             |  | RF                | US        |   3253728 | NS      | $39890702.28  | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                                     | Thrivent Core Emerging Markets Equity Fund                                                     | CUSIP: 88588C603<br>LEI: N/A                  | Long             |  | RF                | US        |   3426703 | NS      | $41086164.87  | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                                     | Thrivent Small Cap Value ETF                                                                   | CUSIP: 88588G406<br>LEI: 2549003L6ICAC1IIRA46 | Long             |  | RF                | US        |    234603 | NS      | $6234128.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                                     | Thrivent Mid Cap Value ETF                                                                     | CUSIP: 88588G505<br>LEI: 2549000MEPC1S6MCHY33 | Long             |  | RF                | US        |    320709 | NS      | $4848382.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                     | Thrivent Mid Cap Stock Portfolio                                                               | CUSIP: 88589M121<br>LEI: 54930040IF45CD6DYC47 | Long             |  | RF                | US        |   2594877 | NS      | $51308763.42  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                     | Thrivent Global Stock Portfolio                                                                | CUSIP: 88589M162<br>LEI: 5493003JW6B3SQSY6578 | Long             |  | RF                | US        |   1237545 | NS      | $20065931.55  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                     | Thrivent Small Cap Stock Portfolio                                                             | CUSIP: 88589M170<br>LEI: 549300ONMNEN0B15WO97 | Long             |  | RF                | US        |   1274084 | NS      | $23987941.66  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                     | Thrivent Short-Term Bond Portfolio                                                             | CUSIP: 88589M295<br>LEI: 6VYVH6PNTVA8ZH23ET87 | Long             |  | RF                | US        |  10674236 | NS      | $106056004.27 | 3.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                     | Thrivent Large Cap Value Portfolio                                                             | CUSIP: 88589M303<br>LEI: 5493000QLC8KHZJUMH19 | Long             |  | RF                | US        |  14297408 | NS      | $350007687.09 | 10.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                     | Thrivent High Yield Portfolio                                                                  | CUSIP: 88589M352<br>LEI: Q0U252S3ZZ0J2LYUWZ80 | Long             |  | RF                | US        |  16094369 | NS      | $68710080.07  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                     | Thrivent Income Portfolio                                                                      | CUSIP: 88589M360<br>LEI: 549300RBU4OUI2SDQ826 | Long             |  | RF                | US        |  20391003 | NS      | $183875870.27 | 5.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                     | Thrivent International Equity Portfolio                                                        | CUSIP: 88589M378<br>LEI: 549300NCYVA6VP517Q16 | Long             |  | RF                | US        |   9048716 | NS      | $110967116.11 | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                     | Thrivent International Index Portfolio                                                         | CUSIP: 88589M428<br>LEI: 54930093O2M0NDDLJ146 | Long             |  | RF                | US        |   1762974 | NS      | $30236236.24  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                  | Cloud Software Group, Inc.                                                                     | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    765000 | PA      | $775012.26    | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIMKEN COMPANY                                                            | Timken Company                                                                                 | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1689 | NS      | $142095.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOAST INC                                                                 | Toast, Inc.                                                                                    | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      5515 | NS      | $195837.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS INC                                                         | Toll Brothers, Inc.                                                                            | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       709 | NS      | $95870.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORP                                                   | Tompkins Financial Corporation                                                                 | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       562 | NS      | $40756.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOORAK MORTGAGE CORP                                                      | Toorak Mortgage Trust 2025-RRTL1                                                               | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-CBDO         | CORP              | US        |   1050000 | PA      | $1054853.31   | 0.03%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                             | TopBuild Corporation                                                                           | CUSIP: 89055F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       794 | NS      | $331248.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                                             | TopBuild Corporation                                                                           | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82626.78     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TORO COMPANY (THE)                                                        | Toro Company                                                                                   | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1041 | NS      | $81947.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                 | Toronto-Dominion Bank                                                                          | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    197000 | PA      | $196854.62    | 0.01%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                 | Toronto-Dominion Bank                                                                          | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    223000 | PA      | $226668.13    | 0.01%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                  | TotalEnergies Capital SA                                                                       | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    346000 | PA      | $325103.09    | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOWNE BANK                                                                | Towne Bank/Portsmouth, VA                                                                      | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      1323 | NS      | $44148.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                  | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    119000 | PA      | $121320.29    | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRADEWEB MARKETS INC                                                      | Tradeweb Markets, Inc.                                                                         | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2427 | NS      | $260999.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                          | Trane Technologies Financing, Ltd.                                                             | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    283000 | PA      | $289700.15    | 0.01%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                            | TransAlta Corporation                                                                          | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $187285.26    | 0.01%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    309000 | PA      | $314443.32    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    228000 | PA      | $239621.16    | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    378000 | PA      | $393278.38    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    332000 | PA      | $339792.04    | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32168.11     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192711.58    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                            | Transocean International, Ltd.                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    321000 | PA      | $335415.47    | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                            | Transocean International, Ltd.                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     70000 | PA      | $70549.78     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSUNION                                                                | TransUnion                                                                                     | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      3085 | NS      | $264538.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                                                       | Travel + Leisure Company                                                                       | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       219 | NS      | $15446.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX COMPANY INC                                                          | Trex Company, Inc.                                                                             | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       439 | NS      | $15400.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                                               | Trimble, Inc.                                                                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      9331 | NS      | $731083.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH FINANCIAL INC                                                     | Triumph Financial, Inc.                                                                        | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      6769 | NS      | $423942.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                     | Truist Financial Corporation                                                                   | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    699000 | PA      | $712199.89    | 0.02%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                     | Truist Financial Corporation                                                                   | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    519000 | PA      | $523176.00    | 0.02%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                     | Truist Financial Corporation                                                                   | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    310000 | PA      | $326095.17    | 0.01%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                     | Truist Financial Corporation                                                                   | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    383000 | PA      | $382953.70    | 0.01%             | 2027-12-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| TURNING POINT BRANDS INC                                                  | Turning Point Brands, Inc.                                                                     | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      1058 | NS      | $114687.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                                                | Twilio, Inc.                                                                                   | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        46 | NS      | $6543.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWIST BIOSCIENCE CORP                                                     | Twist Bioscience Corporation                                                                   | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      6505 | NS      | $206338.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 200 PARK FUNDING TRUST                                                    | 200 Park Funding Trust                                                                         | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99466.90     | 0.00%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                             | Coherent Corporation                                                                           | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    131000 | PA      | $130556.76    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                                    | Tyler Technologies, Inc.                                                                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       780 | NS      | $354081.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                                           | Tyson Foods, Inc.                                                                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       783 | NS      | $45899.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                              | UBS Group AG                                                                                   | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    486000 | PA      | $511012.00    | 0.02%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                              | UBS Group AG                                                                                   | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $196205.93    | 0.01%             | 2045-09-06      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                              | UBS Group AG                                                                                   | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $203112.60    | 0.01%             | 2030-08-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| UFP TECHNOLOGIES INC                                                      | UFP Technologies, Inc.                                                                         | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      1321 | NS      | $293301.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                                           | UGI Corporation                                                                                | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     55686 | NS      | $2084326.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB FINANCIAL CORPORATION                                                 | UMB Financial Corporation                                                                      | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       447 | NS      | $51422.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG INC                                                                   | UKG, Inc.                                                                                      | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    141000 | PA      | $144837.03    | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                | U.S. Bancorp                                                                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      1177 | NS      | $62804.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                     | Uber Technologies, Inc.                                                                        | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     27639 | NS      | $2258382.69   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                     | Uber Technologies, Inc.                                                                        | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    435000 | PA      | $434874.07    | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                     | Uber Technologies, Inc.                                                                        | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    372000 | PA      | $370035.49    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS LLC                                               | US Acute Care Solutions, LLC                                                                   | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $333454.31    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                                          | UL Solutions, Inc.                                                                             | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |       561 | NS      | $44240.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                                                           | Ulta Beauty, Inc.                                                                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       346 | NS      | $209333.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORPORATION                                                      | UniFirst Corporation/MA                                                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       316 | NS      | $60956.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                              | Unilever plc ADR                                                                               | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      6450 | NS      | $421830.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                 | Union Pacific Corporation                                                                      | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3334 | NS      | $771220.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                 | Union Pacific Corporation                                                                      | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $628408.44    | 0.02%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                       | United Airlines, Inc.                                                                          | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    583000 | PA      | $580471.30    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED COMMUNITY BANKS INC.                                               | United Community Banks, Inc.                                                                   | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      1734 | NS      | $54135.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANKSHARES INC                                                     | United Bankshares, Inc.                                                                        | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |       662 | NS      | $25420.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                              | United Airlines Holdings, Inc.                                                                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       509 | NS      | $56916.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                               | Mexico Government International Bond                                                           | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    441000 | PA      | $434826.00    | 0.01%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS INC                                                        | United Rentals, Inc.                                                                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       242 | NS      | $195855.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                        | United Rentals North America, Inc.                                                             | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175015.05    | 0.01%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                        | United Rentals North America, Inc.                                                             | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    360000 | PA      | $348976.19    | 0.01%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                        | United Rentals North America, Inc.                                                             | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    181000 | PA      | $180871.86    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                | U.S. Bancorp                                                                                   | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    744000 | PA      | $773316.39    | 0.02%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                | U.S. Bancorp                                                                                   | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    178000 | PA      | $189906.61    | 0.01%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                | U.S. Bancorp                                                                                   | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    340000 | PA      | $359007.07    | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| US FOODS HOLDING CORP                                                     | US Foods Holding Corporation                                                                   | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       361 | NS      | $27190.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Bills                                                                            | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $99255.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Bills                                                                            | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    500000 | PA      | $499710.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Bills                                                                            | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    400000 | PA      | $396756.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Bonds                                                                            | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14120000 | PA      | $14775256.25  | 0.45%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Bonds                                                                            | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1075000 | PA      | $1056733.40   | 0.03%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Bonds                                                                            | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $482835.94    | 0.01%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Bonds                                                                            | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $701515.63    | 0.02%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Bonds                                                                            | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27658000 | PA      | $19183415.94  | 0.58%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Bonds                                                                            | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35275000 | PA      | $25305678.62  | 0.77%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Bonds                                                                            | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8480000 | PA      | $4452000.00   | 0.13%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Bonds                                                                            | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41740000 | PA      | $27091868.75  | 0.82%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Bonds                                                                            | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1813000 | PA      | $1466617.85   | 0.04%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Bonds                                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11400000 | PA      | $11191148.47  | 0.34%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Bonds                                                                            | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3932500.00   | 0.12%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16875000 | PA      | $16500585.94  | 0.50%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31750000 | PA      | $31297314.53  | 0.95%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17780000 | PA      | $17745322.95  | 0.54%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2350000 | PA      | $2259580.08   | 0.07%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $4065683.58   | 0.12%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $740396.49    | 0.02%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24275000 | PA      | $24552834.90  | 0.74%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12250000 | PA      | $12341396.52  | 0.37%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16200000 | PA      | $16203164.02  | 0.49%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13400000 | PA      | $13435593.75  | 0.41%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $56162304.55  | 1.70%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $13939277.31  | 0.42%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6300000 | PA      | $6335683.58   | 0.19%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1506996.41   | 0.05%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2189773.43   | 0.07%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2198390.08   | 0.07%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17999000 | PA      | $18091104.30  | 0.55%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3006679.68   | 0.09%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8965195.29   | 0.27%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                           | Uniti Group, Inc.                                                                              | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      8375 | NS      | $58708.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                  | RTX Corporation                                                                                | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    600000 | PA      | $542377.01    | 0.02%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                  | RTX Corporation                                                                                | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    775000 | PA      | $727595.06    | 0.02%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                                           | United Therapeutics Corporation                                                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       238 | NS      | $115965.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                             | United Wholesale Mortgage, LLC                                                                 | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    355000 | PA      | $352455.86    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                    | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       786 | NS      | $259466.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                    | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    489000 | PA      | $421723.28    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                    | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    536000 | PA      | $540472.79    | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITIL CORPORATION                                                        | Unitil Corporation                                                                             | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       953 | NS      | $46163.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP LP                                                            | Uniti Group, LP/Uniti Group Finance 2019, Inc./CSL Capital, LLC                                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $350829.72    | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITY BANCORP INC                                                         | Unity Bancorp, Inc.                                                                            | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |       487 | NS      | $25187.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                                                        | Unity Software, Inc.                                                                           | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      1429 | NS      | $63118.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORP/VA                                                         | Universal Corporation                                                                          | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       265 | NS      | $13978.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                             | Universal Health Services, Inc.                                                                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       442 | NS      | $96364.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL TECHNICAL INSTITUTE INC                                         | Universal Technical Institute, Inc.                                                            | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |      7412 | NS      | $193675.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                              | Univision Communications, Inc.                                                                 | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    445000 | PA      | $427457.94    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                              | Univision Communications, Inc.                                                                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198206.97    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                              | Univision Communications, Inc.                                                                 | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54890.78     | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                              | Univision Communications, Inc.                                                                 | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    127000 | PA      | $132667.88    | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVEST FINANCIAL CORP                                                    | Univest Financial Corporation                                                                  | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      1056 | NS      | $34573.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNLOCK HEA TRUST                                                          | Unlock HEA Trust 2024-2                                                                        | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1393268 | PA      | $1394983.94   | 0.04%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                | Unum Group                                                                                     | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      2167 | NS      | $167942.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNLOCK HEA TRUST                                                          | Unlock HEA Trust 2024-1                                                                        | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1141854 | PA      | $1140811.07   | 0.03%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UPWORK INC                                                                | Upwork, Inc.                                                                                   | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      1370 | NS      | $27153.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS INC                                                      | Urban Outfitters, Inc.                                                                         | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       154 | NS      | $11590.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USA COM PART/USA COM FIN                                                  | USA Compression Partners, LP/USA Compression Finance Corporation                               | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $238075.61    | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                  | USA Compression Partners, LP/USA Compression Finance Corporation                               | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $186206.16    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VF CORPORATION                                                            | VF Corporation                                                                                 | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      1651 | NS      | $29850.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ SECURED FINANCING BV                                                   | VZ Secured Financing BV                                                                        | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    271000 | PA      | $245242.31    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                          | Vail Resorts, Inc.                                                                             | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88414.62     | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                               | Valaris, Ltd.                                                                                  | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    162000 | PA      | $168555.17    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                                 | Valero Energy Corporation                                                                      | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       218 | NS      | $35488.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP                                                   | Valley National Bancorp                                                                        | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      2092 | NS      | $24434.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VANECK VECTORS SEMICONDUCTOR ETF                                          | VanEck Semiconductor ETF                                                                       | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |       620 | NS      | $223280.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                                                            | Var Energi ASA                                                                                 | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $208182.40    | 0.01%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VARONIS SYSTEMS INC                                                       | Varonis Systems, Inc.                                                                          | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |       506 | NS      | $16596.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                                               | Vaxcyte, Inc.                                                                                  | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |       683 | NS      | $31513.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC                                                         | Veeva Systems, Inc.                                                                            | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      1560 | NS      | $348238.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                                                | Ventas, Inc.                                                                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       365 | NS      | $28243.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                        | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    128000 | PA      | $140154.05    | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                        | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118811.84    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                        | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    263000 | PA      | $269388.36    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                        | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94706.03     | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                        | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95025.79     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                    | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    314000 | PA      | $318051.73    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                    | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    562000 | PA      | $558867.36    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                    | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    257000 | PA      | $265499.61    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                    | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128003.10    | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                                                    | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    235000 | PA      | $185586.71    | 0.01%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                              | Veralto Corporation                                                                            | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      6592 | NS      | $657749.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                                              | VeriSign, Inc.                                                                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      2683 | NS      | $651834.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                | Verizon Communications, Inc.                                                                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     18788 | NS      | $765235.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                | Verizon Communications, Inc.                                                                   | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356943.88    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                | Verizon Communications, Inc.                                                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    168000 | PA      | $165984.23    | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                | Verizon Communications, Inc.                                                                   | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    212000 | PA      | $209233.78    | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                      | Verisk Analytics, Inc.                                                                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      4500 | NS      | $1006605.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                                                      | Verisk Analytics, Inc.                                                                         | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    194000 | PA      | $197423.31    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERICEL CORP                                                              | Vericel Corporation                                                                            | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      3293 | NS      | $118580.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERRA MOBILITY CORP                                                       | Verra Mobility Corporation                                                                     | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      1486 | NS      | $33301.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                                       | Vertex Pharmaceuticals, Inc.                                                                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      3128 | NS      | $1418110.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                                                        | Vertiv Holdings Company                                                                        | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      2003 | NS      | $324506.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                | Verus Securitization Trust 2021-8                                                              | CUSIP: 92538GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    658094 | PA      | $591831.85    | 0.02%             | 2066-11-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                | Viasat, Inc.                                                                                   | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132808.57    | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                       | Viavi Solutions, Inc.                                                                          | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124426.23    | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                          | Paramount Global                                                                               | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    113000 | PA      | $104907.45    | 0.00%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                               | Viatris, Inc.                                                                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     16703 | NS      | $207952.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES LP                                                        | VICI Properties, LP/VICI Note Company, Inc.                                                    | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    371000 | PA      | $359753.28    | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                        | VICI Properties, LP/VICI Note Company, Inc.                                                    | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $242693.68    | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                       | VICI Properties, Inc.                                                                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       883 | NS      | $24829.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIAS SECRET & CO                                                     | Victoria's Secret & Company                                                                    | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59139.06     | 0.00%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| VICTRA HOLDINGS LLC                                                       | Victra Holdings, LLC/Victra Finance Corporation                                                | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $97060.74     | 0.00%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                        | Viking Cruises, Ltd.                                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    457000 | PA      | $464066.59    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                  | Virgin Media Finance plc                                                                       | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $145465.19    | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                          | Virgin Media Secured Finance plc                                                               | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    341000 | PA      | $335938.40    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC                                | Virgin Media Vendor Financing Notes IV DAC                                                     | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    218000 | PA      | $213883.24    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                       | Virginia Electric and Power Company                                                            | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    675000 | PA      | $579385.70    | 0.02%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                       | Virginia Electric and Power Company                                                            | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $168750.94    | 0.01%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VIRTU FINANCIAL INC                                                       | Virtu Financial, Inc.                                                                          | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       953 | NS      | $31753.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                                  | Visa, Inc.                                                                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     30410 | NS      | $10665091.10  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORPORATION                                                       | Visteon Corporation                                                                            | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       253 | NS      | $24060.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC                                                | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                      | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    156000 | PA      | $148457.19    | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| VISTAJET MALTA FINANCE PLC                                                | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                      | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     81000 | PA      | $81596.24     | 0.00%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                               | Vistra Energy Corporation                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      3593 | NS      | $579658.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                               | Vistra Corporation                                                                             | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    129000 | PA      | $132243.35    | 0.00%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                               | Vistra Corporation                                                                             | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    162000 | PA      | $164829.11    | 0.00%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                             | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    231000 | PA      | $231531.45    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                             | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    490000 | PA      | $488427.48    | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC                                                | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                      | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    151000 | PA      | $156176.43    | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VITA COCO COMPANY INC                                                     | Vita Coco Company, Inc.                                                                        | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |      4578 | NS      | $242679.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                                        | Vodafone Group plc                                                                             | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    124000 | PA      | $115779.12    | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                        | Vodafone Group plc                                                                             | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    194000 | PA      | $152256.15    | 0.00%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                | VMED O2 UK Financing I plc                                                                     | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $140683.50    | 0.00%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                                     | VOLT XCIX, LLC 2021-NPL8                                                                       | CUSIP: 92872VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169860 | PA      | $169735.77    | 0.01%             | 2051-04-25      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                                     | VOLT CVI, LLC 2021-NP12                                                                        | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    874947 | PA      | $876968.87    | 0.03%             | 2051-12-26      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                             | VoltaGrid, LLC                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90157.86     | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                              | Vontier Corporation                                                                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     15629 | NS      | $581086.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIVE MORTGAGE TRUST                                                    | Vontive Mortgage Trust 2025-RTL1                                                               | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1015972.70   | 0.03%             | 2030-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                  | Vulcan Materials Company                                                                       | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       388 | NS      | $110665.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS FINANCIAL CORPORATION                                                | WSFS Financial Corporation                                                                     | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       103 | NS      | $5689.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                                    | WR Grace Holdings, LLC                                                                         | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114442.97    | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                  | Wabtec Corporation                                                                             | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       325 | NS      | $69371.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                               | Walmart, Inc.                                                                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     46923 | NS      | $5227691.43   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                                 | Warner Brothers Discovery, Inc.                                                                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      8388 | NS      | $241742.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GROUP CORP                                                   | Warner Music Group Corporation                                                                 | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7661 | NS      | $234962.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON TRUST BANCORP INC.                                             | Washington Trust Bancorp, Inc.                                                                 | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      1020 | NS      | $30141.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                                      | Waste Management, Inc.                                                                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1641 | NS      | $360544.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE PRO USA INC                                                         | Waste Pro USA, Inc.                                                                            | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113224.72    | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COMPANIES LLC                                                       | Watco Companies, LLC/Watco Finance Corporation                                                 | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $127771.45    | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WATERS CORPORATION                                                        | Waters Corporation                                                                             | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        24 | NS      | $9115.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                                               | Wayfair, Inc.                                                                                  | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |       315 | NS      | $31629.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR LLC                                                               | Wayfair, LLC                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37572.12     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                               | Wayfair, LLC                                                                                   | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     69000 | PA      | $73516.81     | 0.00%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                               | Wayfair, LLC                                                                                   | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123369.60    | 0.00%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WAYSTAR HOLDING CORP                                                      | Waystar Holding Corporation                                                                    | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7056 | NS      | $231084.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORPORATION                                             | Webster Financial Corporation                                                                  | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      1044 | NS      | $65709.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                       | Elevance Health, Inc.                                                                          | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    725000 | PA      | $652332.83    | 0.02%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | Wells Fargo & Company                                                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     19153 | NS      | $1785059.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | Wells Fargo & Company                                                                          | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    930000 | PA      | $837107.22    | 0.03%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | Wells Fargo & Company                                                                          | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    441000 | PA      | $458830.57    | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | Wells Fargo & Company                                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    480000 | PA      | $497220.89    | 0.02%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | Wells Fargo & Company                                                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    481000 | PA      | $490956.04    | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | Wells Fargo & Company                                                                          | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806734.69    | 0.02%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WENDYS CO                                                                 | Wendy's Company                                                                                | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      4269 | NS      | $35560.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO INC                                                              | WesBanco, Inc.                                                                                 | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7035 | NS      | $233843.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                    | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139410.29    | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                    | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99195.61     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO INTERNATIONAL INC                                                   | WESCO International, Inc.                                                                      | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       832 | NS      | $203540.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES INC                                          | West Pharmaceutical Services, Inc.                                                             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1668 | NS      | $458933.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANK                                                     | Western Alliance Bank                                                                          | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200438.75    | 0.01%             | 2035-11-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                                  | Western Alliance Bancorp                                                                       | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       601 | NS      | $50526.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                               | Western Digital Corporation                                                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      4368 | NS      | $752475.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                            | Western Midstream Operating, LP                                                                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    267000 | PA      | $282716.89    | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                            | Western Midstream Operating, LP                                                                | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    515000 | PA      | $541954.58    | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                            | Western Midstream Operating, LP                                                                | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    317000 | PA      | $316866.52    | 0.01%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                      | Western Union Company                                                                          | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      7296 | NS      | $67925.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                     | Whirlpool Corporation                                                                          | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    106000 | PA      | $102788.85    | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                    | Williams Companies, Inc.                                                                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     13099 | NS      | $787380.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                    | Williams Companies, Inc.                                                                       | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1021568.34   | 0.03%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                    | Williams Companies, Inc.                                                                       | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166396.98    | 0.01%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM FINANCE CORP                         | Windstream Services, LLC/Windstream Escrow Finance Corporation                                 | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $183709.67    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                        | Windstream Services, LLC                                                                       | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    152000 | PA      | $155816.40    | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WINGSTOP INC                                                              | Wingstop, Inc.                                                                                 | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      2253 | NS      | $537317.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WINMARK CORP                                                              | Winmark Corporation                                                                            | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $65195.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                                            | Wintrust Financial Corporation                                                                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1054 | NS      | $147370.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INC                                                            | WisdomTree, Inc.                                                                               | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      2550 | NS      | $31084.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                                          | WULF Compute, LLC                                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $124660.06    | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                              | Wyndham Hotels & Resorts, Inc.                                                                 | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      3749 | NS      | $283274.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                  | Wynn Resorts Finance, LLC/Wynn Resorts Capital Corporation                                     | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $119705.01    | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                  | Wynn Resorts Finance, LLC/Wynn Resorts Capital Corporation                                     | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317000 | PA      | $343021.89    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS LTD                                                          | Wynn Resorts, Ltd.                                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      3268 | NS      | $393238.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LTD                                                            | Wynn Macau, Ltd.                                                                               | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202573.86    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INCORPORATED                                                        | Wynnton Funding Trust II                                                                       | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125763.17    | 0.00%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                    | XHR, LP                                                                                        | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    153000 | PA      | $150849.16    | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                    | XHR, LP                                                                                        | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69149.70     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                                   | RXO, Inc.                                                                                      | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    124000 | PA      | $126736.68    | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                           | Xcel Energy, Inc.                                                                              | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    379000 | PA      | $376923.91    | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                           | Xcel Energy, Inc.                                                                              | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165690.71    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                                                | Xenia Hotels & Resorts, Inc.                                                                   | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      1108 | NS      | $15667.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XENCOR INC                                                                | Xencor, Inc.                                                                                   | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      1935 | NS      | $29624.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX CORPORATION                                                         | Xerox Corporation                                                                              | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     98000 | PA      | $93761.36     | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| XYLEM INC                                                                 | Xylem, Inc.                                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      2645 | NS      | $360196.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC                                                 | Xenon Pharmaceuticals, Inc.                                                                    | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |       531 | NS      | $23799.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC.                                                          | Yum! Brands, Inc.                                                                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       458 | NS      | $69286.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC.                                                          | Yum! Brands, Inc.                                                                              | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    377000 | PA      | $377299.72    | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                              | ZF North America Capital, Inc.                                                                 | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    137000 | PA      | $138058.87    | 0.00%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                              | ZF North America Capital, Inc.                                                                 | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    134000 | PA      | $132414.98    | 0.00%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                                            | Zebra Technologies Corporation                                                                 | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1155 | NS      | $280457.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEGONA FINANCE PLC                                                        | Zegona Finance plc                                                                             | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $116675.02    | 0.00%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                                                          | Zillow Group, Inc., Class A                                                                    | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       285 | NS      | $19445.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                                                          | Zillow Group, Inc., Class C                                                                    | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       881 | NS      | $60101.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIGGO BV                                                                  | Ziggo BV                                                                                       | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    143000 | PA      | $135168.08    | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                | Zimmer Biomet Holdings, Inc.                                                                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3434 | NS      | $308785.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                                 | Zions Bancorp NA                                                                               | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      8231 | NS      | $481842.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                                 | Zions Bancorp NA                                                                               | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299999.58    | 0.01%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                | Zoetis, Inc.                                                                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      6038 | NS      | $759701.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                                                               | Zscaler, Inc.                                                                                  | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |        90 | NS      | $20242.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS INC                                                   | Zoom Communications, Inc.                                                                      | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       493 | NS      | $42540.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORP                                           | Zurn Elkay Water Solutions Corporation                                                         | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      1421 | NS      | $66062.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IVANHOE MINES LTD                                                         | Ivanhoe Mines, Ltd.                                                                            | CUSIP: 46579R955<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |     10843 | NS      | $123317.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BADGER INFRASTRUCTURE SOLUTIONS LTD                                       | Badger Infrastructure Solutions, Ltd.                                                          | CUSIP: 056533953<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |      1585 | NS      | $84449.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                                  | Universal Music Group NV                                                                       | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |      4798 | NS      | $125082.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                            | Constellium SE                                                                                 | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |      7864 | NS      | $148236.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PLC                                                              | Alkermes plc                                                                                   | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       296 | NS      | $8282.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                                              | Allegion plc                                                                                   | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       947 | NS      | $150781.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                                                 | Amcor plc                                                                                      | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     22950 | NS      | $191403.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD ASHANTI PLC                                                     | AngloGold Ashanti plc                                                                          | CUSIP: G0378L100<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |       364 | NS      | $31041.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBARELLA INC                                                             | Ambarella, Inc.                                                                                | CUSIP: G037AX101<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |       616 | NS      | $43637.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                    | Arch Capital Group, Ltd.                                                                       | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      5327 | NS      | $510965.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                                                      | Assured Guaranty, Ltd.                                                                         | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |       451 | NS      | $40531.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                                                 | Axis Capital Holdings, Ltd.                                                                    | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       798 | NS      | $85457.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                                                | Axalta Coating Systems, Ltd.                                                                   | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |      4511 | NS      | $145750.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF N.T. BUTTERFIELD & SON LTD                                        | Bank of N.T. Butterfield & Son, Ltd.                                                           | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |       188 | NS      | $9366.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDO TECHNOLOGY GROUP HOLDING LTD                                        | Credo Technology Group Holding, Ltd.                                                           | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        58 | NS      | $8345.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD LTD                                                   | Cushman & Wakefield, Ltd.                                                                      | CUSIP: G2717C106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       726 | NS      | $11753.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                                                          | Essent Group, Ltd.                                                                             | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      1664 | NS      | $108176.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                                                 | Aptiv plc                                                                                      | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     12363 | NS      | $940700.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                                  | Fabrinet                                                                                       | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       955 | NS      | $434792.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GIGACLOUD TECHNOLOGY INC                                                  | GigaCloud Technology, Inc.                                                                     | CUSIP: G38644103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       141 | NS      | $5538.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATES INDUSTRIAL CORPORATION PLC                                          | Gates Industrial Corporation plc                                                               | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |       735 | NS      | $15780.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                                               | Genpact, Ltd.                                                                                  | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |       977 | NS      | $45704.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                                                  | ICON plc                                                                                       | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |       725 | NS      | $132109.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIVIOR PLC                                                              | Indivior plc                                                                                   | CUSIP: G4766E116<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |      2355 | NS      | $84497.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                                               | Invesco, Ltd.                                                                                  | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     13057 | NS      | $343007.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                                                  | Jazz Pharmaceuticals, Inc.                                                                     | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       385 | NS      | $65450.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                        | Johnson Controls International plc                                                             | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |         8 | NS      | $958.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                                 | Linde plc                                                                                      | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      4506 | NS      | $1921313.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                             | Medtronic plc                                                                                  | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |     28375 | NS      | $2725702.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY GLOBAL LTD                                                        | Liberty Global, Ltd., Class A                                                                  | CUSIP: G61188101<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |      1943 | NS      | $21645.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORPORATION PLC                                                     | Noble Corporation plc                                                                          | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |        34 | NS      | $960.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                                                        | nVent Electric plc                                                                             | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4915 | NS      | $501182.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                                | RenaissanceRe Holdings, Ltd.                                                                   | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       434 | NS      | $122023.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                        | Royalty Pharma plc                                                                             | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |     10958 | NS      | $423417.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                                               | Pentair plc                                                                                    | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      2170 | NS      | $225983.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING PLC                                          | Sensata Technologies Holding plc                                                               | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |      1483 | NS      | $49369.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARKNINJA HONG KONG CO LTD                                               | SharkNinja, Inc.                                                                               | CUSIP: G8068L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4856 | NS      | $543386.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT WESTROCK PLC                                                      | Smurfit WestRock plc                                                                           | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |      1273 | NS      | $49226.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                                | STERIS plc                                                                                     | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      7843 | NS      | $1988357.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                                       | TE Connectivity plc                                                                            | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      3920 | NS      | $891839.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                                            | TechnipFMC plc                                                                                 | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     10803 | NS      | $481381.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                                    | Trane Technologies plc                                                                         | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       919 | NS      | $357674.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING HOLDINGS LTD                                                       | Viking Holdings, Ltd.                                                                          | CUSIP: G93A5A101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      6327 | NS      | $451811.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                                                  | Willis Towers Watson plc                                                                       | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |        71 | NS      | $23330.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                                 | Chubb, Ltd.                                                                                    | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1193 | NS      | $372359.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                                                                | Garmin, Ltd.                                                                                   | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1448 | NS      | $293726.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION SA                                                                  | Orion SA                                                                                       | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      4776 | NS      | $25217.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                                                     | Spotify Technology SA                                                                          | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      4659 | NS      | $2705527.89   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                                     | Telenet Finance Luxembourg Notes SARL                                                          | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $397707.33    | 0.01%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CYBER ARK SOFTWARE LTD                                                    | CyberArk Software, Ltd.                                                                        | CUSIP: M2682V108<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       686 | NS      | $305997.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JFROG LTD                                                                 | JFrog, Ltd.                                                                                    | CUSIP: M6191J100<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |     12165 | NS      | $759825.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDAYCOM LTD                                                             | Monday.com, Ltd.                                                                               | CUSIP: M7S64H106<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |      1289 | NS      | $190204.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH INDUSTRIAL NV                                                         | CNH Industrial NV                                                                              | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     20950 | NS      | $193159.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                                     | NXP Semiconductors NV                                                                          | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      1569 | NS      | $340567.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                                 | QIAGEN NV                                                                                      | CUSIP: N72482206<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       766 | NS      | $34447.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCP X (OFFSHORE) LP                                                       | LCP X (Offshore), LP                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $17047492.36  | 0.52%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CROWN GLOBAL SECONDARIES VI FEEDER SA SICAV RAIF                          | Crown Global Secondaries VI Feeder SA, SICAV-RAIF                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | LU        |         1 | NS      | $8742143.96   | 0.26%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ASF IX LP                                                                 | ASF IX, LP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |         1 | NS      | $8965263.51   | 0.27%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ALPINVEST SECONDARIES FUND (OFFSHORE FEEDER) VIII LP                      | AlpInvest Secondaries Fund (Offshore Feeder) VIII, LP                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $2661420.99   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| STEPSTONE SECONDARY OPPORTUNITIES FUND V OFFSHORE LP                      | StepStone Secondary Opportunities Fund V Offshore, LP                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $5505218.78   | 0.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ALPINVEST SECONDARY FUND VIII                                             | ASF VIII Sidecar (Cayman), LP                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | KY        |         1 | NS      | $542007.25    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| STEVANATO GROUP SPA                                                       | Stevanato Group SPA                                                                            | CUSIP: T9224W109<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |      8065 | NS      | $162267.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DHT HOLDINGS INC                                                          | DHT Holdings, Inc.                                                                             | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |      9095 | NS      | $111049.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                                                  | Flex, Ltd.                                                                                     | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |      4930 | NS      | $297870.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC                                                       | Scorpio Tankers, Inc.                                                                          | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |       457 | NS      | $23229.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co.                                                      | CDX HY 45, 5 Year, at 5.00%, Quarterly                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        | -11280000 | OU      | $25749.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-28

**Name of Applicant:** Thrivent Series Fund, Inc.

**Signature:** Sarah L. Bergstrom

**Name of Signer:** Sarah L. Bergstrom

**Title:** Treasurer and Principal Accounting Officer